Anthony Garratt

University of Warwick

West Midlands, CV4 7AL

United Kingdom

SCHOLARLY PAPERS

12

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6

CROSSREF CITATIONS

41

Scholarly Papers (12)

1.
Downloads 428 ( 67,589)

Currency Anomalies

Number of pages: 72 Posted: 26 Apr 2018 Last Revised: 14 Oct 2019
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 290 (104,834)

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Exchange Rates, Anomalies, Mispricing, Analysts, Market Efficiency, Real-Time, Point-In-Time

Currency Anomalies

31st Australasian Finance and Banking Conference 2018
Number of pages: 72 Posted: 30 Jul 2018 Last Revised: 14 Oct 2019
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 92 (284,084)

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Exchange rates, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs

Currency Anomalies

Number of pages: 72 Posted: 13 Aug 2018 Last Revised: 14 Oct 2019
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 25 (512,179)

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Exchange rates, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs

Currency Anomalies

Number of pages: 72 Posted: 01 Aug 2018 Last Revised: 14 Oct 2019
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
Warwick Business School - Department of Finance, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 21 (537,689)

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Exchange rates, anomalies, mispricing, analysts, market efficiency, real-time, point-in-time, arbitrage costs

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 213 (144,119)
Citation 4

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3.

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

CESifo Working Paper Series No. 345
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 142 (205,927)
Citation 1

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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 33 (456,978)
Citation 3

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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 31 (466,148)
Citation 2

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

6.

*Uk Real-Time Macro Data Characteristics

The Economic Journal, Vol. 116, pp. F119-F135, February 2006
Number of pages: 17 Posted: 08 May 2006
Anthony Garratt and Shaun P. Vahey
University of Warwick and Reserve Bank of New Zealand
Downloads 21 (520,148)
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7.

UK Real-Time Macro Data Characteristics

Economic Journal, Vol. 116, No. 509, pp. F119-F135, February 2006
Number of pages: 17 Posted: 15 Aug 2006
Anthony Garratt and Shaun P. Vahey
University of Warwick and Reserve Bank of New Zealand
Downloads 19 (531,967)
Citation 1
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8.

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 12 (574,208)

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Real oil price forecasting, Brent crude oil, Forecast combination

9.

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 5 (619,842)

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forecast density combination, Smirnov transform, inflation

10.

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)
Downloads 3 (634,809)
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Density combination, Ensemble Forecasting, Output gap uncertainty, VAR models

11.

Forecasting Substantial Data Revisions in the Presence of Model Uncertainty

The Economic Journal, Vol. 118, Issue 530, pp. 1128-1144, July 2008
Number of pages: 17 Posted: 18 Jun 2008
Anthony Garratt, Gary Koop and Shaun P. Vahey
University of Warwick, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and Reserve Bank of New Zealand
Downloads 3 (634,809)
Citation 1
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12.

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
Downloads 1 (656,658)
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