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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
5401995
Combining forecast densities from VARs with uncertain instabilities
AS Jore, J Mitchell, SP Vahey
Journal of Applied Econometrics 25 (4), 621-634, 2010
2032010
The great Canadian training robbery: evidence on the returns to educational mismatch
SP Vahey
Economics of Education Review 19 (2), 219-227, 2000
1242000
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
872009
UK real‐time macro data characteristics
A Garratt, SP Vahey
The Economic Journal 116 (509), F119-F135, 2006
822006
Measuring output gap nowcast uncertainty
A Garratt, J Mitchell, SP Vahey
International Journal of Forecasting 30 (2), 268-279, 2014
632014
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
622016
Forecast densities for economic aggregates from disaggregate ensembles
F Ravazzolo, SP Vahey
Studies in Nonlinear Dynamics & Econometrics 18 (4), 367-381, 2014
592014
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
532011
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
472011
‘Keep it real!’: A real-time UK macro data set
DM Egginton, A Pick, SP Vahey
Economics Letters 77 (1), 15-20, 2002
422002
Real‐time forecast combinations for the oil price
A Garratt, SP Vahey, Y Zhang
Journal of Applied Econometrics 34 (3), 456-462, 2019
402019
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
322010
Forecasting substantial data revisions in the presence of model uncertainty
A Garratt, G Koop, SP Vahey
the Economic Journal 118 (530), 1128-1144, 2008
322008
Measuring output gap uncertainty
A Garratt, J Mitchell
CEPR Discussion Paper No. DP7742, 2010
262010
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
192010
The McKenna Rule and UK World War I Finance
JM Nason, SP Vahey
American Economic Review 97 (2), 290-294, 2007
192007
Financial conditions and the risks to economic growth in the United States since 1875
PJ Coe, SP Vahey
CAMA Working Paper, 2020
152020
A real time tax smoothing based fiscal policy rule
E Loukoianova, SP Vahey, EC Wakerly
Faculty of Economics, 2004
112004
Measuring core inflation in Australia with disaggregate ensembles
F Ravazzolo, SP Vahey
INFLATION IN AN ERA OF RELATIVE PRICE SHOCKS, 178, 2009
102009
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