Articles

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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)
 

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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)
 

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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)
 

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

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

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The McKenna Rule and UK World War I Finance (with James M. Nason), American Economic Review (PandP) (2007)
 

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UK Real-time Macro Data Characteristics (with Anthony Garratt), Economic Journal (2006)
 

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Debt and Budget Surpluses with a Tax Habit and Balanced Budget Hawks (with Elena Loukoianova), Public Finance and Management (2006)
 

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The Cost Effectiveness of the UK’s Sovereign Debt Portfolio (with Patrick Coe and Hashem Pesaran), Oxford Bulletin of Economics and Statistics (2005)
 

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Signalling Ability to Pay and Rent Sharing Dynamics, Journal of Economic Dynamics and Control (2004)
 

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Keep It Real! A Real-time UK Macro Dataset (with Don Egginton and Andreas Pick), Economics Letters (2002)
 

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The Great Canadian Training Robbery, Economics of Education Review (2000)
 

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Measuring Core Inflation (with Danny Quah), Economic Journal (1995)
 

Unpublished Papers

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

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

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

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

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