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Forecast uncertainties in macroeconomic modeling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838

Persistent link: https://www.econbiz.de/10001971275

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10001539419

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

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - 2021

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10013321125

Real-time representations of the output gap

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - In: The review of economics and statistics 90 (2008) 4, pp. 792-804

Persistent link: https://www.econbiz.de/10003772096

Real time representation of the UK output gap in the presence of model uncertainty

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - In: International journal of forecasting 25 (2009) 1, pp. 81-102

Persistent link: https://www.econbiz.de/10003833271

Real-time probability forecasts of UK macroeconomic events

Garratt, Anthony; Lee, Kevin C.; Vahey, Shaun P. - In: National Institute economic review 203 (2008), pp. 78-90

Persistent link: https://www.econbiz.de/10003625185

Investing under model uncertainty : decision based evaluation of exchange rate and interest rate forecasts in the US, UK and Japan

Garratt, Anthony (contributor); Lee, Kevin C. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003392031

Real time representation of the UK output gap in the presence of trend uncertainty

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - 2006

Persistent link: https://www.econbiz.de/10003392035

Real time representations of the output gap

Garratt, Anthony; Lee, Kevin C.; Mise, Emi; Shields, … - 2005

Persistent link: https://www.econbiz.de/10003393026

Investing under model uncertainty : decision based evaluation of exchange rate forecasts in the US, UK and Japan

Garratt, Anthony; Lee, Kevin C. - In: Journal of international money and finance 29 (2010) 3, pp. 403-422

Persistent link: https://www.econbiz.de/10003947707

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