Details about Nicholas Fawcett

Access statistics for papers by Nicholas Fawcett.

Last updated 2015-10-23. Update your information in the RePEc Author Service.

Short-id: pfa112

Working Papers

2015

1. Evaluating UK point and density forecasts from an estimated DSGE model: the role of off-model information over the financial crisis
   Bank of England working papers, Bank of England View citations (32)

2014

2. Generalised Density Forecast Combinations
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (10)
   Also in Bank of England working papers, Bank of England (2014) View citations (4)
   See also Journal Article Generalised density forecast combinations, Journal of Econometrics, Elsevier (2015) View citations (51) (2015)

2011

3. Forecasting breaks and forecasting during breaks
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (31)

2008

4. Forecasting with Equilibrium-correction Models during Structural Breaks
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (5)
   See also Journal Article Forecasting with equilibrium-correction models during structural breaks, Journal of Econometrics, Elsevier (2010) View citations (38) (2010)

Journal Articles

2019

1. Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information
   International Journal of Forecasting, 2019, 35, (1), 100-120 View citations (6)

2015

2. Generalised density forecast combinations
   Journal of Econometrics, 2015, 188, (1), 150-165 View citations (51)
   See also Working Paper Generalised Density Forecast Combinations, CAMA Working Papers (2014) View citations (10) (2014)

2013

3. The Agents’ company visit scores
   Bank of England Quarterly Bulletin, 2013, 53, (1), 59-67 View citations (2)

2010

4. Forecasting with equilibrium-correction models during structural breaks
   Journal of Econometrics, 2010, 158, (1), 25-36 View citations (38)
   See also Working Paper Forecasting with Equilibrium-correction Models during Structural Breaks, Economics Series Working Papers (2008) View citations (5) (2008)

2009

5. NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING
   National Institute Economic Review, 2009, 210, (1), 71-89 View citations (37)