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Anthony Garratt

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This is information that was supplied by Anthony Garratt in registering through RePEc. If you are Anthony Garratt , 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: Anthony
Middle Name:
Last Name: Garratt
Suffix:

RePEc Short-ID: pga443

Email:
Homepage: http://www.ems.bbk.ac.uk/faculty/garratt/index_html
Postal Address:
Phone:

Affiliation

Department of Economics, Mathematics and Statistics
Birkbeck College
Location: London, United Kingdom
Homepage: http://www.ems.bbk.ac.uk/
Email:
Phone: 4420-7631-6406
Fax: 4420-7631-6416
Postal: Malet St, London WC1E 7HX
Handle: RePEc:edi:debbkuk (more details at EDIRC)

Works

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Working papers

  1. Anthony Garratt & Kevin Lee & Kalvinder Shields, 2009. "Measuring the Natural Output Gap using Actual and Expected Output Data," Birkbeck Working Papers in Economics and Finance 0911, Birkbeck, Department of Economics, Mathematics & Statistics.
  2. Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring output gap uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2009/15, Reserve Bank of New Zealand.
  3. 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.
  4. 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.
  5. Anthony Garratt & Kevin Lee, 2006. "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance 0616, Birkbeck, Department of Economics, Mathematics & Statistics.
  6. 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.
  7. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance 0618, Birkbeck, Department of Economics, Mathematics & Statistics.
  8. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representations of the Output Gap," Birkbeck Working Papers in Economics and Finance 0619, Birkbeck, Department of Economics, Mathematics & Statistics.
  9. Kevin Lee & Anthony Garratt, 2005. "Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts," Computing in Economics and Finance 2005 259, Society for Computational Economics.
  10. 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.
  11. Anthony Garratt & Donald Robertson & Stephen Wright, 2005. "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance 0501, Birkbeck, Department of Economics, Mathematics & Statistics.
  12. A Garratt & K Lee & M Pesaran & Yongcheol Shin, 2004. "A long run structural macroeconometric model of the UK," ESE Discussion Papers 35, Edinburgh School of Economics, University of Edinburgh.
  13. A Garratt & K Lee & M H Pesaran & Yongcheol Shin, 2004. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," ESE Discussion Papers 64, Edinburgh School of Economics, University of Edinburgh.
  14. A Garratt & K Lee & M Pesaran & Yongcheol Shin, 2004. "A long run structural macroeconometric model of the UK (first version)," ESE Discussion Papers 17, Edinburgh School of Economics, University of Edinburgh.
  15. Anthony Garratt & Donald Robertson & Stephen Wright, 2004. "Inside the black box: permanent vs transitory components and economic fundamentals," Money Macro and Finance (MMF) Research Group Conference 2003 35, Money Macro and Finance Research Group.
  16. Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002. "Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy," Royal Economic Society Annual Conference 2002 82, Royal Economic Society.
  17. Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000. "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics 00/4, Department of Economics, University of Leicester.
  18. A Garratt & K Lee & M H Pesaran & Yongcheol Shin, 1999. "A structural cointegrating VAR approach to macroeconometric modelling," ESE Discussion Papers 8, Edinburgh School of Economics, University of Edinburgh.
  19. Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 1998. "An Empirical Reassessment of Target-zone Nonlinearities," Cambridge Working Papers in Economics 9825, Faculty of Economics, University of Cambridge.
  20. Mark S Astley & Anthony Garratt, 1998. "Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94," Bank of England working papers 85, Bank of England.
    RePEc:nsr:niesrd:342 is not listed on IDEAS

Articles

  1. 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.
  2. Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder, 2009. "Real time representation of the UK output gap in the presence of model uncertainty," International Journal of Forecasting, Elsevier, vol. 25(1), pages 81-102.
  3. 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.
  4. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2008. "Real-Time Representations of the Output Gap," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 792-804, November.
  5. Donald Robertson & Anthony Garratt & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542.
  6. Anthony Garratt & Shaun P Vahey, 2006. "UK Real-Time Macro Data Characteristics," Economic Journal, Royal Economic Society, vol. 116(509), pages F119-F135, 02.
  7. Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, 04.
  8. Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
  9. Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 2001. "An empirical reassessment of target-zone nonlinearities," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 533-548, August.
  10. Anthony Garratt, 2001. "Applied macroeconometrics, Carlo A. Favero, Oxford University Press, Oxford, 2001, ISBN 0-19-877583-0 (hardback), pp. xi + 282, £40.00," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 647-652.
  11. Astley, Mark S & Garratt, Anthony, 2000. " Exchange Rates and Prices: Journal: Oxford Bulletin of Economics & Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 491-509, September.
  12. Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.
  13. Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October.
  14. Christodoulakis, Nicos & Garratt, Anthony & Currie, David, 1996. "Target zones and alternative proposals for G3 policy coordination: An empirical evaluation using GEM," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 49-68.
  15. Garratt, Anthony & Hall, Stephen G, 1996. "Measuring Underlying Economic Activity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 135-51, March-Apr.
  16. Hall, S. G. & Garratt, A., 1995. "Model consistent learning and regime switching in the London Business School model," Economic Modelling, Elsevier, vol. 12(2), pages 87-95, April.

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (11) 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2007-09-30 2008-09-29 2009-11-07 2009-11-07 2009-11-07 2009-12-19 2010-04-11. Author is listed
  2. NEP-ECM: Econometrics (13) 2000-10-05 2004-04-18 2004-06-09 2005-03-13 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2007-09-30 2008-09-29 2009-11-07 2009-12-19 2010-04-11. Author is listed
  3. NEP-EEC: European Economics (2) 2004-06-02 2007-09-30
  4. NEP-ETS: Econometric Time Series (11) 2000-10-05 2002-07-08 2004-06-02 2005-02-20 2005-02-20 2005-03-13 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2007-09-30. Author is listed
  5. NEP-FOR: Forecasting (11) 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2006-12-16 2007-09-30 2008-09-29 2009-11-07 2009-11-07 2009-12-19 2010-04-11. Author is listed
  6. NEP-IFN: International Finance (1) 2004-06-02
  7. NEP-MAC: Macroeconomics (16) 2004-04-25 2005-02-20 2005-02-20 2005-03-13 2006-03-05 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2006-12-16 2007-09-30 2008-09-29 2009-11-07 2009-11-07 2009-11-07 2010-04-11. Author is listed
  8. NEP-MON: Monetary Economics (2) 2007-09-30 2008-09-29
  9. NEP-SEA: South East Asia (1) 2006-12-16

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