Faculty staff profile

Shaun Vahey began his career as Research Economist at the Bank of England. He went on to become College Lecturer at Christ's College (University of Cambridge) and subsequently Senior Research Adviser at the Reserve Bank of New Zealand. He has held visiting positions at the University of British Columbia, Claremont McKenna College and Norges Bank.

Within the area of macroeconomics, Shaun's research interests include model and data uncertainty, fiscal rules and monetary policy.

Recent publications and working papers

• Real-time Inflation Forecast Densities from Ensemble Phillips Curves
• Measuring Core Inflation in Australia with Disaggregate Ensembles
• Measuring Output Gap Uncertainty
• UK World War I and Interwar Data for Business Cycle and Growth Analysis
• Macro Modelling with Many Models
• The Great Canadian Training Robbery
• Measuring Core Inflation
• Keep It Real! A Real-time UK Macro Dataset
• Signalling Ability to Pay and Rent Sharing Dynamics
• The Cost Effectiveness of the UK's Sovereign Debt Portfolio
• View all Shaun 's working papers & publications