| Publication | Date of Publication | Type |
|---|
| Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three-pass regression filter | 2025-01-22 | Paper |
| A similarity-based approach for macroeconomic forecasting | 2025-01-22 | Paper |
| Markov-Switching MIDAS Models | 2025-01-20 | Paper |
| Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility | 2025-01-20 | Paper |
| Common Drifting Volatility in Large Bayesian VARs | 2025-01-20 | Paper |
| Point, interval and density forecasts of exchange rates with time varying parameter models | 2025-01-13 | Paper |
| Mixed frequency structural vector auto-regressive models | 2025-01-10 | Paper |
| Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials | 2025-01-02 | Paper |
| Classical time varying factor-augmented vector auto-regressive models -- estimation, forecasting and structural analysis | 2025-01-02 | Paper |
| Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility | 2025-01-02 | Paper |
| Markov-Switching Three-Pass Regression Filter | 2024-10-28 | Paper |
| Forecasting U.S. inflation using Bayesian nonparametric models | 2024-04-15 | Paper |
| TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES | 2023-11-16 | Paper |
| Macro uncertainty in the long run | 2023-07-19 | Paper |
| Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors | 2022-03-16 | Paper |
| Time-varying instrumental variable estimation | 2021-10-26 | Paper |
| Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty | 2021-10-26 | Paper |
| Mixed-Frequency Vector Autoregressive Models | 2020-07-10 | Paper |
| Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors | 2019-09-02 | Paper |
| Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model | 2019-02-25 | Paper |
| Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union | 2018-10-12 | Paper |
| Explaining the time-varying effects of oil market shocks on US stock returns | 2018-09-12 | Paper |
| Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods | 2018-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4593684 | 2017-11-22 | Paper |
| Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs | 2016-07-12 | Paper |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series | 2016-06-10 | Paper |
| Structural analysis with multivariate autoregressive index models | 2016-05-10 | Paper |
| Factor-GMM estimation with large sets of possibly weak instruments | 2014-04-14 | Paper |
| A parametric estimation method for dynamic factor models of large dimensions | 2011-02-22 | Paper |
| Survey data as coincident or leading indicators | 2011-01-06 | Paper |
| Cross-sectional averaging and instrumental variable estimation with many weak instruments | 2010-09-07 | Paper |
| Interpolation and backdating with a large information set | 2008-12-12 | Paper |
| Factor analysis in a model with rational expectations | 2008-08-21 | Paper |
| Pooling‐Based Data Interpolation and Backdating | 2007-12-16 | Paper |
| Some cautions on the use of panel methods for integrated series of macroeconomic data | 2005-07-04 | Paper |
| Time‐scale transformations of discrete time processes | 2005-05-20 | Paper |
| MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549703 | 2002-08-28 | Paper |
| Fiscal forecasting: The track record of the IMF, OECD and EC | 2002-02-19 | Paper |
