| Publication | Date of Publication | Type |
|---|
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification
Journal of Business and Economic Statistics | 2026-04-17 | Paper |
Predictive density combination using Bayesian machine learning
International Economic Review | 2025-10-14 | Paper |
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
UK regional nowcasting using a mixed frequency vector auto-regressive model with entropic tilting
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-22 | Paper |
Time Varying Dimension Models
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
A New Model of Trend Inflation
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
On Identification of Bayesian DSGE Models
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-20 | Paper |
Forecasting the European carbon market
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-06 | Paper |
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Studies in Nonlinear Dynamics & Econometrics | 2024-11-28 | Paper |
Large Order-Invariant Bayesian VARs with Stochastic Volatility
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
Forecasting U.S. inflation using Bayesian nonparametric models
The Annals of Applied Statistics | 2024-04-15 | Paper |
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
International Economic Review | 2023-11-16 | Paper |
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
International Economic Review | 2023-11-16 | Paper |
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
International Economic Review | 2023-11-16 | Paper |
Estimating the ordering of variables in a VAR using a Plackett-Luce prior
Economics Letters | 2023-09-12 | Paper |
Large stochastic volatility in mean VARs
Journal of Econometrics | 2023-08-18 | Paper |
Choosing between identification schemes in noisy-news models
Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
Regime-switching cointegration
Studies in Nonlinear Dynamics & Econometrics | 2023-03-07 | Paper |
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Journal of Econometrics | 2022-12-14 | Paper |
Model switching and model averaging in time-varying parameter regression models
Advances in Econometrics | 2020-11-10 | Paper |
Computationally efficient inference in large Bayesian mixed frequency VARs
Economics Letters | 2020-07-07 | Paper |
Identifying noise shocks
Journal of Economic Dynamics and Control | 2020-01-31 | Paper |
| Bayesian Econometric Methods | 2019-07-18 | Paper |
Bayesian compressed vector autoregressions
Journal of Econometrics | 2019-04-30 | Paper |
Forecasting inflation using dynamic model averaging
International Economic Review | 2019-02-07 | Paper |
Modelling breaks and clusters in the steady states of macroeconomic variables
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Hierarchical shrinkage in time-varying parameter models
Journal of Forecasting | 2018-10-12 | Paper |
Bayesian model averaging in the instrumental variable regression model
Journal of Econometrics | 2017-05-12 | Paper |
Bayesian model averaging in the instrumental variable regression model
Journal of Econometrics | 2017-05-12 | Paper |
Bayesian inference in a time varying cointegration model
Journal of Econometrics | 2016-08-15 | Paper |
A flexible approach to parametric inference in nonlinear and time varying time series models
Journal of Econometrics | 2016-08-04 | Paper |
Large Bayesian VARMAs
Journal of Econometrics | 2016-05-10 | Paper |
Semiparametric Bayesian inference in smooth coefficient models
Journal of Econometrics | 2016-05-02 | Paper |
Alternative efficiency measures for multiple-output production
Journal of Econometrics | 2016-03-30 | Paper |
Comment on article by Wyse et al.
Bayesian Analysis | 2016-02-08 | Paper |
Large time-varying parameter VARs
Journal of Econometrics | 2014-06-06 | Paper |
The dynamics of UK and US inflation expectations
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Time varying VARs with inequality restrictions
Journal of Economic Dynamics and Control | 2011-06-22 | Paper |
Dynamic probabilities of restrictions in state space models: an application to the Phillips curve
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Bayesian multivariate time series methods for empirical macroeconomics
Foundations and Trends® in Econometrics | 2010-08-18 | Paper |
Bayesian inference in a cointegrating panel data model
Bayesian Econometrics | 2010-06-30 | Paper |
Parametric and nonparametric inference in equilibrium job search models
Bayesian Econometrics | 2010-06-30 | Paper |
Efficient posterior simulation for cointegrated models with priors on the cointegration space
Econometric Reviews | 2010-04-23 | Paper |
On the evolution of the monetary policy transmission mechanism
Journal of Economic Dynamics and Control | 2009-08-07 | Paper |
Bayesian multivariate time series methods for empirical macroeconomics
Foundations and Trends® in Econometrics | 2009-01-01 | Paper |
| scientific article; zbMATH DE number 5280145 (Why is no real title available?) | 2008-05-28 | Paper |
| Bayesian Econometric Methods | 2007-10-24 | Paper |
Estimation and Forecasting in Models with Multiple Breaks
Review of Economic Studies | 2007-08-20 | Paper |
Chapter 4 The Vector Floor and Ceiling Model
Nonlinear Time Series Analysis of Business Cycles | 2007-07-23 | Paper |
Modelling the Evolution of Distributions: An Application to Major League Baseball
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2006-11-20 | Paper |
Forecasting in dynamic factor models using Bayesian model averaging
Econometrics Journal | 2005-07-04 | Paper |
Bayesian variants of some classical semiparametric regression techniques
Journal of Econometrics | 2004-11-18 | Paper |
Multiple-Output Production With Undesirable Outputs
Journal of the American Statistical Association | 2004-06-10 | Paper |
Comparing the Performance of Baseball Players
Journal of the American Statistical Association | 2004-06-10 | Paper |
Measuring the health effects of air pollution: To what extent can we really say that people are dying from bad air?
Journal of Environmental Economics and Management | 2004-02-02 | Paper |
Are apparent findings of nonlinearity due to structural instability in economic time series?
The Econometrics Journal | 2002-02-19 | Paper |
Bayesian inference in models based on equilibrium search theory
Journal of Econometrics | 2002-01-24 | Paper |
A Bayesian analysis of multiple-output production frontiers
Journal of Econometrics | 2001-08-17 | Paper |
Testing for optimality in job search models
Econometrics Journal | 2001-01-01 | Paper |
Bayes factors and nonlinearity: Evidence from economic time series
Journal of Econometrics | 2000-06-14 | Paper |
Carbon dioxide emissions and economic growth: A structural approach
Journal of Applied Statistics | 2000-05-08 | Paper |
Posterior analysis of stochastic frontier models using Gibbs sampling
Computational Statistics | 2000-03-02 | Paper |
Incomplete models and reweighting
Econometric Reviews | 2000-02-13 | Paper |
| scientific article; zbMATH DE number 1944298 (Why is no real title available?) | 2000-01-01 | Paper |
Testing for integration using evolving trend and seasonals models: A Bayesian approach.
Journal of Econometrics | 2000-01-01 | Paper |
On the sensitivity of unit root inference to nonlinear data transformations
Economics Letters | 1998-08-13 | Paper |
Bayesian efficiency analysis through individual effects: Hospital cost frontiers
Journal of Econometrics | 1997-12-15 | Paper |
Bayesian analysis of long memory and persistence using ARFIMA models
Journal of Econometrics | 1997-11-04 | Paper |
| scientific article; zbMATH DE number 1051726 (Why is no real title available?) | 1997-08-25 | Paper |
Learning about the across-regime correlation in switching regression models
Journal of Econometrics | 1997-08-12 | Paper |
Impulse response analysis in nonlinear multivariate models
Journal of Econometrics | 1997-07-14 | Paper |
Parameter uncertainty and impulse response analysis
Journal of Econometrics | 1996-08-14 | Paper |
Bayesian long-run prediction in time series models
Journal of Econometrics | 1996-04-09 | Paper |
Stochastic frontier models. A Bayesian perspective
Journal of Econometrics | 1994-06-05 | Paper |
Bayesian analysis of logit models using natural conjugate priors
Journal of Econometrics | 1993-05-16 | Paper |
