13
H index
15
i10 index
732
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 |
| Journal of Economic Dynamics and Control | 2 |
| The North American Journal of Economics and Finance | 2 |
| Journal of Applied Econometrics | 2 |
| International Journal of Forecasting | 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 (2023 and 2022)
| 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 |
| 2022 | On 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. Full description at Econpapers || Download paper |
| 2022 | Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082. 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 |
| 2022 | Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12. 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 |
| 2022 | Aggregate 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. Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2022 | Assessing 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. 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 |
| 2022 | Forecasting 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. Full description at Econpapers || Download paper |
| 2022 | Forecasting: 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 |
| 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 |
| 2022 | Real-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. Full description at Econpapers || Download paper |
| 2022 | Exchange 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. Full description at Econpapers || Download paper |
| 2022 | Macroeconomic Forecasting in a Multi-country Context. (2021). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Bai, Yu. In: Working Papers. RePEc:fip:fedcwq:93660. Full description at Econpapers || Download paper |
| 2022 | Financial 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. Full description at Econpapers || Download paper |
| 2022 | On the Real-Time Predictive Content of Financial Conditions Indices for Growth. (2022). McCracken, Michael ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:93642. 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 |
| 2022 | Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:93712. Full description at Econpapers || Download paper |
| 2022 | Exploring 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. Full description at Econpapers || Download paper |
| 2022 | Asymmetry 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. Full description at Econpapers || Download paper |
| 2022 | Inflation 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. 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 |
| 2022 | Does 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. Full description at Econpapers || Download paper |
| 2022 | Uncertain 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. Full description at Econpapers || Download paper |
| 2022 | Commodity 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. Full description at Econpapers || Download paper |
| 2022 | Macroeconomic 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. 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 |
| 2022 | Bootstrap 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. Full description at Econpapers || Download paper |
| 2022 | Time?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. 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 another 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 | 142 |
| 2010 | Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 142 | 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 another version. Agregated cites: 142 | 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 another version. Agregated cites: 35 | article | |
| 2010 | Forecast densities for economic aggregates from disaggregate ensembles In: Working Paper. [Full Text][Citation analysis] | paper | 44 |
| 2014 | Forecast densities for economic aggregates from disaggregate ensembles.(2014) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | article | |
| 2010 | Forecast Densities for Economic Aggregates from Disaggregate Ensembles.(2010) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
| 1995 | Measuring Core Inflation In: Bank of England working papers. [Full Text][Citation analysis] | paper | 187 |
| 1995 | Measuring Core Inflation.(1995) In: CEP Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 187 | paper | |
| 1995 | Measuring Core Inflation?.(1995) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 187 | 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 another 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 another 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 another 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 another 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 another 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 | 18 |
| 2011 | Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Measuring Output Gap Nowcast Uncertainty.(2013) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | 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 another 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 another 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 another version. Agregated cites: 0 | paper | |
| 2018 | Real-time forecast combinations for the oil price In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 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 another version. Agregated cites: 19 | paper | |
| 2019 | Real?time forecast combinations for the oil price.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | 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 | 1 |
| 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 another version. Agregated cites: 1 | 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 another 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 | 26 |
| 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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