Shaun P. Vahey : Citation Profile


Are you Shaun P. Vahey?

University of Warwick

12

H index

14

i10 index

736

Citations

RESEARCH PRODUCTION:

26

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: 27.    Total self citations: 36 (4.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva129
   Updated: 2024-11-04    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 (22)

Thorsrud, Leif (20)

Mitchell, James (20)

Aastveit, Knut Are (17)

Casarin, Roberto (16)

Kapetanios, George (16)

Clark, Todd (15)

Marcellino, Massimiliano (13)

Proietti, Tommaso (13)

Cites to:

Mitchell, James (60)

Pesaran, Mohammad (27)

Clark, Todd (27)

Timmermann, Allan (26)

Garratt, Anthony (25)

Jore, Anne Sofie (23)

Koop, Gary (23)

Ravazzolo, Francesco (20)

Diebold, Francis (20)

Watson, Mark (20)

Wallis, Kenneth (20)

Main data


Where Shaun P. Vahey has published?


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

Working Papers Series with more than one paper published# docs
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 (2024 and 2023)


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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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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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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2024Multivariate 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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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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2023Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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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.

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2023CRPS learning. (2023). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002724.

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2023On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Zhang, Boyuan ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464.

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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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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2023Static 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.

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2023Bayesian 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.

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2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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2023The term effect of financial cycle variables on GDP growth. (2023). Xiao, Yang ; Wang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001717.

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2023A 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.

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2024Growth-at-Risk is Investment-at-Risk. (2023). McCracken, Michael W ; Amburgey, Aaron. In: Working Papers. RePEc:fip:fedlwp:96594.

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2023Global 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.

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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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2023Real‐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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2023Time?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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2023An Inflation‐Predicting Measure of the Output Gap in the Euro Area. (2018). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:6:p:1189-1224.

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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 nother 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 nother 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 nother 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 nother 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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This paper has nother version. Agregated cites: 2
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 nother version. Agregated cites: 35
article
2005UK Real-time Macro Data Characteristics.(2005) In: Computing in Economics and Finance 2005.
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This paper has nother version. Agregated cites: 35
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 nother 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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This paper has nother version. Agregated cites: 20
paper
2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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This paper has nother version. Agregated cites: 20
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 nother 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 nother 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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This paper has nother version. Agregated cites: 11
paper
2009Measuring output gap uncertainty.(2009) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has nother version. Agregated cites: 11
paper
2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves In: Birkbeck Working Papers in Economics and Finance.
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paper21
2011Real-time inflation forecast densities from ensemble Phillips curves.(2011) In: The North American Journal of Economics and Finance.
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This paper has nother version. Agregated cites: 21
article
2010Real-time Inflation Forecast Densities from Ensemble Phillips Curves.(2010) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 21
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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This paper has nother version. Agregated cites: 9
paper
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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This paper has nother version. Agregated cites: 9
paper
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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paper151
2010Combining forecast densities from VARs with uncertain instabilities.(2010) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 151
article
2008Combining Forecast Densities from VARs with Uncertain Instabilities.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has nother version. Agregated cites: 151
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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paper36
2011Combining VAR and DSGE forecast densities.(2011) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 36
article
2010Forecast densities for economic aggregates from disaggregate ensembles In: Working Paper.
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paper46
2014Forecast densities for economic aggregates from disaggregate ensembles.(2014) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has nother version. Agregated cites: 46
article
2010Forecast Densities for Economic Aggregates from Disaggregate Ensembles.(2010) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 46
paper
1995Measuring Core Inflation In: Bank of England working papers.
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paper188
1995Measuring Core Inflation.(1995) In: CEP Discussion Papers.
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This paper has nother version. Agregated cites: 188
paper
1995Measuring Core Inflation?.(1995) In: Economic Journal.
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This paper has nother version. Agregated cites: 188
article
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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paper11
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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paper0
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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article21
2011Measuring Output Gap Nowcast Uncertainty.(2011) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 21
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2013Measuring Output Gap Nowcast Uncertainty.(2013) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 21
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2023Empirically-transformed linear opinion pools In: International Journal of Forecasting.
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article5
2019Empirically-transformed linear opinion pools.(2019) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 5
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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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This paper has nother version. Agregated cites: 1
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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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paper1
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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chapter1
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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article28
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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paper3

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