Anthony Garratt
Personal Details
First Name: | Anthony |
Middle Name: | |
Last Name: | Garratt |
Suffix: | |
RePEc Short-ID: | pga443 |
| |
http://www.ems.bbk.ac.uk/faculty/garratt/index_html | |
Affiliation
Department of Economics, Mathematics and Statistics
Birkbeck College
London, United Kingdomhttp://www.ems.bbk.ac.uk/
RePEc:edi:debbkuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2009.
"Measuring the Natural Output Gap using Actual and Expected Output Data,"
Birkbeck Working Papers in Economics and Finance
0911, Birkbeck, Department of Economics, Mathematics & Statistics.
- Kevin Lee & Anthony Garratt & Kalvinder Shields, 2009. "Measuring the Natural Output Gap using Actual and Expected Output Data," Discussion Papers in Economics 09/21, Division of Economics, School of Business, University of Leicester.
- Kevin Lee & Anthony Garratt & Kalvinder Shields, 2010. "Measuring the Natural Output Gap Using Actual and Expected Output Data," Discussion Papers 10/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009.
"Measuring output gap uncertainty,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/15, Reserve Bank of New Zealand.
- Garratt, Anthony & Vahey, Shaun & Mitchell, James, 2010. "Measuring Output Gap Uncertainty," CEPR Discussion Papers 7742, C.E.P.R. Discussion Papers.
- Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
- Dr. James Mitchell, 2009. "Measuring Output Gap Uncertainty," National Institute of Economic and Social Research (NIESR) Discussion Papers 342, National Institute of Economic and Social Research.
- Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009.
"Real-time Inflation Forecast Densities from Ensemble Phillips Curves,"
Birkbeck Working Papers in Economics and Finance
0910, Birkbeck, Department of Economics, Mathematics & Statistics.
- Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011. "Real-time inflation forecast densities from ensemble Phillips curves," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 77-87, January.
- Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2010. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," CAMA Working Papers 2010-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007.
"Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty,"
Birkbeck Working Papers in Economics and Finance
0714, Birkbeck, Department of Economics, Mathematics & Statistics.
- Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006.
"Forecasting Substantial Data Revisions in the Presence of Model Uncertainty,"
Reserve Bank of New Zealand Discussion Paper Series
DP2006/02, Reserve Bank of New Zealand.
- Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance 0618, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006.
"Real Time Representations of the Output Gap,"
Birkbeck Working Papers in Economics and Finance
0619, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2008. "Real-Time Representations of the Output Gap," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 792-804, November.
- Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt, 2005. "Real time Representations of the Output Gap," Money Macro and Finance (MMF) Research Group Conference 2005 26, Money Macro and Finance Research Group.
- Anthony Garratt & Kevin Lee, 2006. "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance 0616, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Shaun P Vahey, 2005.
"UK Real-Time Macro Data Characteristics,"
Birkbeck Working Papers in Economics and Finance
0502, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Shaun P Vahey, 2006. "UK Real-Time Macro Data Characteristics," Economic Journal, Royal Economic Society, vol. 116(509), pages 119-135, February.
- Shaun Vahey & Tony Garratt, 2005. "UK Real-time Macro Data Characteristics," Computing in Economics and Finance 2005 253, Society for Computational Economics.
- Kevin Lee & Anthony Garratt, 2005. "Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts," Computing in Economics and Finance 2005 259, Society for Computational Economics.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2005.
"Permanent vs Transitory Components and Economic Fundamentals,"
Birkbeck Working Papers in Economics and Finance
0501, Birkbeck, Department of Economics, Mathematics & Statistics.
- Donald Robertson & Anthony Garratt & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542, May.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2004. "Inside the black box: permanent vs transitory components and economic fundamentals," Money Macro and Finance (MMF) Research Group Conference 2003 35, Money Macro and Finance Research Group.
- Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002.
"Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy,"
Royal Economic Society Annual Conference 2002
82, Royal Economic Society.
- Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics 0004, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series 345, CESifo.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001.
"A long run structural macroeconometric model of the UK,"
Edinburgh School of Economics Discussion Paper Series
35, Edinburgh School of Economics, University of Edinburgh.
- Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, April.
- Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
- Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001.
"Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy,"
Edinburgh School of Economics Discussion Paper Series
64, Edinburgh School of Economics, University of Edinburgh.
- Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
- Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000. "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics 00/4, Division of Economics, School of Business, University of Leicester.
- Anthony Garratt & Kevin Lee & Yongcheol Shin, 1999. "A long run structural macroeconometric model of the UK (first version)," Edinburgh School of Economics Discussion Paper Series 17, Edinburgh School of Economics, University of Edinburgh.
- Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 1998.
"An Empirical Reassessment of Target-zone Nonlinearities,"
Cambridge Working Papers in Economics
9825, Faculty of Economics, University of Cambridge.
- Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 2001. "An empirical reassessment of target-zone nonlinearities," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 533-548, August.
- Mark S Astley & Anthony Garratt, 1998.
"Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94,"
Bank of England working papers
85, Bank of England.
- Mark S. Astley & Anthony Garratt, 2000. "Exchange Rates and Prices: Sources of Sterling Real Exchange Rate Fluctuations 1973–94," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 491-509, September.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998.
"A structural cointegrating VAR approach to macroeconometric modelling,"
Edinburgh School of Economics Discussion Paper Series
8, Edinburgh School of Economics, University of Edinburgh.
- Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998. "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics 9823, Faculty of Economics, University of Cambridge.
Articles
- Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder, 2009. "Real time representation of the UK output gap in the presence of model uncertainty," International Journal of Forecasting, Elsevier, vol. 25(1), pages 81-102.
- Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009.
"Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2008.
"Real-Time Representations of the Output Gap,"
The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 792-804, November.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representations of the Output Gap," Birkbeck Working Papers in Economics and Finance 0619, Birkbeck, Department of Economics, Mathematics & Statistics.
- Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt, 2005. "Real time Representations of the Output Gap," Money Macro and Finance (MMF) Research Group Conference 2005 26, Money Macro and Finance Research Group.
- Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008.
"Forecasting Substantial Data Revisions in the Presence of Model Uncertainty,"
Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, July.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
- Donald Robertson & Anthony Garratt & Stephen Wright, 2006.
"Permanent vs transitory components and economic fundamentals,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542, May.
- Anthony Garratt & Donald Robertson & Stephen Wright, 2005. "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance 0501, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Shaun P Vahey, 2006.
"UK Real-Time Macro Data Characteristics,"
Economic Journal, Royal Economic Society, vol. 116(509), pages 119-135, February.
- Anthony Garratt & Shaun P Vahey, 2005. "UK Real-Time Macro Data Characteristics," Birkbeck Working Papers in Economics and Finance 0502, Birkbeck, Department of Economics, Mathematics & Statistics.
- Shaun Vahey & Tony Garratt, 2005. "UK Real-time Macro Data Characteristics," Computing in Economics and Finance 2005 253, Society for Computational Economics.
- Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003.
"A Long run structural macroeconometric model of the UK,"
Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, April.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "A long run structural macroeconometric model of the UK," Edinburgh School of Economics Discussion Paper Series 35, Edinburgh School of Economics, University of Edinburgh.
- Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
- Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003.
"Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy,"
Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
- Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," Edinburgh School of Economics Discussion Paper Series 64, Edinburgh School of Economics, University of Edinburgh.
- Anthony Garratt, 2001. "Applied macroeconometrics, Carlo A. Favero, Oxford University Press, Oxford, 2001, ISBN 0-19-877583-0 (hardback), pp. xi + 282, £40.00," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 647-652.
- Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 2001.
"An empirical reassessment of target-zone nonlinearities,"
Journal of International Money and Finance, Elsevier, vol. 20(4), pages 533-548, August.
- Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 1998. "An Empirical Reassessment of Target-zone Nonlinearities," Cambridge Working Papers in Economics 9825, Faculty of Economics, University of Cambridge.
- Mark S. Astley & Anthony Garratt, 2000.
"Exchange Rates and Prices: Sources of Sterling Real Exchange Rate Fluctuations 1973–94,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 491-509, September.
- Mark S Astley & Anthony Garratt, 1998. "Exchange rates and prices: sources of sterling real exchange rate fluctuations 1973-94," Bank of England working papers 85, Bank of England.
- Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.
- Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October.
- Christodoulakis, Nicos & Garratt, Anthony & Currie, David, 1996. "Target zones and alternative proposals for G3 policy coordination: An empirical evaluation using GEM," Journal of Macroeconomics, Elsevier, vol. 18(1), pages 49-68.
- Garratt, Anthony & Hall, Stephen G, 1996. "Measuring Underlying Economic Activity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 135-151, March-Apr.
- Hall, S. G. & Garratt, A., 1995. "Model consistent learning and regime switching in the London Business School model," Economic Modelling, Elsevier, vol. 12(2), pages 87-95, April.
More information
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This author is among the top 5% authors according to these criteria:Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (15) 2004-04-25 2005-02-20 2005-02-20 2005-03-13 2006-03-05 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2006-12-16 2007-09-30 2008-09-29 2009-11-07 2009-11-07 2009-11-07. Author is listed
- NEP-ECM: Econometrics (12) 2000-10-05 2004-04-18 2004-06-09 2005-03-13 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2007-09-30 2008-09-29 2009-11-07 2009-12-19. Author is listed
- NEP-ETS: Econometric Time Series (11) 2000-10-05 2002-07-08 2004-06-02 2005-02-20 2005-02-20 2005-03-13 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2007-09-30. Author is listed
- NEP-CBA: Central Banking (10) 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2007-09-30 2008-09-29 2009-11-07 2009-11-07 2009-11-07 2009-12-19. Author is listed
- NEP-FOR: Forecasting (10) 2006-04-08 2006-12-16 2006-12-16 2006-12-16 2006-12-16 2007-09-30 2008-09-29 2009-11-07 2009-11-07 2009-12-19. Author is listed
- NEP-EEC: European Economics (2) 2004-06-02 2007-09-30
- NEP-MON: Monetary Economics (2) 2007-09-30 2008-09-29
- NEP-IFN: International Finance (1) 2004-06-02
- NEP-SEA: South East Asia (1) 2006-12-16
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