Details about Shaun P. Vahey

Access statistics for papers by Shaun P. Vahey.

Last updated 2013-04-15. Update your information in the RePEc Author Service.

Short-id: pva129

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
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
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
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2011)
   Working Paper, Federal Reserve Bank of Atlanta (2009)
   See also Journal Article in Cliometrica, Journal of Historical Economics and Econometric History (2012)

2010

4. 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
   Also in Working Paper, Norges Bank (2010) View citations (1)
5. Measuring Output Gap Uncertainty
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
   Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2009) View citations (2)
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009) View citations (4)
   NIESR Discussion Papers, National Institute of Economic and Social Research (2009) View citations (2)
6. 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
   Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2009)
   See also Journal Article in The North American Journal of Economics and Finance (2011)

2009

7. Combining VAR and DSGE forecast densities
   Working Paper, Norges Bank View citations (3)
   See also Journal Article in Journal of Economic Dynamics and Control (2011)
8. Macro Modelling with Many Models
   NIESR Discussion Papers, National Institute of Economic and Social Research View citations (4)
   Also in Working Paper, Norges Bank (2009) View citations (6)

2008

9. Combining Forecast Densities from VARs with Uncertain Instabilities
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (2)
   Also in NIESR Discussion Papers, National Institute of Economic and Social Research (2008) View citations (4)
   Working Paper, Norges Bank (2008) View citations (16)
   See also Journal Article in Journal of Applied Econometrics (2010)
10. RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence
    Working Paper, Norges Bank
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2007) View citations (2)
    See also Journal Article in Journal of Economic Surveys (2010)
11. 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
    Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2007) View citations (15)
    See also Journal Article in Journal of Business & Economic Statistics (2009)

2007

12. The McKenna Rule and UK World War I Finance
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (1)
    Also in Working Paper, Federal Reserve Bank of Atlanta (2007) View citations (1)
    See also Journal Article in American Economic Review (2007)

2006

13. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (4)
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006) View citations (4)
    See also Journal Article in Economic Journal (2008)
14. Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes?
    Working Paper, Federal Reserve Bank of Atlanta View citations (1)

2005

15. 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)
16. UK Real-Time Macro Data Characteristics
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (13)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005)
    See also Journal Article in Economic Journal (2006)

2003

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

2002

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

2000

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

1996

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

1995

23. Measuring Core Inflation
    Bank of England working papers, Bank of England View citations (60)
    Also in CEP Discussion Papers, Centre for Economic Performance, LSE (1995) View citations (48)
    See also Journal Article in Economic Journal (1995)

Journal Articles

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
   See also Working Paper (2011)

2011

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

2010

5. Combining forecast densities from VARs with uncertain instabilities
   Journal of Applied Econometrics, 2010, 25, (4), 621-634 View citations (18)
   See also Working Paper (2008)
6. Introduction: 'Model uncertainty and macroeconomics'
   Journal of Applied Econometrics, 2010, 25, (1), 1-3
7. RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE
   Journal of Economic Surveys, 2010, 24, (1), 113-136 View citations (4)
   See also Working Paper (2008)

2009

8. Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty
   Journal of Business & Economic Statistics, 2009, 27, (4), 480-491 View citations (16)
   See also Working Paper (2008)

2008

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

2007

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

2006

12. UK Real-Time Macro Data Characteristics
    Economic Journal, 2006, 116, (509), F119-F135 View citations (4)
    See also Working Paper (2005)

2005

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

2004

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

2002

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

2000

16. The great Canadian training robbery: evidence on the returns to educational mismatch
    Economics of Education Review, 2000, 19, (2), 219-227 View citations (9)

1995

17. Measuring Core Inflation?
    Economic Journal, 1995, 105, (432), 1130-44 View citations (93)
    See also Working Paper (1995)

Chapters

2010

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

Software Items