EconPapers    
Economics at your fingertips  
 

Details about Shaun P. Vahey

Workplace:Warwick Business School, University of Warwick, (more information at EDIRC)

Access statistics for papers by Shaun P. Vahey.

Last updated 2014-09-27. Update your information in the RePEc Author Service.

Short-id: pva129


Jump to Journal Articles Chapters Software Items

Working Papers

2011

  1. Measuring Output Gap Nowcast Uncertainty
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2014)
  2. PROBABILISTIC INTEREST RATE SETTING WITH A SHADOW BOARD: A DESCRIPTION OF THE PILOT PROJECT
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
  3. UK World War I and Interwar Data for Business Cycle and Growth Analysis
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads
    Working Paper, Federal Reserve Bank of Atlanta (2009) Downloads

    See also Journal Article in Cliometrica, Journal of Historical Economics and Econometric History (2012)

2010

  1. Forecast Densities for Economic Aggregates from Disaggregate Ensembles
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in Working Paper, Norges Bank (2010) Downloads View citations (4)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2014)
  2. Measuring Output Gap Uncertainty
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2009) Downloads View citations (2)
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) Downloads View citations (4)
  3. Real-time Inflation Forecast Densities from Ensemble Phillips Curves
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) Downloads View citations (3)

    See also Journal Article in The North American Journal of Economics and Finance (2011)

2009

  1. Combining VAR and DSGE forecast densities
    Working Paper, Norges Bank Downloads View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  2. Macro modelling with many models
    Working Paper, Norges Bank Downloads View citations (6)

2008

  1. Combining Forecast Densities from VARs with Uncertain Instabilities
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (4)
    Also in Working Paper, Norges Bank (2008) Downloads View citations (38)

    See also Journal Article in Journal of Applied Econometrics (2010)
  2. RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
    Working Paper, Norges Bank Downloads View citations (1)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2007) Downloads View citations (3)

    See also Journal Article in Journal of Economic Surveys (2010)
  3. Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads
    Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2007) Downloads View citations (16)

    See also Journal Article in Journal of Business & Economic Statistics (2009)

2007

  1. The McKenna Rule and UK World War I Finance
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (1)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2007) Downloads View citations (2)

    See also Journal Article in American Economic Review (2007)

2006

  1. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (4)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) Downloads View citations (4)

    See also Journal Article in Economic Journal (2008)
  2. Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes?
    Working Paper, Federal Reserve Bank of Atlanta Downloads View citations (1)

2005

  1. Over the Top: U.K. World War I Finance and Its Aftermath
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
  2. UK Real-Time Macro Data Characteristics
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (12)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005)

    See also Journal Article in Economic Journal (2006)

2003

  1. A Real Time Tax Smoothing Based Fiscal Policy Rule
    Royal Economic Society Annual Conference 2003, Royal Economic Society Downloads View citations (2)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2002) Downloads View citations (3)
    Computing in Economics and Finance 2003, Society for Computational Economics (2003) Downloads View citations (1)
  2. Scope for Cost Minimization in Public Debt Management: the Case of the UK
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (3)

2002

  1. Keep It Real!: A Real-time UK Macro Data Set
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (5)
    See also Journal Article in Economics Letters (2002)

2000

  1. The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (2)
  2. The Transparency and Accountability of UK Debt Management: A Proposal
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

1996

  1. Compensating Differentials: Some Canadian Self-Report Evidence
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

1995

  1. Measuring Core Inflation
    Bank of England working papers, Bank of England Downloads View citations (88)
    Also in CEP Discussion Papers, Centre for Economic Performance, LSE (1995) View citations (59)

    See also Journal Article in Economic Journal (1995)
  2. Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE

Journal Articles

2014

  1. Forecast densities for economic aggregates from disaggregate ensembles
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (4), 15 Downloads
    See also Working Paper (2010)
  2. Measuring output gap nowcast uncertainty
    International Journal of Forecasting, 2014, 30, (2), 268-279 Downloads
    See also Working Paper (2011)

2012

  1. UK World War I and interwar data for business cycle and growth analysis
    Cliometrica, Journal of Historical Economics and Econometric History, 2012, 6, (2), 115-142 Downloads
    See also Working Paper (2011)

2011

  1. Combining VAR and DSGE forecast densities
    Journal of Economic Dynamics and Control, 2011, 35, (10), 1659-1670 Downloads View citations (4)
    See also Working Paper (2009)
  2. Nowcasting and model combination
    The North American Journal of Economics and Finance, 2011, 22, (1), 3-4 Downloads
  3. Real-time inflation forecast densities from ensemble Phillips curves
    The North American Journal of Economics and Finance, 2011, 22, (1), 77-87 Downloads View citations (3)
    See also Working Paper (2010)

2010

  1. Combining forecast densities from VARs with uncertain instabilities
    Journal of Applied Econometrics, 2010, 25, (4), 621-634 Downloads View citations (43)
    See also Working Paper (2008)
  2. Introduction: 'Model uncertainty and macroeconomics'
    Journal of Applied Econometrics, 2010, 25, (1), 1-3 Downloads
  3. RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE
    Journal of Economic Surveys, 2010, 24, (1), 113-136 Downloads View citations (4)
    See also Working Paper (2008)

2009

  1. Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty
    Journal of Business & Economic Statistics, 2009, 27, (4), 480-491 Downloads View citations (26)
    See also Working Paper (2008)

2008

  1. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
    Economic Journal, 2008, 118, (530), 1128-1144 Downloads View citations (11)
    See also Working Paper (2006)
  2. Real-Time Probability Forecasts of Uk Macroeconomic Events
    National Institute Economic Review, 2008, 203, (1), 78-90 Downloads View citations (2)

2007

  1. The McKenna Rule and UK World War I Finance
    American Economic Review, 2007, 97, (2), 290-294 Downloads View citations (1)
    See also Working Paper (2007)

2006

  1. UK Real-Time Macro Data Characteristics
    Economic Journal, 2006, 116, (509), F119-F135 Downloads View citations (11)
    See also Working Paper (2005)

2005

  1. The Cost Effectiveness of the UK's Sovereign Debt Portfolio
    Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 467-495 Downloads

2004

  1. Signalling ability to pay and rent sharing dynamics
    Journal of Economic Dynamics and Control, 2004, 28, (11), 2327-2339 Downloads

2002

  1. 'Keep it real!': a real-time UK macro data set
    Economics Letters, 2002, 77, (1), 15-20 Downloads View citations (12)
    Also in Economics Bulletin, 2001, 28, (18), A0 (2001) Downloads View citations (3)

    See also Working Paper (2002)

2000

  1. The great Canadian training robbery: evidence on the returns to educational mismatch
    Economics of Education Review, 2000, 19, (2), 219-227 Downloads View citations (12)

1995

  1. Measuring Core Inflation?
    Economic Journal, 1995, 105, (432), 1130-44 Downloads View citations (103)
    See also Working Paper (1995)

Chapters

2013

  1. Moving towards probability forecasting
    A chapter in Globalisation and inflation dynamics in Asia and the Pacific, 2013, vol. 70, pp 3-8 Downloads

2010

  1. Measuring Core Inflation in Australia with Disaggregate Ensembles
    A chapter in Inflation in an Era of Relative Price Shocks, 2010 Downloads View citations (1)

Software Items

 
Page updated 2014-10-21