A Long run structural macroeconometric model of the UK

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Forecast Uncertainties in Macroeconomic Modeling (2003, methodology): “(The computational details are given in an appendix of Garratt et al. 2003b.) To allow for the effect of model uncertainty, we used the BMA formulae, (11) and (14), with the weights, wiT ; set according to the following three schemes: Akaike, Schwarz, and equal weights (wiT D 1=14).”
An Empirical Growth Model for Major Oil Exporters (2012, unknown): “3 in Garratt et al. (2006). The nature of the restrictions on a1 depends on the rank of x.”
LONG-RUN STRUCTURAL MODELLING (2002, unknown): “It is important, however, to note that for the rank condition to be 9See, for example, the theory restrictions on the five long-run relations in Garratt et al. (2001). satisfied the r2 exact identifying restrictions must be distributed across the r different cointegrating vectrors such that there…”
Oil Exports and the Iranian Economy (2013, unknown): “Our modelling strategy closely follows Garratt et al. (2003, 2006) and estimate a coin-tegrating VARX* model with x t = ( y t ; mp t ; t ; e t p t ) 0 as the endogenous variables, and x (cid”
Macroeconometric Modelling with a Global Perspective (2006, methodology): “This would be consistent with the view advanced in Garratt et al. (2003a) that theory is likely to provide more information about long-run relations than about the short-run dynamics.”