Similar Search Results - EconBiz

A long run structural macroeconometric model of the UK

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: The economic journal : the journal of the Royal … 113 (2003), pp. 412-455

Persistent link: https://www.econbiz.de/10001761584

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

Global and national macroeconometric modelling : a long-run structural approach

Garratt, Anthony - 2006 - 1. publ.

Persistent link: https://www.econbiz.de/10003304640

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

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

Testing for the existence of a long-run relationship

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1996

Persistent link: https://www.econbiz.de/10000950693

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