Professor Anthony Garratt
Anthony is currently Professor of Economic Modelling and Forecasting at Warwick Business School, University of Warwick.
Anthony’s research interests lie in the broad areas of empirical macroeconomics and econometric modelling, with a focus on point and density forecasting, model uncertainty and combination, the use of real-time data, long-run structural VECM’s and exchange rates. Much of this work is applied to monetary policy questions, has been funded by the ESRC and supported by the Bank of England and is published widely in leading academic journals such as the Journal of Business and Economics Statistics, Journal of Applied Econometrics, Economic Journal, Review of Economics and Statistics and the International Journal of Forecasting.
Prior to Anthony’s current role, he held positions as Professor in Economics at Birkbeck College, University of London, Senior Lecturer, Dept. of Economics, University of Leicester, a Senior Research Officer, Department of Applied Economics, University of Cambridge and College Lecturer in Economics, Trinity College, University of Cambridge. He has also worked at the Bank of England and as a Research Fellow at London Business School.
- Garratt, A., Lee, K. and Shields, K. K. (2017) “The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics“, Canadian Journal of Economics
- Garratt, A., Lee, K. and Shields, K. K. (2016) “Forecasting global recessions in a GVAR model of actual and expected output“, International Journal of Forecasting, 32, 2, 374-390
- Garratt, A., Lee, K. and Shields, K. K. (2016) “Information rigidities and the news-adjusted output gap“, Journal of Economic Dynamics and Control, 70, 1-17
- Garratt, A., Mitchell, J. and Vahey, S. P. (2014) “Measuring output gap nowcast uncertainty“, International Journal of Forecasting, Volume 30, Number 2, 268-279
- Garratt, A. and Mise, E. (2014) “Forecasting exchange rates using panel model and model averaging“, Economic Modelling, Volume 37, 32-40
- Garratt, A., Mitchell, J., Vahey, S. P. and Wakerly, E. C. (2011) “Real-time inflation forecast densities from ensemble Phillips curves“, The North American Journal of Economics and Finance, Volume 22, Number 1, 77-87
- Garratt, A. and Lee, K. (2010) “Investing under model uncertainty : decision based evaluation of exchange rate forecasts in the US, UK and Japan“, Journal of International Money and Finance, Volume 29, Number 3, 403-422
- Garratt, A., Koop, G., Mise, E. and Vahey, S. P. (2009) “Real-time prediction with U.K. monetary aggregates in the presence of model uncertainty“, Journal of Business & Economic Statistics , Volume 27, Number 4, 480-491
- Garratt, A., Lee, K., Mise, E. and Shields, K. K. (2009) “Real time representation of the UK output gap in the presence of model uncertainty“, International Journal of Forecasting, Volume 25, Number 1, 81-102
- Garratt, A., Koop, G. and Vahey, S. P. (2008) “Forecasting substantial data revisions in the presence of model uncertainty“, The Economic Journal, Volume 118, Number 530, 1128-1144
- Garratt, A., Lee, K., Mise, E. and Shields, K. K. (2008) “Real-time representations of the output gap“, Review of Economics and Statistics, Volume 90, Number 4, 792-804