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Real-time representations of the output gap

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - In: The review of economics and statistics 90 (2008) 4, pp. 792-804

Persistent link: https://www.econbiz.de/10003772096

Real time representation of the UK output gap in the presence of model uncertainty

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - In: International journal of forecasting 25 (2009) 1, pp. 81-102

Persistent link: https://www.econbiz.de/10003833271

Global recessions and output interdependencies in a GVAR model of actual and expected output in the G7

Garratt, Anthony; Lee, Kevin C.; Shields, Kalvinder K. - In: The GVAR handbook : structure and applications of a …, (pp. 35-55). 2013

Persistent link: https://www.econbiz.de/10009730051

Information, business survey forecasts and measurement of output trends in six European economies

Lee, Kevin C.; Shields, Kalvinder K. - 1999

Persistent link: https://www.econbiz.de/10001458378

Expectations formation and business cycle fluctuations : an empirical analysis of actual and expected output in UK manufacturing, 1975 - 1996

Lee, Kevin C.; Shields, Kalvinder K. - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 463-490

Persistent link: https://www.econbiz.de/10001522136

Shock persistence, uncertainty and news-driven business cycles

Lee, Kevin; Shields, Kalvinder; Turnip, Guido - 2022

This paper considers the macroeconomic effects of shocks with different persistence properties identified from surveys of expectations. Using a GARCH-in-Mean model for the US, we present persistence profiles to illustrate how news about events occurring over different time frames plays different...

Persistent link: https://www.econbiz.de/10013290119