| Publication | Date of Publication | Type |
|---|
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Out-of-Sample Forecast Tests Robust to the Choice of Window Size
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
In-Sample Inference and Forecasting in Misspecified Factor Models
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Local projections in unstable environments
Journal of Econometrics | 2025-01-16 | Paper |
Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
Evaluating forecast performance with state dependence
Journal of Econometrics | 2023-11-17 | Paper |
Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?
Econometrics Journal | 2022-06-22 | Paper |
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy
Quantitative Economics | 2022-03-24 | Paper |
Do DSGE models forecast more accurately out-of-sample than VAR models?
VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims | 2020-07-10 | Paper |
Alternative tests for correct specification of conditional predictive densities
Journal of Econometrics | 2019-04-29 | Paper |
Information criteria for impulse response function matching estimation of DSGE models
Journal of Econometrics | 2017-05-12 | Paper |
Rolling window selection for out-of-sample forecasting with time-varying parameters
Journal of Econometrics | 2016-11-17 | Paper |
Understanding models' forecasting performance
Journal of Econometrics | 2016-08-12 | Paper |
Testing for weak identification in possibly nonlinear models
Journal of Econometrics | 2016-08-10 | Paper |
Model comparisons in unstable environments
International Economic Review | 2016-06-16 | Paper |
Corrigendum to: ``Information criteria for impulse response function matching estimation of DSGE models
Journal of Econometrics | 2014-08-07 | Paper |
Conditional predictive density evaluation in the presence of instabilities
Journal of Econometrics | 2014-06-06 | Paper |
A natural neighbour method based on Fraeijs de Veubeke variational principle for materially non-linear problems
Acta Mechanica Sinica | 2013-08-20 | Paper |
Can exchange rates forecast commodity prices?
Quarterly Journal of Economics | 2010-10-21 | Paper |
Detecting and Predicting Forecast Breakdowns
Review of Economic Studies | 2009-08-28 | Paper |
Impulse response confidence intervals for persistent data: what have we learned?
Journal of Economic Dynamics and Control | 2009-07-01 | Paper |
Expectations hypotheses tests at Long Horizons
Econometrics Journal | 2008-01-09 | Paper |
ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
Macroeconomic Dynamics | 2006-09-25 | Paper |
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
Econometric Theory | 2006-03-08 | Paper |
DO TECHNOLOGY SHOCKS DRIVE HOURS UP OR DOWN? A LITTLE EVIDENCE FROM AN AGNOSTIC PROCEDURE
Macroeconomic Dynamics | 2006-01-25 | Paper |
