| Publication | Date of Publication | Type |
|---|
Robust Estimation for Threshold Autoregressive Moving-Average Models
Journal of Business and Economic Statistics | 2025-08-25 | Paper |
Is the price cap for gas useful? Evidence from European countries
The Annals of Applied Statistics | 2025-08-01 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Real-Time Inflation Forecasting in a Changing World
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Modeling corporate CDS spreads using Markov switching regressions
Studies in Nonlinear Dynamics & Econometrics | 2024-11-28 | Paper |
Combined Density Nowcasting in an Uncertain Economic Environment
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Understanding relationships with the aggregate zonal imbalance using copulas
Statistical Methods and Applications | 2024-07-29 | Paper |
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
A flexible predictive density combination for large financial data sets in regular and crisis periods
Journal of Econometrics | 2023-11-17 | Paper |
Oil-price density forecasts of US GDP
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Markov switching panel with endogenous synchronization effects
Journal of Econometrics | 2022-09-14 | Paper |
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model
The Annals of Applied Statistics | 2019-02-25 | Paper |
Bayesian Nonparametric Calibration and Combination of Predictive Distributions
Journal of the American Statistical Association | 2018-11-02 | Paper |
Forecaster's dilemma: extreme events and forecast evaluation
Statistical Science | 2018-10-02 | Paper |
Forecaster's dilemma: extreme events and forecast evaluation
Statistical Science | 2018-10-02 | Paper |
Time-varying combinations of predictive densities using nonlinear filtering
Journal of Econometrics | 2014-06-06 | Paper |
The power of weather
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Why do people place lower weight on advice far from their own initial opinion?
Economics Letters | 2011-07-28 | Paper |
Combining inflation density forecasts
Journal of Forecasting | 2011-01-06 | Paper |
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Journal of Forecasting | 2011-01-06 | Paper |
Bayesian near-boundary analysis in basic macroeconomic time-series models☆
Bayesian Econometrics | 2010-06-30 | Paper |
