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Real-time inflation forecast densities from ensemble Phillips curves

Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - 2009

A popular macroeconomic forecasting strategy takes combinations across many models to hedge against model instabilities of unknown timing; see (among others) Stock andWatson (2004) and Clark and McCracken (2009). In this paper, we examine the effectiveness of recursive-weight and equal-weight...

Persistent link: https://www.econbiz.de/10003907085

Debt and budget surpluses with a tax habit and balanced budget hawks

Loukoianova, Elena (contributor); … - In: Public finance and management : PFM 6 (2006) 2, pp. 186-205

Persistent link: https://www.econbiz.de/10003485820

Real-time prediction with UK monetary aggregates in the presence of model uncertainty

Garratt, Anthony; Koop, Gary; Mise, Emi; Vahey, Shaun P. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 480-491

Persistent link: https://www.econbiz.de/10003913414

Introduction: "Model uncertainty and macroeconomics

Durlauf, Steven N.; Vahey, Shaun P. - In: Journal of applied econometrics 25 (2010) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10008666820

Combining forecast densities from VARs with uncertain instabilities

Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - In: Journal of applied econometrics 25 (2010) 4, pp. 621-634

Persistent link: https://www.econbiz.de/10008667470

Forecast densities for economic aggregates from disaggregate ensembles

Ravazzolo, Francesco; Vahey, Shaun P. - 2010

Persistent link: https://www.econbiz.de/10003939661

Forecast densities for economic aggregates from disaggregate ensembles

Ravazzolo, Francesco; Vahey, Shaun P. - 2010

Persistent link: https://www.econbiz.de/10003978284

Measuring output gap uncertainty

Garratt, Anthony; Mitchell, James - 2009

Persistent link: https://www.econbiz.de/10003954440

Measuring output gap uncertainty

Garratt, Anthony; Mitchell, James; Vahey, Shaun P. - 2010

Persistent link: https://www.econbiz.de/10003958052

Combining forecast densities from VARs with uncertain instabilities

Jore, Anne Sofie; Mitchell, James; Vahey, Shaun P. - 2008

Persistent link: https://www.econbiz.de/10003993467

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