The Library
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Number of items: 15.
2023
Garratt, Anthony, Henckel, Timo and Vahey, Shaun P. (2023) Empirically-transformed linear opinion pools. International Journal of Forecasting, 39 (2). pp. 736-753. doi:10.1016/j.ijforecast.2022.02.003 ISSN 0169-2070.
Chernis, Tony, Coe, Patrick J. and Vahey, Shaun P. (2023) Reassessing the dependence between economic growth and financial conditions since 1973. Journal of Applied Econometrics, 38 (2). pp. 260-267. ISSN 0883-7252 doi:10.1002/jae.2937
2020
Coe, Patrick and Vahey, Shaun P. (2020) Financial conditions and the risks to economic growth in the United States since 1875. Working Paper. Australia: Centre for Applied Macroeconomic Analysis. CAMA Working Paper (36/2020).
2019
Garratt, Anthony, Vahey, Shaun P. and Zhang, Yunyi (2019) Real-time forecast combinations for the oil price. Journal of Applied Econometrics, 34 (3). pp. 456-462. doi:10.1002/jae.2673 ISSN 0883-7252.
2016
Smith, Michael S. and Vahey, Shaun P. (2016) Asymmetric forecast densities for U.S. macroeconomic variables from a Gaussian Copula Model of cross-Sectional and serial dependence. Journal of Business & Economic Statistics , 34 (3). pp. 416-434. doi:10.1080/07350015.2015.1044533 ISSN 0735-0015.
2014
Ravazzolo, Francesco and Vahey, Shaun P. (2014) Forecast densities for economic aggregates from disaggregate ensembles. Studies in Nonlinear Dynamics and Econometrics, Volume 18 (Number 4). pp. 367-381. doi:10.1515/snde-2012-0088 ISSN 1558-3708.
Garratt, Anthony, Mitchell, James and Vahey, Shaun P. (2014) Measuring output gap nowcast uncertainty. International Journal of Forecasting, Volume 30 (Number 2). pp. 268-279. doi:10.1016/j.ijforecast.2013.07.012 ISSN 0169-2070.
2012
Nason, James M. and Vahey, Shaun P. (2012) UK World War I and interwar data for business cycle and growth analysis. Cliometrica, Volume 6 (Number 2). pp. 115-142. doi:10.1007/s11698-011-0064-5 ISSN 1863-2505.
2011
Garratt, Anthony, Mitchell, James, Vahey, Shaun P. and Wakerly, Elizabeth C. (2011) Real-time inflation forecast densities from ensemble Phillips curves. The North American Journal of Economics and Finance, Volume 22 (Number 1). pp. 77-87. doi:10.1016/j.najef.2010.09.003 ISSN 1062-9408.
Wolden Bache, Ida, Sofie Jore, Anne, Mitchell, James and Vahey, Shaun P. (2011) Combining VAR and DSGE forecast densities. Journal of Economic Dynamics and Control, Vol.35 (No.10). pp. 1659-1670. doi:10.1016/j.jedc.2011.04.006 ISSN 0165-1889.
2010
Karagedikli, Γzer, Matheson, Troy D., Smith, Christie and Vahey, Shaun P. (2010) RBCs and DSGEs : the computational approach to business cycle theory and evidence. Journal of Economic Surveys, Volume 24 (Number 1). pp. 113-136. doi:10.1111/j.1467-6419.2009.00589.x ISSN 0950-0804.
Jore, Anne Sofie, Mitchell, James and Vahey, Shaun P. (2010) Combining forecast densities from VARs with uncertain instabilities. Journal of Applied Econometrics, Vol.25 (No.4). pp. 621-634. doi:10.1002/jae.1162 ISSN 0883-7252.
Bache, I. W. , Mitchell, James, Ravazzolo , D. and Vahey, Shaun P. (2010) Macro modelling with many models. In: Cobham, David P., (ed.) Twenty years of inflation targeting : lessons learned and future prospects. New York : Cambridge University Press. ISBN 9780511902222
2009
Garratt, Anthony, Koop, Gary, Mise, Emi and Vahey, Shaun P. (2009) Real-time prediction with U.K. monetary aggregates in the presence of model uncertainty. Journal of Business & Economic Statistics , Volume 27 (Number 4). pp. 480-491. doi:10.1198/jbes.2009.07208 ISSN 0735-0015.
2008
Garratt, Anthony, Koop, Gary and Vahey, Shaun P. (2008) Forecasting substantial data revisions in the presence of model uncertainty. The Economic Journal, Volume 118 (Number 530). pp. 1128-1144. doi:10.1111/j.1468-0297.2008.02163.x ISSN 0013-0133.
This list was generated on Wed Mar 27 11:33:23 2024 GMT.