Shaun P. Vahey
Names
| first: |
Shaun |
| middle: |
P. |
| last: |
Vahey |
Identifer
Contact
Affiliations
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University of Warwick
/ Warwick Business School
Research profile
author of:
- The McKenna Rule and UK World War I Finance (RePEc:aea:aecrev:v:97:y:2007:i:2:p:290-294)
by Shaun P. Vahey & James M. Nason - UK World War I and interwar data for business cycle and growth analysis (RePEc:afc:cliome:v:6:y:2012:i:2:p:115-142)
by James M. Nason & Shaun P. Vahey - UK Real-Time Macro Data Characteristics (RePEc:bbk:bbkefp:0502)
by Anthony Garratt & Shaun P Vahey - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (RePEc:bbk:bbkefp:0617)
by Anthony Garratt & Gary Koop & Shaun P. Vahey - Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (RePEc:bbk:bbkefp:0714)
by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey - Measuring Output Gap Uncertainty (RePEc:bbk:bbkefp:0909)
by Anthony Garratt & James Mitchell & Shaun P. Vahey - Real-time Inflation Forecast Densities from Ensemble Phillips Curves (RePEc:bbk:bbkefp:0910)
by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly - Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:480-491)
by Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P. - Moving towards probability forecasting (RePEc:bis:bisbpc:70-02)
by Shaun P Vahey & Elizabeth C Wakerly - RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE (RePEc:bla:jecsur:v:24:y:2010:i:1:p:113-136)
by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey - The Cost Effectiveness of the UK's Sovereign Debt Portfolio (RePEc:bla:obuest:v:67:y:2005:i:4:p:467-495)
by Patrick J. Coe & M. Hashem Pesaran & Shaun P. Vahey - Combining forecast densities from VARs with uncertain instabilities (RePEc:bno:worpap:2008_01)
by Anne-Sofie Jore & James Mitchell & Shaun P. Vahey - RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence (RePEc:bno:worpap:2008_17)
by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey - Macro modelling with many models (RePEc:bno:worpap:2009_15)
by Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey - Combining VAR and DSGE forecast densities (RePEc:bno:worpap:2009_23)
by Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey - Forecast densities for economic aggregates from disaggregate ensembles (RePEc:bno:worpap:2010_02)
by Francesco Ravazzolo & Shaun P. Vahey - Measuring Core Inflation (RePEc:boe:boeewp:31)
by Danny Quah & Shaun Vahey - Forecast densities for economic aggregates from disaggregate ensembles (RePEc:bpj:sndecm:v:18:y:2014:i:4:p:15:n:4)
by Ravazzolo Francesco & Vahey Shaun P. - The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach (RePEc:cam:camdae:0005)
by Coe, P. & Pesaran, M.H. & Vahey, S.P. - The Transparency and Accountability of UK Debt Management: A Proposal (RePEc:cam:camdae:0028)
by Coe, P. & Vahey S.P. & Wakerly, E.C. - A Real Time Tax Smoothing Based Fiscal Policy Rule (RePEc:cam:camdae:0235)
by Loukoianova, E. & Vahey, S.P. & Elizabeth C. Wakerly - Scope for Cost Minimization in Public Debt Management: the Case of the UK (RePEc:cam:camdae:0338)
by Coe, P.J. & Pesaran, M.H. & Vahey, S.P. - Compensating Differentials: Some Canadian Self-Report Evidence (RePEc:cam:camdae:9608)
by Vahey, S.P. - Measuring Core Inflation (RePEc:cep:cepdps:dp0254)
by Danny Quah & Danny Quah & Shaun P. Vahey - Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.) (RePEc:cep:stiecm:282)
by Danny Quah & Shaun P. Vahey - Measuring Output Gap Uncertainty (RePEc:cpr:ceprdp:7742)
by Garratt, Anthony & Vahey, Shaun & Mitchell, James - Real-time probability forecasts of UK macroeconomic events (RePEc:cup:nierev:v:203:y:2008:i::p:78-90_10)
by Garratt, Anthony & Lee, Kevin & Vahey, Shaun - "Keep it real!": A real-time UK macro data set (RePEc:ebl:ecbull:eb-01aa0022)
by Shaun P. Vahey & Andreas Pick & Don M. Egginton - Keep It Real!: A Real-time UK Macro Data Set (RePEc:ecj:ac2002:69)
by Egginton, Donald & Andreas Pick & Shaun P. Vahey - A Real Time Tax Smoothing Based Fiscal Policy Rule (RePEc:ecj:ac2003:215)
by Wakerly, Elizabeth C & Elena Loukoianova & Shaun P. Vahey - Measuring Core Inflation? (RePEc:ecj:econjl:v:105:y:1995:i:432:p:1130-44)
by Quah, Danny & Vahey, Shaun P - UK Real-Time Macro Data Characteristics (RePEc:ecj:econjl:v:116:y:2006:i:509:p:f119-f135)
by Anthony Garratt & Shaun P Vahey - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (RePEc:ecj:econjl:v:118:y:2008:i:530:p:1128-1144)
by Anthony Garratt & Gary Koop & ShaunP. Vahey - Signalling ability to pay and rent sharing dynamics (RePEc:eee:dyncon:v:28:y:2004:i:11:p:2327-2339)
by Vahey, Shaun P. - Combining VAR and DSGE forecast densities (RePEc:eee:dyncon:v:35:y:2011:i:10:p:1659-1670)
by Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P. - The great Canadian training robbery: evidence on the returns to educational mismatch (RePEc:eee:ecoedu:v:19:y:2000:i:2:p:219-227)
by Vahey, Shaun P. - Nowcasting and model combination (RePEc:eee:ecofin:v:22:y:2011:i:1:p:3-4)
by Lees, Kirdan & Vahey, Shaun P. - Real-time inflation forecast densities from ensemble Phillips curves (RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87)
by Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C. - 'Keep it real!': a real-time UK macro data set (RePEc:eee:ecolet:v:77:y:2002:i:1:p:15-20)
by Egginton, Don M. & Pick, Andreas & Vahey, Shaun P. - Measuring output gap nowcast uncertainty (RePEc:eee:intfor:v:30:y:2014:i:2:p:268-279)
by Garratt, Anthony & Mitchell, James & Vahey, Shaun P. - Empirically-transformed linear opinion pools (RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753)
by Garratt, Anthony & Henckel, Timo & Vahey, Shaun P. - Forecast Densities for Economic Aggregates from Disaggregate Ensembles (RePEc:een:camaaa:2010-10)
by Francesco Ravazzolo & Shaun P. Vahey - Real-time Inflation Forecast Densities from Ensemble Phillips Curves (RePEc:een:camaaa:2010-34)
by Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly - UK World War I and Interwar Data for Business Cycle and Growth Analysis (RePEc:een:camaaa:2011-02)
by James M. Nason & Shaun P. Vahey - Measuring Output Gap Nowcast Uncertainty (RePEc:een:camaaa:2011-16)
by Anthony Garratt & James Mitchell & Shaun P. Vahey - Probabilistic interest rate setting with a shadow board: A description of the pilot project (RePEc:een:camaaa:2011-27)
by Timo Henckel & Shaun Vahey & Liz Wakerly - Assessing the economic value of probabilistic forecasts in the presence of an inflation target (RePEc:een:camaaa:2016-40)
by Christopher McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly - Real-time forecast combinations for the oil price (RePEc:een:camaaa:2018-38)
by Anthony Garratt & Shaun P. Vahey & Yunyi Zhang - Improved methods for combining point forecasts for an asymmetrically distributed variable (RePEc:een:camaaa:2019-15)
by Ozer Karagedikli & Shaun P. Vahey & Elizabeth C. Wakerly - Empirically-transformed linear opinion pools (RePEc:een:camaaa:2019-47)
by Anthony Garratt & Timo Henckel & Shaun P. Vahey - Financial conditions and the risks to economic growth in the United States since 1875 (RePEc:een:camaaa:2020-36)
by Patrick J. Coe & Shaun P. Vahey - Reassessing the dependence between economic growth and financial conditions since 1973 (RePEc:een:camaaa:2022-30)
by Tony Chernis & Patrick J. Coe & Shaun P. Vahey - Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes? (RePEc:fip:fedawp:2006-04)
by James M. Nason & Shaun P. Vahey - The McKenna rule and U.K. World War I finance (RePEc:fip:fedawp:2007-03)
by James M. Nason & Shaun P. Vahey - U.K. World War I and interwar data for business cycle and growth analysis (RePEc:fip:fedawp:2009-18)
by James M. Nason & Shaun P. Vahey - UK World War I and interwar data for business cycle and growth analysis (RePEc:fip:fedpwp:11-10)
by James M. Nason & Shaun P. Vahey - Introduction: 'Model uncertainty and macroeconomics' (RePEc:jae:japmet:v:25:y:2010:i:1:p:1-3)
by Steven N. Durlauf & Shaun P. Vahey - Combining forecast densities from VARs with uncertain instabilities (RePEc:jae:japmet:v:25:y:2010:i:4:p:621-634)
by Anne Sofie Jore & James Mitchell & Shaun P. Vahey - Real-time Forecast Combinations for the Oil Price (RePEc:nsr:niesrd:494)
by Anthony Garratt & Shaun P. Vahey & Ynuyi Zhang - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (RePEc:nzb:nzbdps:2006/02)
by Anthony Garratt & Gary Koop & Shaun P. Vahey - The McKenna Rule and UK World War I Finance (RePEc:nzb:nzbdps:2007/08)
by James M Nason & Shaun P Vahey - RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence (RePEc:nzb:nzbdps:2007/15)
by Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey - Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (RePEc:nzb:nzbdps:2008/13)
by Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey - Combining Forecast Densities from VARs with Uncertain Instabilities (RePEc:nzb:nzbdps:2008/18)
by Anne Sofie Jore & James Mitchell & Shaun Vahey - Measuring output gap uncertainty (RePEc:nzb:nzbdps:2009/15)
by Anthony Garratt & James Mitchell & Shaun P. Vahey - Assessing the economic value of probabilistic forecasts in the presence of an inflation target (RePEc:nzb:nzbdps:2016/10)
by Chris McDonald & Craig Thamotheram & Shaun P. Vahey & Elizabeth C. Wakerly - Measuring Core Inflation in Australia with Disaggregate Ensembles (RePEc:rba:rbaacv:acv2009-10)
by Francesco Ravazzolo & Shaun P Vahey - Real-Time Probability Forecasts of Uk Macroeconomic Events (RePEc:sae:niesru:v:203:y:2008:i:1:p:78-90)
by Anthony Garratt & Kevin Lee & Shaun Vahey - A Real Time Tax Smoothing Based Fiscal Policy Rule (RePEc:sce:scecf3:118)
by Elena Loukoianova & Shaun P Vahey - Over the Top: U.K. World War I Finance and Its Aftermath (RePEc:sce:scecf5:22)
by Shaun P. Vahey & James M. Nason - UK Real-time Macro Data Characteristics (RePEc:sce:scecf5:253)
by Shaun Vahey & Tony Garratt - Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:416-434)
by Michael S. Smith & Shaun P. Vahey - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (RePEc:wly:econjl:v:118:y:2008:i:530:p:1128-1144)
by Anthony Garratt & Gary Koop & Shaun P. Vahey - Introduction: ‘Model uncertainty and macroeconomics’ (RePEc:wly:japmet:v:25:y:2010:i:1:p:1-3)
by Steven N. Durlauf & Shaun P. Vahey - Real‐time forecast combinations for the oil price (RePEc:wly:japmet:v:34:y:2019:i:3:p:456-462)
by Anthony Garratt & Shaun P. Vahey & Yunyi Zhang - Reassessing the dependence between economic growth and financial conditions since 1973 (RePEc:wly:japmet:v:38:y:2023:i:2:p:260-267)
by Tony Chernis & Patrick J. Coe & Shaun P. Vahey - Measuring Output Gap Nowcast Uncertainty (RePEc:wrk:wrkemf:01)
by Garratt, Anthony & Mitchell, James & Vahey, Shaun - Probablistic Prediction of the US Great Recession with Historical Expert (RePEc:wrk:wrkemf:06)
by Coe, Patrick J & Vahey, Shaun P. - Probability Forecasting for Inflation Warnings from the Federal Reserve (RePEc:wrk:wrkemf:07)
by Garratt, Anthony & Mitchell, James & Vahey, Shaun P. - Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target (RePEc:wrk:wrkemf:09)
by McDonald, Christopher & Thamotheram, Craig & Vahey, Shaun P. & Wakerly, Elizabeth C.