Associate Professor at Melbourne Business School from January 2008. Shaun’s previous
affiliations include the Reserve Bank of New Zealand, University of Cambridge and the
Bank of England. He has held visiting positions at Norges Bank, University of British
Columbia and Claremont McKenna College. Shaun earned his PhD from the University of
British Columbia in 1995.

Published Work

Link

Combining Forecast Densities from VARS with Uncertain Instabilities (with Anne Sofie Jore and James Mitchell), working paper version, subsequently revised and forthcoming Journal of Applied Econometrics (2009)

Link

RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence (with Ozer Karagedikli, Troy Matheson, and Christie Smith), working paper version, subsequently revised and forthcoming Journal of Economic Surveys (2009)

Link

Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (with Anthony Garratt, Emi Mise, and Gary Koop), working paper version, subsequently revised in Journal of Business and Economic Statistics (2009)

Link

Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (with Anthony Garratt and Gary Koop), Economic Journal (2008)

Link

Real-time Probability Forecasts of UK Macreconomic Events (with Anthony Garratt and Kevin Lee), National Institute Economic Review (2008)

Work in Progress

Link

Macro Modelling with Many Models (with Ida Wolden Bache, James Mitchell, and Francesco Ravazzolo), Norges Bank Working Paper 2009/15 (2009)

Link

Measuring Core Inflation in Australia with Disaggregate Ensembles (with Francesco Ravazzolo), RBA 2009 Conference Volume (2009)

Link

Measuring Output Gap Uncertainty (with Anthony Garratt and James Mitchell) (2009)

Link

Real-time Inflation Forecast Densities from Ensemble Phillips Curves (with Anthony Garratt, James Mitchell, and Elizabeth Wakerly) (2009)

Link

Selected Works of Shaun Vahey

Shaun Vahey

Melbourne Business School

Expertise

Links

Published Work

Combining Forecast Densities from VARS with Uncertain Instabilities (with Anne Sofie Jore and James Mitchell), working paper version, subsequently revised and forthcoming Journal of Applied Econometrics (2009)

RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence (with Ozer Karagedikli, Troy Matheson, and Christie Smith), working paper version, subsequently revised and forthcoming Journal of Economic Surveys (2009)

Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (with Anthony Garratt, Emi Mise, and Gary Koop), working paper version, subsequently revised in Journal of Business and Economic Statistics (2009)

Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (with Anthony Garratt and Gary Koop), Economic Journal (2008)

Real-time Probability Forecasts of UK Macreconomic Events (with Anthony Garratt and Kevin Lee), National Institute Economic Review (2008)

Work in Progress

Macro Modelling with Many Models (with Ida Wolden Bache, James Mitchell, and Francesco Ravazzolo), Norges Bank Working Paper 2009/15 (2009)

Measuring Core Inflation in Australia with Disaggregate Ensembles (with Francesco Ravazzolo), RBA 2009 Conference Volume (2009)

Measuring Output Gap Uncertainty (with Anthony Garratt and James Mitchell) (2009)

Real-time Inflation Forecast Densities from Ensemble Phillips Curves (with Anthony Garratt, James Mitchell, and Elizabeth Wakerly) (2009)

UK World War I and Interwar Data for Business Cycle and Growth Analysis (with James M. Nason), FRB Atlanta Working Paper 2009-18 (2009)