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Real time econometrics
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Econometric issues in the analysis of contagion
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Real time econometrics
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Forecasting time series subject to multiple structural breaks
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Random coefficient panel data models
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General diagnostic tests for cross section dependence in panels
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Small sample properties of forecasts from autoregressive models under structural breaks
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Forecasting time series subject to multiple structural breaks
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Tests of policy ineffectiveness in macroeconometrics
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Counterfactual analysis in macroeconometrics
an empirical investigation into the effects of quantitative easing -
A multi-country approach to forecasting output growth using PMIs
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Estimation of time-invariant effects in static panel data models
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A two stage approach to spatiotemporal analysis with strong and weak cross-sectional dependence
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Tests of policy ineffectiveness in macroeconometrics
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Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
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A multiple testing approach to the regularisation of large sample correlation matrices
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Forecasting time series subject to multiple structural breaks
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General diagnostic tests for cross section dependence in panels
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Random coefficient panel data models
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Econometric issues in the analysis of contagion
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Real time econometrics
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Uncertainty and economic activity
a global perspective -
Theory and practice of GVAR modeling
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Uncertainty and economic activity
a global perspective -
Uncertainty and economic activity
a global perspective