Anthony Garratt

University of Warwick

West Midlands, CV4 7AL

United Kingdom

SCHOLARLY PAPERS

9

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SSRN CITATIONS
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23

CROSSREF CITATIONS

26

Scholarly Papers (9)

1.
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Currency Anomalies

Number of pages: 80 Posted: 26 Apr 2018 Last Revised: 20 Jul 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 681 (46,408)

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Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

31st Australasian Finance and Banking Conference 2018
Number of pages: 80 Posted: 30 Jul 2018 Last Revised: 20 Jul 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 113 (297,764)
Citation 1

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Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

Number of pages: 80 Posted: 01 Aug 2018 Last Revised: 20 Jul 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 53 (464,557)

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Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

Number of pages: 80 Posted: 13 Aug 2018 Last Revised: 20 Jul 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 50 (476,929)

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Exchange rates, predictors, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs, IPCA, instrumented principal components analysis, principal components

Currency Anomalies

CEPR Discussion Paper No. DP15653
Number of pages: 82 Posted: 11 Feb 2021 Last Revised: 14 May 2021
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
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2.

Exchange Rates and Prices: Sources of Sterling Real Exchange Rate Fluctuations, 1973-94

Bank of England Working Paper No. 85
Number of pages: 56 Posted: 27 Jan 1999
Mark S. Astley and Anthony Garratt
Bank of England - Monetary Analysis and University of Warwick
Downloads 224 (167,687)
Citation 4

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3.

Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy

Number of pages: 53 Posted: 28 Mar 2001
University of Warwick, University of Leicester - Department of Economics, University of Southern California - Department of Economics and Independent
Downloads 150 (239,017)
Citation 2

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Probability forecasting, long run structural VARs, macroeconome-tric modelling, probability forecasts of inflation, interest rates, output growth

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 34 (541,836)
Citation 6

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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 33 (547,157)
Citation 7

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

6.

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 18 (642,167)
Citation 7

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Real oil price forecasting, Brent crude oil, Forecast combination

7.

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 15 (663,657)
Citation 1

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forecast density combination, Smirnov transform, inflation

8.

Measuring Output Gap Uncertainty

CEPR Discussion Paper No. DP7742
Number of pages: 27 Posted: 17 Mar 2010
Anthony Garratt and James Mitchell
University of Warwick and National Institute of Economic and Social Research (NIESR)
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Density combination, Ensemble Forecasting, Output gap uncertainty, VAR models

9.

The Role of Uncertainty, Sentiment and Cross‐Country Interactions in G7 Output Dynamics

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 51, Issue 2, pp. 391-418, 2018
Number of pages: 28 Posted: 07 May 2018
Anthony Garratt, Kevin Lee and Kalvinder Shields
University of Warwick, University of Nottingham and University of Melbourne - Department of Economics
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Citation 4
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