Shaun P. Vahey

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

319

SSRN CITATIONS
Rank 45,302

SSRN RANKINGS

Top 45,302

in Total Papers Citations

11

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence

Number of pages: 56 Posted: 30 Mar 2015
Michael S. Smith and Shaun P. Vahey
University of Melbourne - Melbourne Business School and University of Warwick - Warwick Business School
Downloads 124 (339,597)
Citation 6

Abstract:

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Copula Multivariate Time Series Model, Gaussian Copula, Real-Time Density Forecasting, Survey of Professional Forecasters, Vine Copula

2.

Financial Conditions and the Risks to Economic Growth in the United States Since 1875

CAMA Working Paper No. 36/2020
Number of pages: 86 Posted: 23 Apr 2020
Patrick J. Coe and Shaun P. Vahey
Carleton University and University of Warwick - Warwick Business School
Downloads 47 (589,325)
Citation 1

Abstract:

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Probabilities of economic events, Vulnerable growth, Growth at risk, Great Depression

3.

Improved Methods for Combining Point Forecasts for An Asymmetrically Distributed Variable

CAMA Working Paper No. 15/2019
Number of pages: 75 Posted: 13 Feb 2019
Özer Karagedikli, Shaun P. Vahey and Liz Wakerly
South East Asian Central Banks (SEACEN) Research and Training Centre, University of Warwick - Warwick Business School and Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA)
Downloads 42 (616,122)
Citation 3

Abstract:

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Forecast combination, Copula modelling, Interest rates, Vulnerable economic growth

4.

Assessing the Economic Value of Probabilistic Forecasts in the Presence of an Inflation Target

CAMA Working Paper No. 40/2016
Number of pages: 45 Posted: 29 Jun 2016
Reserve Bank of New Zealand, University of Cardiff, University of Warwick - Warwick Business School and University of East Anglia (UEA) - School of Economic and Social Studies
Downloads 34 (663,569)

Abstract:

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Forecasting inflation, Inflation targeting, Cost-loss ratio, Forecast evaluation, Monetary policy

5.

Real-Time Forecast Combinations for the Oil Price

CAMA Working Paper No. 38/2018
Number of pages: 18 Posted: 07 Aug 2018
Anthony Garratt, Shaun P. Vahey and Yunyi Zhang
University of Warwick, University of Warwick - Warwick Business School and University of Warwick
Downloads 29 (697,796)
Citation 7

Abstract:

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Real oil price forecasting, Brent crude oil, Forecast combination

6.

Empirically-Transformed Linear Opinion Pools

CAMA Working Paper No. 47/2019
Number of pages: 46 Posted: 01 Jul 2019
Anthony Garratt, Timo Henckel and Shaun P. Vahey
University of Warwick, Australian National University (Centre for Applied Macroeconomic Analysis) and University of Warwick - Warwick Business School
Downloads 24 (735,711)
Citation 3

Abstract:

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forecast density combination, Smirnov transform, inflation

7.

Reassessing the Dependence Between Economic Growth and Financial Conditions Since 1973

CAMA Working Paper 30/2022
Number of pages: 18 Posted: 02 May 2022
Tony Chernis, Patrick J. Coe and Shaun P. Vahey
Bank of Canada, Carleton University and University of Warwick - Warwick Business School
Downloads 19 (777,144)

Abstract:

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Vulnerable Growth, Quantile Regression, Copula Modelling