| Publication | Date of Publication | Type |
|---|
Real-Time Forecasts of the Real Price of Oil
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
State-dependent local projections
Journal of Econometrics | 2025-01-16 | Paper |
Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Editorial for special issue in honor of Francis X. Diebold
Journal of Econometrics | 2022-12-14 | Paper |
Joint Bayesian inference about impulse responses in VAR models
Journal of Econometrics | 2022-12-14 | Paper |
Impulse response analysis for structural dynamic models with nonlinear regressors
Journal of Econometrics | 2021-10-26 | Paper |
The uniform validity of impulse response inference in autoregressions
Journal of Econometrics | 2020-05-21 | Paper |
Corrigendum to ``Inference on impulse response functions in structural VAR models
Journal of Econometrics | 2019-04-30 | Paper |
Frequentist inference in weakly identified dynamic stochastic general equilibrium models
Quantitative Economics | 2019-01-10 | Paper |
The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap
Econometric Theory | 2018-12-21 | Paper |
Structural vector autoregressive analysis
| 2017-09-29 | Paper |
Impulse response matching estimators for DSGE models
Journal of Econometrics | 2016-11-17 | Paper |
Joint confidence sets for structural impulse responses
Journal of Econometrics | 2016-05-10 | Paper |
On the selection of forecasting models
Journal of Econometrics | 2016-04-25 | Paper |
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Journal of Econometrics | 2015-12-29 | Paper |
What central bankers need to know about forecasting oil prices
International Economic Review | 2014-10-07 | Paper |
Inference on impulse response functions in structural VAR models
Journal of Econometrics | 2014-04-30 | Paper |
Are the responses of the U.S. economy asymmetric in energy price increases and decreases?
Quantitative Economics | 2012-01-30 | Paper |
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
Journal of the American Statistical Association | 2009-06-12 | Paper |
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
Econometric Reviews | 2008-01-18 | Paper |
Bootstrapping Autoregressive Processes with Possible Unit Roots
Econometrica | 2006-06-16 | Paper |
A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
Econometric Reviews | 2005-05-23 | Paper |
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY
Econometric Reviews | 2004-09-22 | Paper |
UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE
Macroeconomic Dynamics | 2004-02-15 | Paper |
On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
| 2002-10-10 | Paper |
Recent developments in bootstrapping time series
Econometric Reviews | 2000-11-20 | Paper |
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
Journal of Time Series Analysis | 1999-06-10 | Paper |
Confidence intervals for impulse responses under departures from normality
Econometric Reviews | 1998-04-13 | Paper |
