Details about Matt James Waldron

Access statistics for papers by Matt James Waldron.

Last updated 2021-05-10. Update your information in the RePEc Author Service.

Short-id: pwa776

Working Papers

2021

1. Optimal policy with occasionally binding constraints: piecewise linear solution methods
   Bank of England working papers, Bank of England View citations (3)

2017

2. A time varying parameter structural model of the UK economy
   Bank of England working papers, Bank of England View citations (4)
   See also Journal Article A time-varying parameter structural model of the UK economy, Journal of Economic Dynamics and Control, Elsevier (2019) View citations (8) (2019)
3. Threshold-based forward guidance: hedging the zero bound
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   Also in Bank of England working papers, Bank of England (2015) View citations (11)
4. Uncertain forward guidance
   Bank of England working papers, Bank of England View citations (6)

2015

5. 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

6. Transitory interest-rate pegs under imperfect credibility
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (16)
   Also in Discussion Papers, Centre for Macroeconomics (CFM) (2014) View citations (17)

2013

7. The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models
   Bank of England working papers, Bank of England View citations (141)

2010

8. Household debt, house prices and consumption in the United Kingdom: a quantitative theoretical analysis
   Bank of England working papers, Bank of England View citations (6)

2006

9. Household debt, house prices, and consumption in the UK: a theoretical analysis of recent developments
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (1)

Journal Articles

2019

1. A time-varying parameter structural model of the UK economy
   Journal of Economic Dynamics and Control, 2019, 106, (C), - View citations (8)
   See also Working Paper A time varying parameter structural model of the UK economy, Bank of England working papers (2017) View citations (4) (2017)
2. 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)
3. Uncertain policy promises
   European Economic Review, 2019, 111, (C), 459-474 View citations (21)

2018

4. Threshold-based forward guidance
   Journal of Economic Dynamics and Control, 2018, 90, (C), 138-155 View citations (29)

2009

5. Household saving
   Bank of England Quarterly Bulletin, 2009, 49, (3), 191-201 View citations (6)