| Measuring core inflation D Quah, SP Vahey The Economic Journal 105 (432), 1130-1144, 1995 | 446 | 1995 |
| Combining forecast densities from VARs with uncertain instabilities AS Jore, J Mitchell, SP Vahey Journal of Applied Econometrics 25 (4), 621-634, 2010 | 157 | 2010 |
| The great Canadian training robbery: evidence on the returns to educational mismatch SP Vahey Economics of Education Review 19 (2), 219-227, 2000 | 94 | 2000 |
| UK real‐time macro data characteristics A Garratt, SP Vahey The Economic Journal 116 (509), F119-F135, 2006 | 68 | 2006 |
| 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 | 67 | 2009 |
| 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 | 48 | 2011 |
| ‘Keep it real!’: A real-time UK macro data set DM Egginton, A Pick, SP Vahey Economics Letters 77 (1), 15-20, 2002 | 39 | 2002 |
| Forecast densities for economic aggregates from disaggregate ensembles F Ravazzolo, SP Vahey Studies in Nonlinear Dynamics & Econometrics 18 (4), 367-381, 2014 | 38 | 2014 |
| Measuring output gap nowcast uncertainty A Garratt, J Mitchell, SP Vahey International Journal of Forecasting 30 (2), 268-279, 2014 | 37 | 2014 |
| 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 | 32 | 2011 |
| Forecasting substantial data revisions in the presence of model uncertainty A Garratt, G Koop, SP Vahey the Economic Journal 118 (530), 1128-1144, 2008 | 26 | 2008 |
| 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 | 24 | 2016 |
| Measuring output gap uncertainty A Garratt, J Mitchell CEPR Discussion Paper No. DP7742, 2010 | 23 | 2010 |
| RBCs and DSGEs: The computational approach to business cycle theory and evidence Ö Karagedikli, T Matheson, C Smith, SP Vahey Journal of Economic Surveys 24 (1), 113-136, 2010 | 22 | 2010 |
| 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 | 18 | 2010 |
| The McKenna Rule and UK World War I Finance JM Nason, SP Vahey American Economic Review 97 (2), 290-294, 2007 | 12 | 2007 |
| UK World War I and interwar data for business cycle and growth analysis JM Nason, SP Vahey Cliometrica 6 (2), 115-142, 2012 | 8 | 2012 |
| The cost efficiency of UK debt management: a recursive modelling approach P Coe, MH Pesaran, S Vahey CESifo Working Paper Series, 2000 | 8 | 2000 |
| A real time tax smoothing based fiscal policy rule E Loukoianova, SP Vahey, EC Wakerly Faculty of Economics, 2004 | 6 | 2004 |
| Moving towards probability forecasting SP Vahey, L Wakerly BIS Paper, 2013 | 4 | 2013 |
Anthony GarrattProfessor of Economic Modelling and Forecasting, University of WarwickVerified email at wbs.ac.uk
