
The Library
Browse by Warwick Author
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Number of items: 15.
2022
Garratt, Anthony, Henckel, Timo and Vahey, Shaun P. (2022) Empirically-transformed linear opinion pools. International Journal of Forecasting . doi:10.1016/j.ijforecast.2022.02.003 (In Press)
Garratt, Anthony and Petrella, Ivan (2022) Commodity prices and inflation risk. Journal of Applied Econometrics, 37 (2). pp. 392-414. doi:10.1002/jae.2868
2021
Galvão, Ana Beatriz, Garratt, Anthony and Mitchell, James (2021) Does judgment improve macroeconomic density forecasts? International Journal of Forecasting, 37 (3). pp. 1247-1260. doi:10.1016/j.ijforecast.2021.02.007
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
2018
Garratt, Anthony, Lee, Kevin and Shields, Kalvinder K. (2018) The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics. Canadian Journal of Economics, 51 (2). pp. 391-418. doi:10.1111/caje.12325
2016
Garratt, Anthony, Lee, Kevin and Shields, Kalvinder K. (2016) Information rigidities and the news-adjusted output gap. Journal of Economic Dynamics and Control, 70 . pp. 1-17. doi:10.1016/j.jedc.2016.06.004
Garratt, Anthony, Lee, Kevin and Shields, Kalvinder K. (2016) Forecasting global recessions in a GVAR model of actual and expected output. International Journal of Forecasting, 32 (2). pp. 374-390. doi:10.1016/j.ijforecast.2015.08.004
2014
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
Garratt, Anthony and Mise, Emi (2014) Forecasting exchange rates using panel model and model averaging. Economic Modelling, Volume 37 . pp. 32-40. doi:10.1016/j.econmod.2013.10.017
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
2010
Garratt, Anthony and Lee, Kevin (2010) Investing under model uncertainty : decision based evaluation of exchange rate forecasts in the US, UK and Japan. Journal of International Money and Finance, Volume 29 (Number 3). pp. 403-422. doi:10.1016/j.jimonfin.2009.07.002
2009
Garratt, Anthony, Lee, Kevin, Mise, Emi and Shields, Kalvinder K. (2009) Real time representation of the UK output gap in the presence of model uncertainty. International Journal of Forecasting, Volume 25 (Number 1). pp. 81-102. doi:10.1016/j.ijforecast.2008.11.005
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
2008
Garratt, Anthony, Lee, Kevin, Mise, Emi and Shields, Kalvinder K. (2008) Real-time representations of the output gap. Review of Economics and Statistics, Volume 90 (Number 4). pp. 792-804. doi:10.1162/rest.90.4.792
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
This list was generated on Thu Jan 26 13:19:36 2023 GMT.