Anthony Garratt 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.
Teaching in 2015-2016
IB9FA0: The Economics of Overseas Business Investment
Finance PHD [Full Time]
IB9CN0: Econometrics 2
IB91T0: Economics for Management and Business
Previously, Professor in Economics at Birkbeck College, University of London, Senior Lecturer, Dept of Economics, Univ of Leicester, a Senior Research Officer, Department of Applied Economics, Univ of Cambridge and College Lecturer in Economics, Trinity College, Univ of Cambridge. Before Cambridge he worked at the Bank of England as a Manager, in Monetary Analysis and prior to this was a Research Fellow at the Centre for Economic Forecasting, London Business School .
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 , 374-390
Garratt, A., Mitchell, J. and Vahey, S. P. (2014)
"Measuring output gap nowcast uncertainty"
, International Journal of Forecasting , Volume 30 , 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 , 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 , 403-422
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 , 81-102
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 , 480-491
Garratt, A., Koop, G. and Vahey, S. P. (2008)
"Forecasting substantial data revisions in the presence of model uncertainty"
, The Economic Journal , Volume 118 , 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 , 792-804