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Shaun P. Vahey

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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 the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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:
Postal Address:
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Affiliation

Warwick Business School
University of Warwick
Location: Coventry, United Kingdom
Homepage: http://www.wbs.ac.uk/
Email:
Phone: +44 (0)24 7652 4306
Fax: +44 (0)24 7652 3719
Postal: Coventry, CV4 7AL
Handle: RePEc:edi:wbswauk (more details at EDIRC)

Works

as in new window

Working papers

  1. Timo Henckel & Shaun Vahey & Liz Wakerly, 2011. "Probabilistic Interest Rate Setting With A Shadow Board: A Description Of The Pilot Project," CAMA Working Papers 2011-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011. "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers 2011-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
  4. James M. Nason & Shaun P. Vahey, 2009. "U.K. World War I and interwar data for business cycle and growth analysis," Working Paper 2009-18, Federal Reserve Bank of Atlanta.
  5. Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009. "Macro modelling with many models," Working Paper 2009/15, Norges Bank.
  6. 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, Department of Economics, Mathematics & Statistics.
  7. Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
  8. Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009. "Combining VAR and DSGE forecast densities," Working Paper 2009/23, Norges Bank.
  9. Anne-Sofie Jore & James Mitchell & Shaun P. Vahey, 2008. "Combining forecast densities from VARs with uncertain instabilities," Working Paper 2008/01, Norges Bank.
  10. 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.
  11. 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, Department of Economics, Mathematics & Statistics.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Anthony Garratt & Shaun P Vahey, 2005. "UK Real-Time Macro Data Characteristics," Birkbeck Working Papers in Economics and Finance 0502, Birkbeck, Department of Economics, Mathematics & Statistics.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Vahey, S.P., 1996. "Compensating Differentials: Some Canadian Self-Report Evidence," Cambridge Working Papers in Economics 9608, Faculty of Economics, University of Cambridge.
  23. Danny Quah & Shaun Vahey, 1995. "Measuring Core Inflation," Bank of England working papers 31, Bank of England.
  24. Danny Quah & Shaun P. Vahey, 1995. "Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.)," STICERD - Econometrics Paper Series /1995/282, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    RePEc:nsr:niesrd:337 is not listed on IDEAS
    RePEc:nsr:niesrd:303 is not listed on IDEAS
    RePEc:nsr:niesrd:342 is not listed on IDEAS

Articles

  1. Garratt, Anthony & Mitchell, James & Vahey, Shaun P., 2014. "Measuring output gap nowcast uncertainty," International Journal of Forecasting, Elsevier, vol. 30(2), pages 268-279.
  2. James M. Nason & Shaun P. Vahey, 2012. "UK World War I and interwar data for business cycle and growth analysis," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 6(2), pages 115-142, May.
  3. Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011. "Real-time inflation forecast densities from ensemble Phillips curves," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 77-87, January.
  4. Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011. "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
  5. Lees, Kirdan & Vahey, Shaun P., 2011. "Nowcasting and model combination," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 3-4, January.
  6. Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2010. "Combining forecast densities from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 621-634.
  7. �zer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010. "RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 113-136, 02.
  8. Steven N. Durlauf & Shaun P. Vahey, 2010. "Introduction: 'Model uncertainty and macroeconomics'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 1-3.
  9. Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
  10. 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.
  11. Anthony Garratt & Kevin Lee & Shaun Vahey, 2008. "Real-Time Probability Forecasts of Uk Macroeconomic Events," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 78-90, January.
  12. Shaun P. Vahey & James M. Nason, 2007. "The McKenna Rule and UK World War I Finance," American Economic Review, American Economic Association, vol. 97(2), pages 290-294, May.
  13. Anthony Garratt & Shaun P Vahey, 2006. "UK Real-Time Macro Data Characteristics," Economic Journal, Royal Economic Society, vol. 116(509), pages F119-F135, 02.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. Quah, Danny & Vahey, Shaun P, 1995. "Measuring Core Inflation?," Economic Journal, Royal Economic Society, vol. 105(432), pages 1130-44, September.

Chapters

  1. Shaun P Vahey & Elizabeth C Wakerly, 2013. "Moving towards probability forecasting," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 3-8 Bank for International Settlements.
  2. Francesco Ravazzolo & Shaun P Vahey, 2010. "Measuring Core Inflation in Australia with Disaggregate Ensembles," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.

NEP Fields

26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (14) 2006-04-08 2007-09-30 2007-11-17 2008-08-31 2008-09-29 2008-11-11 2009-08-30 2009-11-07 2009-11-07 2009-12-19 2009-12-19 2010-03-20 2010-04-04 2010-04-11. 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 (5) 2007-11-17 2008-11-11 2009-08-30 2009-12-19 2010-04-04. Author is listed
  5. NEP-ECM: Econometrics (12) 2006-04-08 2007-09-30 2007-11-17 2008-08-31 2008-09-29 2008-11-11 2009-08-30 2009-11-07 2009-12-19 2009-12-19 2010-03-20 2010-04-11. Author is listed
  6. NEP-EEC: European Economics (2) 2003-08-24 2007-09-30
  7. NEP-ETS: Econometric Time Series (7) 2005-02-20 2006-04-08 2006-12-16 2007-09-30 2008-08-31 2009-12-19 2010-03-20. Author is listed
  8. NEP-FDG: Financial Development & Growth (1) 2009-09-11
  9. NEP-FOR: Forecasting (13) 2006-04-08 2006-12-16 2007-09-30 2008-08-31 2008-09-29 2009-08-30 2009-11-07 2009-11-07 2009-12-19 2009-12-19 2010-03-20 2010-04-04 2010-04-11. Author is listed
  10. NEP-HIS: Business, Economic & Financial History (5) 2000-08-15 2007-02-17 2007-05-12 2009-09-11 2011-03-05. Author is listed
  11. NEP-IND: Industrial Organization (1) 2000-08-15
  12. NEP-MAC: Macroeconomics (16) 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 2009-09-11 2009-11-07 2009-11-07 2010-04-04 2010-04-11 2011-03-05. Author is listed
  13. NEP-MIC: Microeconomics (1) 2002-11-20
  14. NEP-MON: Monetary Economics (5) 2007-09-30 2008-09-29 2009-08-30 2009-12-19 2010-04-04. Author is listed
  15. NEP-ORE: Operations Research (1) 2008-08-31
  16. NEP-PBE: Public Economics (4) 2003-08-24 2006-05-27 2007-02-17 2007-05-12
  17. NEP-SEA: South East Asia (1) 2007-05-12

Statistics

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