Shaun P. Vahey : Citation Profile


Are you Shaun P. Vahey?

University of Warwick

11

H index

12

i10 index

565

Citations

RESEARCH PRODUCTION:

22

Articles

49

Papers

2

Chapters

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 23
   Journals where Shaun P. Vahey has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 31 (5.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva129
   Updated: 2020-02-08    RAS profile: 2019-07-10    
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Relations with other researchers


Works with:

Mitchell, James (3)

Wakerly, Elizabeth (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shaun P. Vahey.

Is cited by:

Ravazzolo, Francesco (35)

Thorsrud, Leif (19)

van Dijk, Herman (17)

Rossi, Barbara (16)

Mitchell, James (15)

Aastveit, Knut Are (14)

Proietti, Tommaso (13)

Marczak, Martyna (12)

Casarin, Roberto (12)

Clark, Todd (10)

Smith, Christie (9)

Cites to:

Mitchell, James (50)

Pesaran, M (24)

Garratt, Anthony (23)

Koop, Gary (20)

Wallis, Kenneth (19)

Croushore, Dean (18)

Timmermann, Allan (18)

Clark, Todd (18)

Watson, Mark (17)

Diebold, Francis (16)

Ravazzolo, Francesco (16)

Main data


Where Shaun P. Vahey has published?


Journals with more than one article published# docs
Economic Journal3
Journal of Applied Econometrics2
Journal of Economic Dynamics and Control2
The North American Journal of Economics and Finance2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
EMF Research Papers / Economic Modelling and Forecasting Group4
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta3
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Shaun P. Vahey (2019 and 2018)


YearTitle of citing document
2018Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series. (2018). Loaiza Maya, Rubén ; Smith, Michael Stanley ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1712.09150.

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2018Econometric Modeling of Regional Electricity Spot Prices in the Australian Market. (2018). Shively, Thomas S ; Smith, Michael Stanley. In: Papers. RePEc:arx:papers:1804.08218.

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2019Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: BCAM Working Papers. RePEc:bbk:bbkcam:1704.

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2018Metodologías semi-estructurales para estimar la Inflación básica mensual en Colombia. (2018). Rodríguez N., Norberto ; Ramirez-Ramirez, Alejandra ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:1040.

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2017Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets.. (2017). Lecat, Remy ; Avouyi-Dovi, Sanvi ; Ray, S ; Labonne, C. In: Working papers. RePEc:bfr:banfra:620.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

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2018Uncertain Kingdom: nowcasting GDP and its revisions. (2018). Miranda-Agrippino, Silvia ; Galvão, Ana ; Galvo, Ana ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0764.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7902.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2017Desafíos de la Política Monetaria Sistemática. (2017). García Silva, Pablo ; Garcia, Pablo ; Figueroa, Camila . In: Economic Policy Papers Central Bank of Chile. RePEc:chb:bcchep:64.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14047.

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2019The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378.

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2018Has trend inflation shifted?: An empirical analysis with an equally-spaced regime-switching model. (2018). Kaihatsu, Sohei ; Nakajima, Jouchi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:59:y:2018:i:c:p:69-83.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2018Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:322-332.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2019Modelling temporal dependence of realized variances with vines. (2019). Okhrin, Yarema ; Ivanov, Eugen ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:198-216.

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2017Forecasting quantiles of day-ahead electricity load. (2017). Clements, Adam ; Li, Z ; Hurn, A S. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:60-71.

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2018Econometric modeling of regional electricity spot prices in the Australian market. (2018). Smith, Michael Stanley ; Shively, Thomas S. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:886-903.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2017Forecasting GDP with global components: This time is different. (2017). Thorsrud, Leif ; Ravazzolo, Francesco ; Bjørnland, Hilde. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:153-173.

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2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

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2017Forecasting inflation: Phillips curve effects on services price measures. (2017). Zaman, Saeed ; Tallman, Ellis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:442-457.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2018Inversion copulas from nonlinear state space models with an application to inflation forecasting. (2018). Smith, Michael Stanley ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:389-407.

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2019Asymmetry in unemployment rate forecast errors. (2019). van Norden, Simon ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1613-1626.

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2019Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277.

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2017Does technology cause business cycles in the USA? A Schumpeter-inspired approach. (2017). Michaelides, Panayotis ; Konstantakis, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:80760.

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2019Flighty liquidity. (2019). Shachar, Or ; Giannone, Domenico ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:870.

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2019A Forecast and Mitigation Model of Construction Performance by Assessing Detailed Engineering Maturity at Key Milestones for Offshore EPC Mega-Projects. (2019). Choi, Han-Suk ; Lee, Eul-Bum ; Kim, Myung-Hun. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1256-:d:209464.

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2017Can We Identify the Feds Preferences?. (2017). Ralf, Kirsten ; Chatelain, Jean-Bernard. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01549908.

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2018Predictability of Euro Area Revisions. (2018). Glass, Katharina. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201801.

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2018Trending Mixture Copula Models with Copula Selection. (2018). Hafner, Christian ; Liu, Guannan ; Cai, Zongwu ; Yang, Bingduo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201809.

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2018How should Central Banks Respond to Non-neutral Inflation Expectations?. (2018). Shah, Imran Hussain ; Saboor, Abdul ; Corrick, Ian. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-018-9482-3.

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2019Average pay in banks: do agency problems and bank performance matter?. (2019). Crook, Jonathan N ; Mare, Davide S ; Harkin, Sean M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0744-3.

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2019Hierarchical Forecasting. (2019). Hyndman, Rob ; Affan, Mohamed ; Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-2.

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2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth. (2019). Mitchell, James ; Galvão, Ana ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-08.

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2019How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

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2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

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2017Aggregate Density Forecasting from Disaggregate Components Using Large VARs. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76849.

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2017Technology and Business Cycles: A Schumpeterian Investigation for the USA. (2017). Michaelides, Panayotis ; Konstantakis, Konstantinos. In: MPRA Paper. RePEc:pra:mprapa:80636.

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2017Average Pay in Banks: Do Agency Problems and Bank Performance Matter?. (2017). Mare, Davide Salvatore ; Crook, Jonathan N ; Harkin, Sean M. In: MPRA Paper. RePEc:pra:mprapa:81249.

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2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: Working Papers. RePEc:rbp:wpaper:2017-003.

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2017Financial conditions and density forecasts for US output and inflation. (2017). mumtaz, haroon ; Alessandri, Piergiorgio. In: Review of Economic Dynamics. RePEc:red:issued:14-103.

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2018Machine Learning Macroeconometrics: A Primer. (2018). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-30.

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2017Improving Phillips Curve’s Inflation Forecasts under Misspecification. (2017). Abdelsalam, Mamdouh ; Abdelmoula, Mamdouh. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:54-76.

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2017A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y.

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2017Stock market development and real economic activity in Peru. (2017). Vega, Marco ; Lahura, Erick. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1149-6.

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2018Potential output and inflation dynamics after the Great Recession. (2018). Huang, Yu-Fan ; Luo, Sui. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1293-7.

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2019Higher Moment Constraints for Predictive Density Combinations. (2019). Vasnev, Andrey ; Pauwels, Laurent ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/20175.

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2018Combined Density Nowcasting in an Uncertain Economic Environment. (2018). van Dijk, Herman ; Ravazzolo, Francesco ; Aastveit, Knut Are. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:131-145.

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2017Educational mismatches and earnings in the New Zealand labour market. (2017). Yeo, Jian Z ; Maani, Sholeh A. In: New Zealand Economic Papers. RePEc:taf:nzecpp:v:51:y:2017:i:1:p:28-48.

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2017Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance. (2017). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150084.

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2018The Evolution of Forecast Density Combinations in Economics. (2018). van Dijk, Herman ; Mitchell, James ; Aastveit, Knut Are ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180069.

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2017Alternative tests for correct specification of conditional predictive densities. (2017). Sekhposyan, Tatevik ; Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1416.

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2018Identifying and estimating the effects of unconventional monetary policy in the data: How to do It and what have we learned?. (2018). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1641.

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2019Real‐time inflation forecast combination for time‐varying coefficient models. (2019). Zhang, BO. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:3:p:175-191.

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2019Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23.

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2019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24.

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2018On a quest for robustness: About model risk, randomness and discretion in credit risk stress tests. (2018). Siemsen, Thomas ; Vilsmeier, Johannes. In: Discussion Papers. RePEc:zbw:bubdps:312018.

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2017Real-time forecast evaluation of DSGE models with stochastic volatility. (2017). Shin, Minchul ; Schorfheide, Frank ; Diebold, Francis X. In: CFS Working Paper Series. RePEc:zbw:cfswop:577.

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Works by Shaun P. Vahey:


YearTitleTypeCited
2007The McKenna Rule and UK World War I Finance In: American Economic Review.
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2007The McKenna rule and U.K. World War I finance.(2007) In: FRB Atlanta Working Paper.
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2007The McKenna Rule and UK World War I Finance.(2007) In: Reserve Bank of New Zealand Discussion Paper Series.
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2012UK World War I and interwar data for business cycle and growth analysis In: Cliometrica, Journal of Historical Economics and Econometric History.
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2011UK World War I and Interwar Data for Business Cycle and Growth Analysis.(2011) In: CAMA Working Papers.
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2009U.K. World War I and interwar data for business cycle and growth analysis.(2009) In: FRB Atlanta Working Paper.
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2011UK World War I and interwar data for business cycle and growth analysis.(2011) In: Working Papers.
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2005UK Real-Time Macro Data Characteristics In: Birkbeck Working Papers in Economics and Finance.
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2006UK Real-Time Macro Data Characteristics.(2006) In: Economic Journal.
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2005UK Real-time Macro Data Characteristics.(2005) In: Computing in Economics and Finance 2005.
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2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
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2007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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2009Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty.(2009) In: Journal of Business & Economic Statistics.
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2008Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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2009Measuring Output Gap Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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2010Measuring Output Gap Uncertainty.(2010) In: CEPR Discussion Papers.
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2009Measuring output gap uncertainty.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
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2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves In: Birkbeck Working Papers in Economics and Finance.
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2011Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance.
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2010Real-time Inflation Forecast Densities from Ensemble Phillips Curves.(2010) In: CAMA Working Papers.
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2013Moving towards probability forecasting In: BIS Papers chapters.
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2010RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE In: Journal of Economic Surveys.
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2008RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence.(2008) In: Working Paper.
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2007RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence.(2007) In: Reserve Bank of New Zealand Discussion Paper Series.
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2005The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics.
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2008Combining forecast densities from VARs with uncertain instabilities In: Working Paper.
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2010Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
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2008Combining Forecast Densities from VARs with Uncertain Instabilities.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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2009Macro modelling with many models In: Working Paper.
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2009Combining VAR and DSGE forecast densities In: Working Paper.
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2011Combining VAR and DSGE forecast densities.(2011) In: Journal of Economic Dynamics and Control.
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2010Forecast densities for economic aggregates from disaggregate ensembles In: Working Paper.
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2014Forecast densities for economic aggregates from disaggregate ensembles.(2014) In: Studies in Nonlinear Dynamics & Econometrics.
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2010Forecast Densities for Economic Aggregates from Disaggregate Ensembles.(2010) In: CAMA Working Papers.
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1995Measuring Core Inflation In: Bank of England working papers.
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1995Measuring Core Inflation.(1995) In: CEP Discussion Papers.
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1995Measuring Core Inflation?.(1995) In: Economic Journal.
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2000The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics.
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2000The Transparency and Accountability of UK Debt Management: A Proposal In: Cambridge Working Papers in Economics.
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2002A Real Time Tax Smoothing Based Fiscal Policy Rule In: Cambridge Working Papers in Economics.
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2003A Real Time Tax Smoothing Based Fiscal Policy Rule.(2003) In: Royal Economic Society Annual Conference 2003.
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2003A Real Time Tax Smoothing Based Fiscal Policy Rule.(2003) In: Computing in Economics and Finance 2003.
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2003Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics.
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1996Compensating Differentials: Some Canadian Self-Report Evidence. In: Cambridge Working Papers in Economics.
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1995Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.) In: STICERD - Econometrics Paper Series.
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2001Keep it real!: A real-time UK macro data set In: Economics Bulletin.
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2002Keep It Real!: A Real-time UK Macro Data Set.(2002) In: Royal Economic Society Annual Conference 2002.
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2002Keep it real!: a real-time UK macro data set.(2002) In: Economics Letters.
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2004Signalling ability to pay and rent sharing dynamics In: Journal of Economic Dynamics and Control.
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2000The great Canadian training robbery: evidence on the returns to educational mismatch In: Economics of Education Review.
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2011Nowcasting and model combination In: The North American Journal of Economics and Finance.
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2014Measuring output gap nowcast uncertainty In: International Journal of Forecasting.
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2011Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers.
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2013Measuring Output Gap Nowcast Uncertainty.(2013) In: EMF Research Papers.
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2011PROBABILISTIC INTEREST RATE SETTING WITH A SHADOW BOARD: A DESCRIPTION OF THE PILOT PROJECT In: CAMA Working Papers.
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2016Assessing the economic value of probabilistic forecasts in the presence of an inflation target In: CAMA Working Papers.
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2016Assessing the economic value of probabilistic forecasts in the presence of an inflation target.(2016) In: Reserve Bank of New Zealand Discussion Paper Series.
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2015Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target.(2015) In: EMF Research Papers.
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2018Real-time forecast combinations for the oil price In: CAMA Working Papers.
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2018Real-time Forecast Combinations for the Oil Price.(2018) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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2019Real‐time forecast combinations for the oil price.(2019) In: Journal of Applied Econometrics.
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2019Improved methods for combining point forecasts for an asymmetrically distributed variable In: CAMA Working Papers.
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2019Empirically-transformed linear opinion pools In: CAMA Working Papers.
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2006Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? In: FRB Atlanta Working Paper.
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2010Introduction: Model uncertainty and macroeconomics In: Journal of Applied Econometrics.
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2010Introduction: ‘Model uncertainty and macroeconomics’.(2010) In: Journal of Applied Econometrics.
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2010Measuring Core Inflation in Australia with Disaggregate Ensembles In: RBA Annual Conference Volume (Discontinued).
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2005Over the Top: U.K. World War I Finance and Its Aftermath In: Computing in Economics and Finance 2005.
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2016Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence In: Journal of Business & Economic Statistics.
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2014Probablistic Prediction of the US Great Recession with Historical Expert In: EMF Research Papers.
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