| Publication | Date of Publication | Type |
|---|
Polynomial interacting particle systems and non-linear SPDEs for market capitalization curves
(available as arXiv preprint) | N/A | Paper |
Systems of rough stochastic differential equations I: weak existence and Yamada--Watanabe
(available as arXiv preprint) | 2026-01-01 | Paper |
Bayesian modeling of time-varying parameter vector autoregressions using regression trees
The Annals of Applied Statistics | 2026-01-01 | Paper |
Predictive density combination using Bayesian machine learning
International Economic Review | 2025-10-14 | Paper |
Machine learning the macroeconomic effects of financial shocks
Economics Letters | 2025-07-16 | Paper |
Bayesian neural networks for macroeconomic analysis
Journal of Econometrics | 2025-06-19 | Paper |
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
Spillovers from US monetary policy: evidence from a time varying parameter global vector auto-regressive model
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-22 | Paper |
Corrigendum to: ``Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method''.
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2025-01-15 | Paper |
Fluctuation Correction and Global Solutions for the Stochastic Shigesada-Kawasaki-Teramoto System via Entropy-Based Regularization
(available as arXiv preprint) | 2025-01-01 | 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 |
Adaptive Shrinkage in Bayesian Vector Autoregressive Models
Journal of Business and Economic Statistics | 2024-11-08 | 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 |
Markovian Lifts of Stochastic Volterra Equations in Sobolev Spaces: Solution theory, an Ito Formula and Invariant Measures
(available as arXiv preprint) | 2024-01-01 | Paper |
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
International Economic Review | 2023-11-16 | Paper |
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
International Economic Review | 2023-11-16 | Paper |
A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies
The Annals of Applied Statistics | 2023-06-05 | Paper |
Stochastic model specification in Markov switching vector error correction models
Studies in Nonlinear Dynamics & Econometrics | 2023-04-19 | Paper |
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Journal of Econometrics | 2022-12-14 | Paper |
Inference in Bayesian additive vector autoregressive tree models
The Annals of Applied Statistics | 2022-05-06 | Paper |
| Global martingale solutions for stochastic Shigesada-Kawasaki-Teramoto population models | 2022-02-25 | Paper |
On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs
Stochastic Analysis and Applications | 2021-11-18 | Paper |
Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
| Global martingale solutions for a stochastic Shigesada-Kawasaki-Teramoto population model | 2020-12-23 | Paper |
Predicting crypto-currencies using sparse non-Gaussian state space models
Journal of Forecasting | 2018-10-12 | Paper |
Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models
Economics Letters | 2018-09-11 | Paper |
Debt regimes and the effectiveness of monetary policy
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
Forecasting global equity indices using large Bayesian VARs
Bulletin of Economic Research | 2017-07-28 | Paper |
Global prediction of recessions
Economics Letters | 2017-06-09 | Paper |
