Research

 
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Real-time Forecast Combinations for the Oil Price, joint with A. Garratt and Y. Zhang. Journal of Applied Econometrics, April-May 2019

 

Asymmetric Density Forecasting of U.S. Macroeconomic Variables using a Gaussian Copula Model of Cross-Sectional and Serial Dependence”, with M. Smith, Journal of Business and Economic Statistics, July 2016

 

“Forecast Densities for Economic Aggregates from Disaggregate Ensembles”, with F. Ravazzolo, Studies in Nonlinear Dynamics and Econometrics, September 2014

 

“Measuring Output Gap Nowcast Uncertainty”, with A. Garratt and J. Mitchell, International Journal of Forecasting, April–June 2014

 

“UK World War I and Interwar Data for Business Cycle and Growth Analysis”, with J.M. Nason, Cliometrica, January 2012

 

“Combining VAR and DSGE Forecast Densities”, with I.W. Bache, A.S. Jore and J. Mitchell, Journal of Economic Dynamics and Control, October 2011

 

“Real-time Inflation Forecast Densities from Ensemble Phillips Curves” with A. Garratt, J. Mitchell, and E. Wakerly, North American Journal of Economics and Finance, January 2011

 

“Combining Forecast Densities from VARS with Uncertain Instabilities”, with A.S. Jore and J. Mitchell, Journal of Applied Econometrics, February 2010

 

“RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence” with O. Karagedlikli, T. Matheson and C. Smith, Journal of Economic Surveys, February 2010

 

“Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty”, with A. Garratt, E. Mise and G. Koop, Journal of Business and Economic Statistics, October 2009

 

“Real-time Probability Forecasts of UK Macroeconomic Events”, with A. Garratt and K. Lee, National Institute Economic Review, January 2008

 

“Forecasting Substantial Data Revisions in the Presence of Model Uncertainty” with A. Garratt and G. Koop, Economic Journal, July 2008

 

“The McKenna Rule and UK World War I Finance”, with J.M. Nason, American Economic Review, Papers and Proceedings, May 2007

 

“UK Real-time Macro Data Characteristics”, with A. Garratt, Economic Journal, February 2006

 

“Debt and Budget Surpluses with a Tax Habit and Balanced Budget Hawks”, with E. Loukoianova, Public Finance and Management, March 2006

 

“The Cost Effectiveness of the UK’s Sovereign Debt Portfolio”, with P. Coe and M.H. Pesaran, Oxford Bulletin of Economics and Statistics, August 2005

 

“Signalling Ability to Pay and Rent Sharing Dynamics”, Journal of Economic Dynamics and Control, October 2004

 

“‘Keep it Real’: A Real-time UK Macro Data Set”, with A. Pick and D.M. Egginton, Economics Letters, September 2002

 

“The Great Canadian Training Robbery: Evidence on the Returns to Educational Mismatch”, Economics of Education Review, April 2000

 

“Measuring Core Inflation”, with D.T. Quah, Economic Journal, September 1995

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