Shaun P. Vahey - Central Bank Research Hub

Papers by year: All | 2010 | 2009 | 2008 | 2007 | 2006

Title Other author(s)

Forecast densities for economic aggregates from disaggregate ensembles

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2010/02, 08.03.2010)

Measuring Output Gap Uncertainty

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2009/15, 21.12.2009)

JEL: C32, C53, E37

Combining VAR and DSGE forecast densities

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2009/23, 30.11.2009)

U.K. World War I and Interwar Data for Business Cycle and Growth Analysis

Atlanta Fed Working papers [View] (Paper: 2009-18, 31.08.2009)

Macro modelling with many models

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2009/15, 17.08.2009)

Combining Forecast Densities from VARs and Uncertain Instabilities

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/18, 01.01.2009)

RBCs and DSGEs: The computational approach to business cycle theory and evidence

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2008/17, 27.10.2008)

Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2008/13, 01.10.2008)

Combining forecast densities from VARs with uncertain instabilities

Central Bank of Norway (Norges Bank) Working Papers [View] (Paper: 2008/01, 24.01.2008)

RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/15, 01.12.2007)

The McKenna Rule and U.K. World War I Finance

Atlanta Fed Working papers [View] (Paper: 2007-03, 01.06.2007)

The McKenna Rule and UK World War I Finance

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2007/08, 01.05.2007)

Interwar U.K. Unemployment: The Benjamin and Kochin Hypothesis or the Legacy of ¿Just¿ Taxes?

Atlanta Fed Working papers [View] (Paper: 2006-04, 10.05.2006)

Forecasting Substantial Data Revisions in the Presence of Model Uncertainty

Reserve Bank of New Zealand Discussion Papers [View] (Paper: DP2006/02, 17.03.2006)

JEL: C11, C32, C53, E01

Papers by year: All | 2010 | 2009 | 2008 | 2007 | 2006