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