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

257

SSRN CITATIONS
Rank 40,094

SSRN RANKINGS

Top 40,094

in Total Papers Citations

8

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 90 (292,272)

Abstract:

Loading...

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 Bozen-Bolzano - Faculty of Economics and Management and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 33 (478,510)
Citation 2

Abstract:

Loading...

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 Bozen-Bolzano - Faculty of Economics and Management and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 24 (529,771)
Citation 4

Abstract:

Loading...

Ensemble forecasting, disaggregates

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 20 (555,790)

Abstract:

Loading...

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 15 (589,539)

Abstract:

Loading...

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

4.

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 (466,962)
Citation 3

Abstract:

Loading...

Density Combination, Ensemble Forecasting, Phillips Curve

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 (476,424)
Citation 2

Abstract:

Loading...

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 (593,488)
Citation 1

Abstract:

Loading...