Journal Article

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.

Garratt, Anthony, Petrella, Ivan and Zhang, Yunyi (2023) Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts. Energy Economics . ISSN 0140-9883. (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 ISSN 0883-7252.

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 ISSN 0169-2070.

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.

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 ISSN 0008-4085.

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 ISSN 0165-1889.

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 ISSN 0169-2070.

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.

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 ISSN 0264-9993.

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.

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 ISSN 02615606.

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 ISSN 0169-2070.

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.

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 ISSN 0034-6535.

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.