Shaun P. Vahey

Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)

ANU College of Business and Economics

Canberra, Australian Capital Territory 0200

Australia

SCHOLARLY PAPERS

6

DOWNLOADS

251

SSRN CITATIONS
Rank 40,025

SSRN RANKINGS

Top 40,025

in Total Papers Citations

7

CROSSREF CITATIONS

6

Scholarly Papers (6)

1.

Moving Towards Probability Forecasting

BIS Paper No. 70b
Number of pages: 6 Posted: 14 Apr 2013
Shaun P. Vahey and Liz Wakerly
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 88 (287,722)

Abstract:

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probability forecasting

Forecast Densities for Economic Aggregates from Disaggregate Ensembles

Norges Bank Working Paper 2010/02
Number of pages: 32 Posted: 10 May 2010
Francesco Ravazzolo and Shaun P. Vahey
Free University of Bolzano and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 33 (464,490)
Citation 2

Abstract:

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Ensemble forecasting, disaggregates

Forecast Densities for Economic Aggregates from Disaggregate Ensembles

CAMA Working Paper No. 10/2010
Posted: 31 Aug 2010
Francesco Ravazzolo and Shaun P. Vahey
Free University of Bolzano and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 23 (520,526)
Citation 4

Abstract:

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Ensemble forecasting, disaggregates

3.

Real-Time Inflation Forecast Densities from Ensemble Phillips Curves

CAMA Working Paper Series 34/2010
Number of pages: 20 Posted: 07 Dec 2010 Last Revised: 22 Dec 2010
University of Warwick, National Institute of Economic and Social Research (NIESR), Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) and University of East Anglia (UEA) - School of Economic and Social Studies
Downloads 33 (453,404)
Citation 3

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Density Combination, Ensemble Forecasting, Phillips Curve

UK World War I and Interwar Data for Business Cycle and Growth Analysis

FRB of Philadelphia Working Paper No. 11-10
Number of pages: 38 Posted: 24 Feb 2011
James M. Nason and Shaun P. Vahey
North Carolina State University - Department of Economics and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 18 (552,834)

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Hours worked, Average tax rates, Growth accounting, Bayesian model averaging

UK World War I and Interwar Data for Business Cycle and Growth Analysis

CAMA Working Paper Series 2/2011
Number of pages: 38 Posted: 14 Feb 2011
James M. Nason and Shaun P. Vahey
North Carolina State University - Department of Economics and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 14 (579,253)

Abstract:

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Hours Worked, Average Tax Rates, Growth Accounting, Bayesian Model Averaging

5.

Measuring Output Gap Nowcast Uncertainty

CAMA Working Paper No. 16/2011
Number of pages: 24 Posted: 24 Jun 2011
Shaun P. Vahey, James Mitchell and Anthony Garratt
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA), National Institute of Economic and Social Research (NIESR) and University of Warwick
Downloads 31 (462,507)
Citation 2

Abstract:

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Output Gap Uncertainty, Ensemble Forecasting, Linear Opinion Pools, VAR Models

6.

Probabilistic Interest Rate Setting with a Shadow Board: A Description of the Pilot Project

Centre for Applied Macroeconomics (CAMA) Working Paper No. 27/2011
Number of pages: 12 Posted: 09 Aug 2011
Timo Henckel, Shaun P. Vahey and Liz Wakerly
Australian National University (Centre for Applied Macroeconomic Analysis), Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 11 (575,958)

Abstract:

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