Anthony Garratt

University of Warwick

West Midlands, CV4 7AL

United Kingdom

  • University of Warwick

SCHOLARLY PAPERS

9

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40

Scholarly Papers (9)

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1.

Currency Anomalies

Downloads 2,529 (11,845)
Citation 1

Currency Anomalies

Number of pages: 80 Posted: 26 Apr 2018 Last Revised: 04 Oct 2022
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 2,029 (16,567)

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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: 04 Oct 2022
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 260 (245,480)
Citation 1

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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: 04 Oct 2022
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 134 (449,731)

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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: 04 Oct 2022
Söhnke M. Bartram, Leslie Djuranovik and Anthony Garratt
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy and University of Warwick
Downloads 105 (544,531)

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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: 83 Posted: 11 Feb 2021 Last Revised: 27 May 2022
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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Analysts, Anomalies, arbitrage costs, IPCA, Market Efficiency, mispricing, predictors, principal components, Real-time

2.

Mispricing and Risk Premia in Currency Markets

Journal of Financial and Quantitative Analysis 2023, WBS Finance Group Research Paper
Number of pages: 76 Posted: 19 Dec 2023 Last Revised: 12 Apr 2024
Söhnke M. Bartram, Leslie Djuranovik, Anthony Garratt and Yan Xu
University of Warwick, Bank Indonesia - Department of Economic and Monetary Policy, University of Warwick and HKU, Faculty of Business and Economics
Downloads 482 (125,202)
Citation 6

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

3.

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 254 (252,953)
Citation 4

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4.

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

Number of pages: 53 Posted: 28 Mar 2001
Anthony Garratt, Kevin Lee, M. Hashem Pesaran and Yongcheol Shin
University of Warwick, University of Leicester - Department of Economics, University of Southern California - Department of Economics and Independent
Downloads 198 (321,322)
Citation 4

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

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 66 (711,317)
Citation 8

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

6.

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
Anthony Garratt, James Mitchell, Shaun P. Vahey and Elizabeth C. Wakerly
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 63 (728,406)
Citation 6

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Density Combination, Ensemble Forecasting, Phillips Curve

7.

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 57 (764,967)
Citation 7

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Real oil price forecasting, Brent crude oil, Forecast combination

8.

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 39 (902,657)
Citation 4

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forecast density combination, Smirnov transform, inflation

9.

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 6 (1,271,509)
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Density combination, Ensemble Forecasting, Output gap uncertainty, VAR models