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Number of items: 15.
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, 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.
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.
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.
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.
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.
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.
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, 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.
Book Item
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
Working or Discussion Paper
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).
Journal Item
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
This list was generated on Thu Apr 18 22:39:03 2024 BST.