Details about Anthony Garratt

Access statistics for papers by Anthony Garratt.

Last updated 2010-03-30. Update your information in the RePEc Author Service.

Short-id: pga443

Working Papers

2009

1. Measuring Output Gap Uncertainty
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (12)
   Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2009) View citations (10)
2. Measuring the Natural Output Gap using Actual and Expected Output Data
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics
3. Real-time Inflation Forecast Densities from Ensemble Phillips Curves
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (4)

2008

4. 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 View citations (3)
   Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2007) View citations (20)
   See also Journal Article Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty, Journal of Business & Economic Statistics, American Statistical Association (2009) View citations (53) (2009)

2006

5. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (12)
   Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2006) View citations (11)
   See also Journal Article Forecasting Substantial Data Revisions in the Presence of Model Uncertainty, Economic Journal, Royal Economic Society (2008) View citations (21) (2008)
6. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (1)
7. Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (3)
8. Real Time Representations of the Output Gap
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (8)
   Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) View citations (11)
   See also Journal Article Real-Time Representations of the Output Gap, The Review of Economics and Statistics, MIT Press (2008) View citations (61) (2008)

2005

9. Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts
   Computing in Economics and Finance 2005, Society for Computational Economics
10. Permanent vs Transitory Components and Economic Fundamentals
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics
    See also Journal Article Permanent vs transitory components and economic fundamentals, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (41) (2006)
11. UK Real-Time Macro Data Characteristics
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (12)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005)
    See also Journal Article UK Real-Time Macro Data Characteristics, Economic Journal, Royal Economic Society (2006) View citations (30) (2006)

2004

12. Inside the black box: permanent vs transitory components and economic fundamentals
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (1)

2002

13. Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (61)

2001

14. A long run structural macroeconometric model of the UK
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (30)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1998) View citations (10)
    See also Journal Article A Long run structural macroeconometric model of the UK, Economic Journal, Royal Economic Society (2003) View citations (118) (2003)
15. Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (8)
    See also Journal Article Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy, Journal of the American Statistical Association, American Statistical Association (2003) View citations (62) (2003)

2000

16. Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)

1999

17. A long run structural macroeconometric model of the UK (first version)
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (3)

1998

18. A Structural Cointegrating VAR Approach to Macroeconometric Modelling
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (21)
    Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1998) View citations (10)
19. An Empirical Reassessment of Target-zone Nonlinearities
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
    See also Journal Article An empirical reassessment of target-zone nonlinearities, Journal of International Money and Finance, Elsevier (2001) View citations (4) (2001)
20. Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94
    Bank of England working papers, Bank of England View citations (4)
    See also Journal Article Exchange Rates and Prices: Sources of Sterling Real Exchange Rate Fluctuations 1973–94, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2000) View citations (8) (2000)

Journal Articles

2009

1. Real time representation of the UK output gap in the presence of model uncertainty
   International Journal of Forecasting, 2009, 25, (1), 81-102 View citations (26)
2. 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 (53)
   See also Working Paper Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty, Reserve Bank of New Zealand Discussion Paper Series (2008) View citations (3) (2008)

2008

3. Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
   Economic Journal, 2008, 118, (530), 1128-1144 View citations (21)
   See also Working Paper Forecasting Substantial Data Revisions in the Presence of Model Uncertainty, Reserve Bank of New Zealand Discussion Paper Series (2006) View citations (12) (2006)
4. Real-Time Representations of the Output Gap
   The Review of Economics and Statistics, 2008, 90, (4), 792-804 View citations (61)
   See also Working Paper Real Time Representations of the Output Gap, Birkbeck Working Papers in Economics and Finance (2006) View citations (8) (2006)

2006

5. Permanent vs transitory components and economic fundamentals
   Journal of Applied Econometrics, 2006, 21, (4), 521-542 View citations (41)
   See also Working Paper Permanent vs Transitory Components and Economic Fundamentals, Birkbeck Working Papers in Economics and Finance (2005) (2005)
6. UK Real-Time Macro Data Characteristics
   Economic Journal, 2006, 116, (509), F119-F135 View citations (30)
   See also Working Paper UK Real-Time Macro Data Characteristics, Birkbeck Working Papers in Economics and Finance (2005) View citations (12) (2005)

2003

7. A Long run structural macroeconometric model of the UK
   Economic Journal, 2003, 113, (487), 412-455 View citations (118)
   See also Working Paper A long run structural macroeconometric model of the UK, Edinburgh School of Economics Discussion Paper Series (2001) View citations (30) (2001)
8. Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy
   Journal of the American Statistical Association, 2003, 98, 829-838 View citations (62)
   See also Working Paper Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy, Edinburgh School of Economics Discussion Paper Series (2001) View citations (8) (2001)

2001

9. An empirical reassessment of target-zone nonlinearities
   Journal of International Money and Finance, 2001, 20, (4), 533-548 View citations (4)
   See also Working Paper An Empirical Reassessment of Target-zone Nonlinearities, Cambridge Working Papers in Economics (1998) View citations (2) (1998)
10. Applied macroeconometrics, Carlo A. Favero, Oxford University Press, Oxford, 2001, ISBN 0-19-877583-0 (hardback), pp. xi + 282, £40.00
    Journal of Applied Econometrics, 2001, 16, (5), 647-652

2000

11. Exchange Rates and Prices: Sources of Sterling Real Exchange Rate Fluctuations 1973–94
    Oxford Bulletin of Economics and Statistics, 2000, 62, (4), 491-509 View citations (8)
    See also Working Paper Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94, Bank of England working papers (1998) View citations (4) (1998)

1997

12. E-equilibria and adaptive expectations: Output and inflation in the LBS model
    Journal of Economic Dynamics and Control, 1997, 21, (7), 1149-1171 View citations (16)
13. Learning about monetary union: An analysis of bounded rational learning in European labor markets
    Journal of Policy Modeling, 1997, 19, (5), 469-489

1996

14. Measuring Underlying Economic Activity
    Journal of Applied Econometrics, 1996, 11, (2), 135-51 View citations (4)
15. Target zones and alternative proposals for G3 policy coordination: An empirical evaluation using GEM
    Journal of Macroeconomics, 1996, 18, (1), 49-68 View citations (4)

1995

16. Model consistent learning and regime switching in the London Business School model
    Economic Modelling, 1995, 12, (2), 87-95 View citations (3)