Shaun Vahey
Shaun Vahey
University of Warwick and CAMA (ANU)
Verified email at wbs.ac.uk - Homepage
Title
Cited by
Cited by
Year
Measuring core inflation
D Quah, SP Vahey
The economic journal 105 (432), 1130-1144, 1995
4861995
Combining forecast densities from VARs with uncertain instabilities
AS Jore, J Mitchell, SP Vahey
Journal of Applied Econometrics 25 (4), 621-634, 2010
1722010
The great Canadian training robbery: evidence on the returns to educational mismatch
SP Vahey
Economics of Education Review 19 (2), 219-227, 2000
1052000
Real-time prediction with UK monetary aggregates in the presence of model uncertainty
A Garratt, G Koop, E Mise, SP Vahey
Journal of Business & Economic Statistics 27 (4), 480-491, 2009
722009
UK real‐time macro data characteristics
A Garratt, SP Vahey
The Economic Journal 116 (509), F119-F135, 2006
712006
Forecast densities for economic aggregates from disaggregate ensembles
F Ravazzolo, SP Vahey
Studies in Nonlinear Dynamics & Econometrics 18 (4), 367-381, 2014
502014
Combining VAR and DSGE forecast densities
IW Bache, AS Jore, J Mitchell, SP Vahey
Journal of Economic Dynamics and Control 35 (10), 1659-1670, 2011
472011
Measuring output gap nowcast uncertainty
A Garratt, J Mitchell, SP Vahey
International Journal of Forecasting 30 (2), 268-279, 2014
412014
Asymmetric forecast densities for US macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence
MS Smith, SP Vahey
Journal of Business & Economic Statistics 34 (3), 416-434, 2016
392016
Real-time inflation forecast densities from ensemble Phillips curves
A Garratt, J Mitchell, SP Vahey, EC Wakerly
The North American Journal of Economics and Finance 22 (1), 77-87, 2011
392011
‘Keep it real!’: A real-time UK macro data set
DM Egginton, A Pick, SP Vahey
Economics Letters 77 (1), 15-20, 2002
392002
Forecasting substantial data revisions in the presence of model uncertainty
A Garratt, G Koop, SP Vahey
the Economic Journal 118 (530), 1128-1144, 2008
282008
Measuring output gap uncertainty
A Garratt, J Mitchell, SP Vahey
Birkbeck College, University of London, 2009
262009
RBCs and DSGEs: The computational approach to business cycle theory and evidence
Karagedikli, T Matheson, C Smith, SP Vahey
Journal of Economic Surveys 24 (1), 113-136, 2010
252010
16 Macro-modelling with many models
IW Bache, J Mitchell, F Ravazzolo, SP Vahey
Twenty years of inflation targeting: lessons learned and future prospects, 398, 2010
172010
The McKenna Rule and UK World War I Finance
JM Nason, SP Vahey
American Economic Review 97 (2), 290-294, 2007
122007
Real‐time forecast combinations for the oil price
A Garratt, SP Vahey, Y Zhang
Journal of Applied Econometrics 34 (3), 456-462, 2019
92019
The cost efficiency of UK debt management: a recursive modelling approach
P Coe, MH Pesaran, S Vahey
Available at SSRN 258946, 2000
92000
UK World War I and interwar data for business cycle and growth analysis
JM Nason, SP Vahey
Cliometrica 6 (2), 115-142, 2012
82012
A real time tax smoothing based fiscal policy rule
E Loukoianova, SP Vahey, EC Wakerly
Faculty of Economics, 2004
82004
The system can't perform the operation now. Try again later.
Articles 1–20