Shaun P. Vahey : Citation Profile


Are you Shaun P. Vahey?

University of Warwick

13

H index

15

i10 index

732

Citations

RESEARCH PRODUCTION:

27

Articles

51

Papers

2

Chapters

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 26
   Journals where Shaun P. Vahey has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 36 (4.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva129
   Updated: 2023-11-04    RAS profile: 2023-08-05    
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Relations with other researchers


Works with:

Coe, Patrick (3)

Chernis, Tony (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 (43)

Rossi, Barbara (28)

van Dijk, Herman (25)

Aastveit, Knut Are (20)

Mitchell, James (20)

Thorsrud, Leif (19)

Casarin, Roberto (16)

Kapetanios, George (16)

Clark, Todd (14)

Proietti, Tommaso (13)

Marczak, Martyna (12)

Cites to:

Mitchell, James (60)

Pesaran, Mohammad (27)

Clark, Todd (27)

Timmermann, Allan (26)

Garratt, Anthony (25)

Koop, Gary (23)

Jore, Anne Sofie (23)

Watson, Mark (20)

Wallis, Kenneth (20)

Diebold, Francis (20)

Ravazzolo, Francesco (20)

Main data


Where Shaun P. Vahey has published?


Journals with more than one article published# docs
Journal of Applied Econometrics3
Economic Journal3
Journal of Economic Dynamics and Control2
The North American Journal of Economics and Finance2
Journal of Applied Econometrics2
International Journal of Forecasting2

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 (2023 and 2022)


YearTitle of citing document
2023Predictive 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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2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2023A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920.

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2023Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2303.10019.

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2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

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2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

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2022Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen . In: Working Paper. RePEc:bno:worpap:2022_5.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2022Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x.

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2023Nowcasting 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.

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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2023Does 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.

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2022Real-time fiscal policy responses in the OECD from 1997 to 2018: Procyclical but sustainable?. (2022). Creel, Jerome ; Aldama, Pierre. In: European Journal of Political Economy. RePEc:eee:poleco:v:73:y:2022:i:c:s0176268021001117.

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2022Exchange rate forecasting with real-time data: Evidence from Western offshoots. (2022). Matsuki, Takashi ; Chang, Ming-Jen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001598.

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2022Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-06.

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2022On the Real-Time Predictive Content of Financial Conditions Indices for Growth. (2022). McCracken, Michael ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:93642.

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2023Growth-at-Risk is Investment-at-Risk. (2023). McCracken, Michael W ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:96594.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:93712.

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2022Exploring correlations between aggregate demand and supply shocks in India. (2022). Ray, Sritama ; Goyal, Ashima. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2022-004.

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2022Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts. (2022). Zhang, Yunyi ; Petrella, Ivan ; Garratt, Anthony. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:541.

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2022Inflation Targeting Skepticism: Myth or Reality? A Way Forward for Pakistan (Article). (2022). Masood, Saher ; Hayat, Zafar. In: The Pakistan Development Review. RePEc:pid:journl:v:61:y:2022:i:1:p:1-27.

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2023Are 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.

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2022Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting. (2022). Wei, Guiwu ; Li, Xiafei ; Bai, Lan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3694-3712.

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2022Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions. (2022). Miranda-Agrippino, Silvia ; Mirandaagrippino, Silvia ; Galvo, Ana Beatriz ; Anesti, Nikoleta. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:42-62.

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2022Commodity prices and inflation risk. (2022). Petrella, Ivan ; Garratt, Anthony. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:392-414.

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2022Macroeconomic forecasting in a multi?country context. (2022). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, YU. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:6:p:1230-1255.

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2023On 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.

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2022Bootstrap VAR forecasts: The effect of model uncertainties. (2022). Fresoli, Diego . In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:279-293.

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2022Time?varying trend models for forecasting inflation in Australia. (2022). Cross, Jamie L ; Zhang, BO ; Guo, NA. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:316-330.

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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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article1
2007The McKenna rule and U.K. World War I finance.(2007) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 1
paper
2007The McKenna Rule and UK World War I Finance.(2007) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has another version. Agregated cites: 1
paper
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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article2
2011UK World War I and Interwar Data for Business Cycle and Growth Analysis.(2011) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 2
paper
2009U.K. World War I and interwar data for business cycle and growth analysis.(2009) In: FRB Atlanta Working Paper.
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This paper has another version. Agregated cites: 2
paper
2011UK World War I and interwar data for business cycle and growth analysis.(2011) In: Working Papers.
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paper
2005UK Real-Time Macro Data Characteristics In: Birkbeck Working Papers in Economics and Finance.
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paper35
2006UK Real-Time Macro Data Characteristics.(2006) In: Economic Journal.
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This paper has another version. Agregated cites: 35
article
2005UK Real-time Macro Data Characteristics.(2005) In: Computing in Economics and Finance 2005.
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paper
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper20
2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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This paper has another version. Agregated cites: 20
article
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
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paper
2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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article
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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paper54
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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This paper has another version. Agregated cites: 54
article
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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This paper has another version. Agregated cites: 54
paper
2009Measuring Output Gap Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper11
2010Measuring Output Gap Uncertainty.(2010) In: CEPR Discussion Papers.
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paper
2009Measuring output gap uncertainty.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
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paper
2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves In: Birkbeck Working Papers in Economics and Finance.
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paper20
2011Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance.
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article
2010Real-time Inflation Forecast Densities from Ensemble Phillips Curves.(2010) In: CAMA Working Papers.
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paper
2013Moving towards probability forecasting In: BIS Papers chapters.
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chapter1
2010RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE In: Journal of Economic Surveys.
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article9
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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article2
2008Combining forecast densities from VARs with uncertain instabilities In: Working Paper.
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paper142
2010Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
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article
2008Combining Forecast Densities from VARs with Uncertain Instabilities.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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paper
2009Macro modelling with many models In: Working Paper.
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paper9
2009Combining VAR and DSGE forecast densities In: Working Paper.
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paper35
2011Combining VAR and DSGE forecast densities.(2011) In: Journal of Economic Dynamics and Control.
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article
2010Forecast densities for economic aggregates from disaggregate ensembles In: Working Paper.
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paper44
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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paper187
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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paper1
2000The Transparency and Accountability of UK Debt Management: A Proposal In: Cambridge Working Papers in Economics.
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paper0
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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paper5
1996Compensating Differentials: Some Canadian Self-Report Evidence. In: Cambridge Working Papers in Economics.
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paper0
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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In: .
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2008Real-Time Probability Forecasts of Uk Macroeconomic Events.(2008) In: National Institute Economic Review.
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2001Keep it real!: A real-time UK macro data set In: Economics Bulletin.
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article29
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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article2
2000The great Canadian training robbery: evidence on the returns to educational mismatch In: Economics of Education Review.
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article28
2011Nowcasting and model combination In: The North American Journal of Economics and Finance.
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article0
2014Measuring output gap nowcast uncertainty In: International Journal of Forecasting.
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article18
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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2023Empirically-transformed linear opinion pools In: International Journal of Forecasting.
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article4
2019Empirically-transformed linear opinion pools.(2019) In: CAMA Working 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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2020Financial conditions and the risks to economic growth in the United States since 1875 In: CAMA Working Papers.
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2022Reassessing the dependence between economic growth and financial conditions since 1973 In: CAMA Working Papers.
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2023Reassessing the dependence between economic growth and financial conditions since 1973.(2023) In: Journal of Applied Econometrics.
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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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article26
2014Probablistic Prediction of the US Great Recession with Historical Expert In: EMF Research Papers.
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2014Probability Forecasting for Inflation Warnings from the Federal Reserve In: EMF Research Papers.
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