PFC

Asymmetric Density Forecasting of US Macro Variables Using a Gaussian Copula Model of Cross-sectional and Serial Dependence (by Michael Smith and Shaun P. Vahey), June 2013. 

Forecast Densities for Economic Aggregates from Disaggregate Ensembles (by Francesco Ravazzolo and Shaun P. Vahey), Studies in Nonlinear Dynamics and Econometrics, 

September 2014.

Probabilistic Prediction of the US Great Recession with Historical Experts (by Patrick J. Coe and Shaun P. Vahey), April 2014.

Measuring Output Gap Nowcast Uncertainty (by Anthony Garratt, James Mitchell and Shaun P. Vahey), International Journal of Forecasting, forthcoming.

The World is Not Enough! Small Open Economies and Regional Dependence (by Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud), Scandinavian Journal of Economics, forthcoming.

What Drives Oil Prices? Emerging versus Developed Economies (by Knut Are Aastveit, Hilde C. Bjørnland and Leif Anders Thorsrud), Journal of Applied Econometrics, forthcoming.

Nowcasting GDP in Real Time: A Density Combination Approach (by Knut Are Aastveit, Karsten R. Gerdrup, Anne Sofie Jore and Leif Anders Thorsrud) Journal of Business and Economic Statistics, January 2014.

​

​