1. Unobserved components and stochastic volatility in U.S. Inflation: Estimation and signal extraction (With S.J. Koopman) R&R Journal of Applied EconometricsPaper;

2. Long term forecasting of El Niño events via dynamic factor simulations (With S.J. Koopman, R. Lit, and D. Petrova) Accepted Journal of Econometrics. Paper;

3. Forecasting economic time series using score-driven models with mixed-data sampling (With P. Gorgi, and S.J. Koopman) Accepted International Journal of ForecastingPaper;

4. Are long-run output growth rates falling? Evidence from time-varying parameter models (With I. Mendieta-Muñoz) submitted Paper;

5. Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model (With M. Scharth) submitted Paper;

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

7. Identify long-run non-neutrality of aggregate demand shocks via heteroskedasticity (With I. Mendieta-Muñoz)

8. Univariate treatment of multivariate latent stationary processes when they are superimposed

9. Volatility in commonality or commonality in volatility?