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Information about:
Shaun P. Vahey

Personal Details | Affiliation | Works
This is information that was supplied by Shaun Vahey in registering through RePEc. If you are Shaun P. Vahey , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Shaun
Middle Name: P.
Last Name: Vahey
Suffix:

RePEc Short-ID: pva129

Email: [This author has chosen not to make the email address public]
Homepage: http://works.bepress.com/shaun_vahey/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009. "Macro modelling with many models," Working Paper 2009/15, Norges Bank. [Downloadable!]
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  2. Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]

  3. Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]

  4. Anne-Sofie Jore & James Mitchell & Shaun P. Vahey, 2008. "Combining forecast densities from VARs with uncertain instabilities," Working Paper 2008/01, Norges Bank. [Downloadable!]
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  5. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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  6. James M. Nason & Shaun P. Vahey, 2007. "The McKenna rule and U.K. World War I finance," Working Paper 2007-03, Federal Reserve Bank of Atlanta. [Downloadable!]
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    Published as:

  7. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007. "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series DP2007/15, Reserve Bank of New Zealand. [Downloadable!]
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  8. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand. [Downloadable!]
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    Published as:

  9. James M. Nason & Shaun P. Vahey, 2006. "Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes?," Working Paper 2006-04, Federal Reserve Bank of Atlanta. [Downloadable!]

  10. Shaun P. Vahey & James M. Nason, 2005. "Over the Top: U.K. World War I Finance and Its Aftermath," Computing in Economics and Finance 2005 22, Society for Computational Economics.

  11. Anthony Garratt & Shaun P Vahey, 2005. "UK Real-Time Macro Data Characteristics," Birkbeck Working Papers in Economics and Finance 0502, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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    Published as:

  12. Wakerly, Elizabeth C & Elena Loukoianova & Shaun P. Vahey, 2003. "A Real Time Tax Smoothing Based Fiscal Policy Rule," Royal Economic Society Annual Conference 2003 215, Royal Economic Society. [Downloadable!]
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  13. Coe, P.J. & Pesaran, M.H. & Vahey, S.P., 2003. "Scope for Cost Minimization in Public Debt Management: the Case of the UK," Cambridge Working Papers in Economics 0338, Faculty of Economics, University of Cambridge. [Downloadable!]

  14. Egginton, Donald & Andreas Pick & Shaun P. Vahey, 2002. "Keep It Real!: A Real-time UK Macro Data Set," Royal Economic Society Annual Conference 2002 69, Royal Economic Society. [Downloadable!]
    Published as:

  15. Coe, P. & Pesaran, M.H. & Vahey, S.P., 2000. "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," Cambridge Working Papers in Economics 0005, Faculty of Economics, University of Cambridge. [Downloadable!]
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  16. Coe, P. & Vahey S.P. & Wakerly, E.C., 2000. "The Transparency and Accountability of UK Debt Management: A Proposal," Cambridge Working Papers in Economics 0028, Faculty of Economics, University of Cambridge. [Downloadable!]

  17. Vahey, S.P., 1996. "Compensating Differentials: Some Canadian Self-Report Evidence," Cambridge Working Papers in Economics 9608, Faculty of Economics, University of Cambridge.

  18. Danny Quah & Shaun Vahey, . "Measuring Core Inflation," Bank of England working papers 31, Bank of England.
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    Published as:

Articles

  1. Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, 07. [Downloadable!] (restricted)
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  2. James M. Nason & Shaun P. Vahey, 2007. "The McKenna Rule and UK World War I Finance," American Economic Review, American Economic Association, vol. 97(2), pages 290-294, May. [Downloadable!]
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  3. Anthony Garratt & Shaun P Vahey, 2006. "UK Real-Time Macro Data Characteristics," Economic Journal, Royal Economic Society, vol. 116(509), pages F119-F135, 02. [Downloadable!] (restricted)
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  4. Patrick J. Coe & M. Hashem Pesaran & Shaun P. Vahey, 2005. "The Cost Effectiveness of the UK's Sovereign Debt Portfolio," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 467-495, 08. [Downloadable!] (restricted)

  5. Vahey, Shaun P., 2004. "Signalling ability to pay and rent sharing dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 28(11), pages 2327-2339, October. [Downloadable!] (restricted)

  6. Egginton, Don M. & Pick, Andreas & Vahey, Shaun P., 2002. "'Keep it real!': a real-time UK macro data set," Economics Letters, Elsevier, vol. 77(1), pages 15-20, September. [Downloadable!] (restricted)
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  7. Vahey, Shaun P., 2000. "The great Canadian training robbery: evidence on the returns to educational mismatch," Economics of Education Review, Elsevier, vol. 19(2), pages 219-227, April. [Downloadable!] (restricted)

  8. Quah, Danny & Vahey, Shaun P, 1995. "Measuring Core Inflation?," Economic Journal, Royal Economic Society, vol. 105(432), pages 1130-44, September. [Downloadable!] (restricted)
    Other versions:

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (7) 2006-04-08 2007-09-30 2007-11-17 2008-08-31 2008-09-29 2008-11-11 2009-08-30 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2003-08-24
  3. NEP-CMP: Computational Economics (1) 2008-11-11
  4. NEP-DGE: Dynamic General Equilibrium (3) 2007-11-17 2008-11-11 2009-08-30
  5. NEP-ECM: Econometrics (7) 2006-04-08 2007-09-30 2007-11-17 2008-08-31 2008-09-29 2008-11-11 2009-08-30 Author is listed
  6. NEP-EEC: European Economics (2) 2003-08-24 2007-09-30
  7. NEP-ETS: Econometric Time Series (5) 2005-02-20 2006-04-08 2006-12-16 2007-09-30 2008-08-31 Author is listed
  8. NEP-FOR: Forecasting (6) 2006-04-08 2006-12-16 2007-09-30 2008-08-31 2008-09-29 2009-08-30 Author is listed
  9. NEP-HIS: Business, Economic & Financial History (3) 2000-08-15 2007-02-17 2007-05-12
  10. NEP-IND: Industrial Organization (1) 2000-08-15
  11. NEP-MAC: Macroeconomics (10) 2005-02-20 2006-04-08 2006-12-16 2007-05-12 2007-09-30 2007-11-17 2008-08-31 2008-09-29 2008-11-11 2009-08-30 Author is listed
  12. NEP-MIC: Microeconomics (1) 2002-11-20
  13. NEP-MON: Monetary Economics (3) 2007-09-30 2008-09-29 2009-08-30
  14. NEP-ORE: Operations Research (1) 2008-08-31
  15. NEP-PBE: Public Economics (4) 2003-08-24 2006-05-27 2007-02-17 2007-05-12
  16. NEP-SEA: South East Asia (1) 2007-05-12
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This page was last updated on 2009-11-4.

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