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Publications in Social Sciences

Improving Markov Switching Models Using Realized Variance

Journal of Applied Econometrics

Social Sciences

English

Factor Analysis of Permanent and Transitory Dynamics of the US Economy and the Stock Market

Journal of Applied Econometrics

Social Sciences

English

Homogeneity Pursuit in Panel Data Models: Theory and Application

Journal of Applied Econometrics

Social Sciences

English

Efficient Estimation of Bayesian VARMAs With Time-Varying Coefficients

Journal of Applied Econometrics

Social Sciences

English

Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity

Journal of Applied Econometrics

Social Sciences

English

Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-Of-Experts Markov Chain Clustering

Journal of Applied Econometrics

Social Sciences

English

Averaging Forecasts From VARs With Uncertain Instabilities

Journal of Applied Econometrics

Social Sciences

English

Mismatch Shocks and Unemployment During the Great Recession

Journal of Applied Econometrics

Social Sciences

English

A Blocking and Regularization Approach to High-Dimensional Realized Covariance Estimation

Journal of Applied Econometrics

Social Sciences

English

Euromind- D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area

Journal of Applied Econometrics

Social Sciences

English