13
H index
15
i10 index
742
Citations
Shaun P. Vahey : Citation Profile
University of Warwick | RESEARCH PRODUCTION: 27 Articles 51 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1995 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Shaun P. Vahey. | Is cited by:
| Cites to:
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Main data
Where Shaun P. Vahey has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Applied Econometrics | 3 |
| Economic Journal | 3 |
| International Journal of Forecasting | 2 |
| The North American Journal of Economics and Finance | 2 |
| Journal of Economic Dynamics and Control | 2 |
| Journal of Applied Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| EMF Research Papers / Economic Modelling and Forecasting Group | 4 |
| FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 3 |
| Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
Recent works citing Shaun P. Vahey (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper |
| 2023 | A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920. Full description at Econpapers || Download paper |
| 2023 | Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019. Full description at Econpapers || Download paper |
| 2023 | Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45. Full description at Econpapers || Download paper |
| 2023 | Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125. Full description at Econpapers || Download paper |
| 2023 | Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34. Full description at Econpapers || Download paper |
| 2023 | Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104. Full description at Econpapers || Download paper |
| 2023 | Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390. Full description at Econpapers || Download paper |
| 2023 | Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096. Full description at Econpapers || Download paper |
| 2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper |
| 2023 | Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619. Full description at Econpapers || Download paper |
| 2023 | Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460. Full description at Econpapers || Download paper |
| 2023 | A proposal for constructing and evaluating core inflation measures. (2023). Fornero, Jorge ; Carlomagno, Guillermo ; Sansone, Andres. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:3:s2666143823000157. Full description at Econpapers || Download paper |
| 2023 | Growth-at-Risk is Investment-at-Risk. (2023). McCracken, Michael W ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:96594. Full description at Econpapers || Download paper |
| 2023 | Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5. Full description at Econpapers || Download paper |
| 2023 | Are German National Accounts informationally efficient?. (2023). Dohrn, Roland. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00080-y. Full description at Econpapers || Download paper |
| 2023 | Carpe Diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?. (2023). Amor, Reinhard Ellwanger. In: LCERPA Working Papers. RePEc:wlu:lcerpa:bm0141. Full description at Econpapers || Download paper |
| 2023 | On the real?time predictive content of financial condition indices for growth. (2023). McCracken, Michael ; Amburgey, Aaron J. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:137-163. Full description at Econpapers || Download paper |
Works by Shaun P. Vahey:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | The McKenna Rule and UK World War I Finance In: American Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2007 | The McKenna rule and U.K. World War I finance.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | The McKenna Rule and UK World War I Finance.(2007) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | UK World War I and interwar data for business cycle and growth analysis In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 2 |
| 2011 | UK World War I and Interwar Data for Business Cycle and Growth Analysis.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | U.K. World War I and interwar data for business cycle and growth analysis.(2009) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | UK World War I and interwar data for business cycle and growth analysis.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | UK Real-Time Macro Data Characteristics In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 35 |
| 2006 | UK Real-Time Macro Data Characteristics.(2006) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 2005 | UK Real-time Macro Data Characteristics.(2005) In: Computing in Economics and Finance 2005. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2006 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 20 |
| 2008 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2006 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2006) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2008 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2007 | Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 54 |
| 2009 | Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty.(2009) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
| 2008 | Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty.(2008) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2009 | Measuring Output Gap Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 11 |
| 2010 | Measuring Output Gap Uncertainty.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | Measuring output gap uncertainty.(2009) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2009 | Real-time Inflation Forecast Densities from Ensemble Phillips Curves In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 20 |
| 2011 | Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2010 | Real-time Inflation Forecast Densities from Ensemble Phillips Curves.(2010) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2013 | Moving towards probability forecasting In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2010 | RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 9 |
| 2008 | RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence.(2008) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2007 | RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence.(2007) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2005 | The Cost Effectiveness of the UKs Sovereign Debt Portfolio In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Combining forecast densities from VARs with uncertain instabilities In: Working Paper. [Full Text][Citation analysis] | paper | 143 |
| 2010 | Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 143 | article | |
| 2008 | Combining Forecast Densities from VARs with Uncertain Instabilities.(2008) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 143 | paper | |
| 2009 | Macro modelling with many models In: Working Paper. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Combining VAR and DSGE forecast densities In: Working Paper. [Full Text][Citation analysis] | paper | 35 |
| 2011 | Combining VAR and DSGE forecast densities.(2011) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 2010 | Forecast densities for economic aggregates from disaggregate ensembles In: Working Paper. [Full Text][Citation analysis] | paper | 45 |
| 2014 | Forecast densities for economic aggregates from disaggregate ensembles.(2014) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| 2010 | Forecast Densities for Economic Aggregates from Disaggregate Ensembles.(2010) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 1995 | Measuring Core Inflation In: Bank of England working papers. [Full Text][Citation analysis] | paper | 188 |
| 1995 | Measuring Core Inflation.(1995) In: CEP Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
| 1995 | Measuring Core Inflation?.(1995) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | article | |
| 2000 | The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2000 | The Transparency and Accountability of UK Debt Management: A Proposal In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A Real Time Tax Smoothing Based Fiscal Policy Rule In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 2003 | A Real Time Tax Smoothing Based Fiscal Policy Rule.(2003) In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2003 | A Real Time Tax Smoothing Based Fiscal Policy Rule.(2003) In: Computing in Economics and Finance 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2003 | Scope for Cost Minimization in Public Debt Management: the Case of the UK In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 1996 | Compensating Differentials: Some Canadian Self-Report Evidence. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
| 1995 | Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.) In: STICERD - Econometrics Paper Series. [Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | article | 2 | |
| 2008 | Real-Time Probability Forecasts of Uk Macroeconomic Events.(2008) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2001 | Keep it real!: A real-time UK macro data set In: Economics Bulletin. [Full Text][Citation analysis] | article | 29 |
| 2002 | Keep It Real!: A Real-time UK Macro Data Set.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2002 | Keep it real!: a real-time UK macro data set.(2002) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2004 | Signalling ability to pay and rent sharing dynamics In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2000 | The great Canadian training robbery: evidence on the returns to educational mismatch In: Economics of Education Review. [Full Text][Citation analysis] | article | 28 |
| 2011 | Nowcasting and model combination In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Measuring output gap nowcast uncertainty In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
| 2011 | Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2013 | Measuring Output Gap Nowcast Uncertainty.(2013) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2023 | Empirically-transformed linear opinion pools In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2019 | Empirically-transformed linear opinion pools.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2011 | Probabilistic interest rate setting with a shadow board: A description of the pilot project In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Assessing the economic value of probabilistic forecasts in the presence of an inflation target In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Assessing the economic value of probabilistic forecasts in the presence of an inflation target.(2016) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target.(2015) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Real-time forecast combinations for the oil price In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2018 | Real-time Forecast Combinations for the Oil Price.(2018) In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2019 | Real?time forecast combinations for the oil price.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2019 | Improved methods for combining point forecasts for an asymmetrically distributed variable In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Financial conditions and the risks to economic growth in the United States since 1875 In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2022 | Reassessing the dependence between economic growth and financial conditions since 1973 In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Reassessing the dependence between economic growth and financial conditions since 1973.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2006 | Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Introduction: Model uncertainty and macroeconomics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Introduction: ‘Model uncertainty and macroeconomics’.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2010 | Measuring Core Inflation in Australia with Disaggregate Ensembles In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 1 |
| 2005 | Over the Top: U.K. World War I Finance and Its Aftermath In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2016 | Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 27 |
| 2014 | Probablistic Prediction of the US Great Recession with Historical Expert In: EMF Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Probability Forecasting for Inflation Warnings from the Federal Reserve In: EMF Research Papers. [Full Text][Citation analysis] | paper | 3 |
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