1. Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model (With M. Scharth) PaperConference SlidesPoster

2. Unobserved components and stochastic volatility in U.S. Inflation: Estimation and signal extraction (With S.J. Koopman) Tinbergen Institute Discussion Paper. TI2018-027/III. PaperConference slides

3. Long term forecasting of El Niño events via dynamic factor simulations (With S.J. Koopman, R. Lit, and D. Petrova) PaperConference slides

4. Forecasting economic time series using score-driven models with mixed-data sampling (With P. Gorgi, and S.J. Koopman) Tinbergen Institute Discussion Paper. TI2018-026/III PaperConference slides

5. Are long-run output growth rates falling? Evidence from time-varying parameter models (With I. Mendieta-Muñoz)  University of Utah, Department of Economics Working Paper Series. Working Paper No: 2018-02. PaperPoster

6. Look for the stars: Estimating the natural rate of interest (With I. Hindrayanto) PaperConference slides

7. Unobserved components time-varying vector autoregressions

8. Global evidence on the changing dynamics of inflation expectation formation (With G. Galati)