| Publication | Date of Publication | Type |
|---|
Priors from general equilibrium models for vars
International Economic Review | 2026-02-04 | Paper |
Real-Time Forecasting With a Mixed-Frequency VAR
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Sequential Monte Carlo with model tempering
Studies in Nonlinear Dynamics & Econometrics | 2024-11-28 | Paper |
Forecasting with a panel Tobit model
Quantitative Economics | 2023-11-16 | Paper |
SVARs with occasionally-binding constraints
Journal of Econometrics | 2022-12-14 | Paper |
Online estimation of DSGE models
Econometrics Journal | 2022-06-22 | Paper |
Forecasting With Dynamic Panel Data Models
Econometrica | 2021-06-07 | Paper |
Panel forecasts of country-level Covid-19 infections
Journal of Econometrics | 2021-02-04 | Paper |
Tempered particle filtering
Journal of Econometrics | 2019-04-30 | Paper |
Identifying long-run risks: a Bayesian mixed-frequency approach
Econometrica | 2019-03-13 | Paper |
Inference for VARs identified with sign restrictions
Quantitative Economics | 2019-02-20 | Paper |
Shrinkage estimation of high-dimensional factor models with structural instabilities
Review of Economic Studies | 2019-01-23 | Paper |
Macroeconomic dynamics near the ZLB: a tale of two countries
Review of Economic Studies | 2019-01-23 | Paper |
FINANCIAL ECONOMETRICS, by Christian Gourieroux and Joann Jasiak, Princeton University Press, 2001
Econometric Theory | 2018-12-14 | Paper |
On the comparison of interval forecasts
Journal of Time Series Analysis | 2018-11-16 | Paper |
Assessing DSGE model nonlinearities
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
Real-time forecast evaluation of DSGE models with stochastic volatility
Journal of Econometrics | 2017-11-07 | Paper |
Evaluating DSGE model forecasts of comovements
Journal of Econometrics | 2017-05-12 | Paper |
Evaluating DSGE model forecasts of comovements
Journal of Econometrics | 2017-05-12 | Paper |
Estimation with overidentifying inequality moment conditions
Journal of Econometrics | 2016-07-25 | Paper |
Dynamic prediction pools: an investigation of financial frictions and forecasting performance
Journal of Econometrics | 2016-05-10 | Paper |
VAR forecasting under misspecification
Journal of Econometrics | 2016-04-01 | Paper |
Improving GDP measurement: a measurement-error perspective
Journal of Econometrics | 2016-03-01 | Paper |
| Bayesian estimation of DSGE models | 2016-01-13 | Paper |
A Markov-switching multifractal inter-trade duration model, with application to US equities
Journal of Econometrics | 2014-06-06 | Paper |
Bayesian and frequentist inference in partially identified models
Econometrica | 2013-11-06 | Paper |
Computing sunspot equilibria in linear rational expectations models
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Bayesian Analysis of DSGE Models
Econometric Reviews | 2007-06-20 | Paper |
Bayesian Analysis of DSGE Models—Rejoinder
Econometric Reviews | 2007-06-20 | Paper |
MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
Econometric Theory | 2003-05-18 | Paper |
