Publications
KDP has published over 40 articles in a wide range of journals including: the Economic Journal, the Review of Economics and Statistics, the Review of Income and Wealth, the International Journal of Forecasting, the Journal of Forecasting, Economica, Oxford Economic Papers, Economics Letters, Economic Modelling, the Bulletin of Economics and Statistics, the Scottish Journal of Political Economy and Applied Economics. There have been 6 papers in the Economic Journal and lead articles in the Review of Economics and Statistics and Oxford Economic Papers. Subjects covered include articles on applied econometrics, econometric theory and macroeconomics.
Books
Patterson, K.D., (2000), An Introduction to Applied Econometrics: A Time Series Approach, London: Macmillan, 800pp.
Henry, S.G. and Patterson, K.D., eds. (1990), Economic Modelling at the Bank of England, London: Chapman & Hall, 261pp.
Patterson, K.D. and Schott, K.E., eds. (1979), The Measurement of Capital, London: Macmillan, pp k to add.
Refereed articles
Patterson, K.D., (2000), "Finite sample bias of the least squares estimator in an AR(p) model: estimation, inference, simulation and examples", forthcoming in Applied Economics.
Patterson, K.D., (2000), "Bias reduction in autoregressive models", forthcoming in Economics Letters.
Patterson, K.D. and Sowell, F., (1996), "Consumption: innovation persistence and the
excess smoothness debate", Applied Economics, Vol. 28, pp. 1245-1255.
Patterson, K.D., (1995), "A State Space Approach to Forecasting the Final Vintage of Revised Data with an Application to the Index of Industrial Production", The Journal of Forecasting.
Patterson, K.D., (1995), "Forecasting the Final Vintage of Real Personal Disposable Income: A State Space Approach", The International Journal of Forecasting. Vol. 11, pp. 395-405.
Patterson, K.D., (1995), "An Integrated Model of the Data Measurement and Data Generation Process with an Application to Consumers' Expenditure", Economic Journal. Vol. 105, pp. 54-76.
Patterson, K.D., (1995), "Is Consumption too Smooth? The Case of the United Kingdom", Applied Economics, Vol. 27, pp. 409-418.
Patterson, K.D., (1994), "A State Space Model for Reducing the Uncertainty Associated with Preliminary Vintages of Data with an Application to Aggregate Consumption", Economics Letters, Vol. 46, pp. 215-222.
Patterson, K.D., (1994), "Engle and Yoo Three Step Estimation of Consumers' Expenditure and Housing Equity Withdrawal", Bulletin of Economic Research, Vol. 46, no. 4, pp. 275-288.
Patterson, K.D., (1994), "Consumers' Expenditure on Non-Durables and Services and Housing Equity Withdrawal in the United Kingdom", The Manchester School of Economic and Social Studies, Vol. 62, no. 3, pp. 251-274.
Patterson, K.D., (1993), "The Impact of Credit Constraints, Interest Rates and Housing Equity Withdrawal on the Intertemporal Pattern of Consumption", The Scottish Journal of Political Economy, Vol. 40, no. 4, pp. 391-407.
Patterson, K.D. and Pesaran, B. (1992), "The Intertemporal Elasticity of Substitution in Consumption in the United States and the United Kingdom", The Review of Economics and Statistics, Vol. 74, pp. 573-584.
Patterson, K.D. and Hall, S.G. (1992), "A Systems Approach to the Relationship Between Consumption and Wealth", Applied Economics, Vol. 24, pp. 1165-1171.
Patterson, K.D. and Heravi, S.M. (1992), "Efficient Forecasts or Measurement Errors? Some Evidence for Revisions to United Kingdom GDP Growth Rates", The Manchester School of Economic and Social Studies, Vol. 60, no. 4, pp. 249-263.
Patterson, K.D., (1992), "The Services Flow from Consumption Goods with An Application to Friedman's Permanent Income Hypothesis", Oxford Economic Papers, Vol. 44, pp. 289-305.
Patterson, K.D., (1992), "Revisions to the Components of the Trade Balance for the United Kingdom", Oxford Bulletin of Economics and Statistics, Vol. 54, no.1, pp.103-120.
Patterson, K.D., (1991), "Aggregate Consumption of Non-durables and Services, and the Components of Wealth: Some Evidence for the United Kingdom", Applied Economics, Vol. 23, no. 10, pp. 1691-1698.
Patterson, K.D. and Heravi, S.M., (July 1991), "Date Revisions and the Expenditure Components of GDP", The Economic Journal, Vol. 101, no. 407, pp. 887-901.
Patterson, K.D., (September 1991), "A Non-Parametric Analysis of Personal Sector Decisions on Consumption, Liquid Assets and Leisure", The Economic Journal, Vol. 101, pp. 1103-1116.
Patterson, K.D. and Heravi, S.M., (1991), "Direct Estimation of Entropy and Revisions to the National Income Accounts", The Statistician, Vol. 40, no. 1, pp. 35-50.
Patterson, K.D. and Heravi, S.M., (1991), "The Information Content and Gain of Revisions to the Components of GDP", Applied Economics, Vol. 23, pp. 903-912, (large folio).
Patterson, K.D. and Heravi, S.M., (1991), "Are Different Vintages of Data on the Components of GDP Co-integrated? Some Evidence for the United Kingdom", Economics Letters, Vol. 35, pp. 409-413.
Patterson, K.D., (1991), "An Error Correction System for Integrated Consumption and Portfolio Allocation Decisions", Economics Letters, Vol. 35, pp. 111-116.
Patterson, K.D., (1990), "Stock-flow Consistent Income for Industrial and Commerical Companies", The Review of Income and Wealth, Series 36, pp. 289-308.
Patterson, K.D., (1989), "Modelling Price Expectations Data", Applied Economics, Vol. 21, pp. 413-426.
Patterson, K.D. and Stephenson, M.J., (1988), "Stock-flow Consistent Accounting: A Macroeconomic Perspective", The Economic Journal, Vol. 98, pp. 787-800.
Patterson, K.D. and Harnett, I., (1988), "An Analysis of Changes in the Structural Simulation Properties of the Bank of England Quarterly Model of the UK Economy", Economic Modelling, Vol. 5, pp. 220-255, (large folio).
Patterson, K.D., (1987), "The Specification and Stability of the Demand for Money in the United Kingdom, Economica, Vol. 54, pp. 41-55.
Patterson, K.D. and Easton, W.W., (1987), "Interest Rates in Five Macroeconomic Models of the United Kingdom: Survey, Analysis and Simulation", Economic Modelling, Vol. 4, pp. 19-64, (large folio).
Patterson, K.D., (1987), "The Development of Expectations Generating Schemes which are Asymptotically Rational", The Scottish Journal of Political Economy, Vol. 34, pp. 1-18.
Patterson, K.D., (1987), "Growth Coefficients in Dynamic Time Series Models", Oxford Economic Papers, Vol. 39, pp. 1-11.
Patterson, K.D. et al (1987), "The Bank of England's Macroeconomic Model of the United Kingdom", Economic Modelling, Vol. 4, pp. 397-529, (large folio).
Patterson, K.D., (1986), "The Stability of Some Annual Consumption Functions", Oxford Economic Papers, Vol. 38, pp. 1-30.
Patterson, K.D. and Evans, G., (1985), "The Lagrange Multiplier Test for Autocorrelation in the Presence of Linear Restrictions", Economics Letters, Vol. 17, pp. 237-241.
Patterson, K.D., (1985), "Income Adjustments and The Role of Durables in Some Leading Consumption Functions", Economic Journal, Vol. 95, pp. 469-479.
Patterson, K.D. and Ryding, J., (1984), "Dynamic Time Series Models with Growth Effects Constrained to Sero", Economic Journal, Vol. 94, pp. 137-143.
Patterson, K.D., (1984), "Net Liquid Assets and net Illiquid Assets in the Consumption Function", Economics Letters, Vol. 14, pp, 389-395.
Patterson, K.D. and Ryding, J. (1984), "The Modified Fisher Hypothesis and the Steady State Demand for Money", The Manchester School, Vol. 52, pp. 300-313.
Patterson, K.D., (1984), "Some Properties of Consumption Functions with Integral Correction Mechanisms", The Manchester School, Vol. 52, pp. 347-362.
Patterson, K.D.,(1982), "A Simple Non-Stationary Markov Model of the Transition Between Mutually Exclusive Groups: Modelling the End of Money Illusion", Bulletin of Economics and Statistics, Vol. 44, pp. 305-320.