A Bayesian Gaussian Process Dynamic Factor Model. WP
with T. Chernis, H. Mumtaz, and M. Pfarrhofer arxiv:2509.04928, 2025.
Working papers
Interpretable Bayesian machine learning for assessing the effects of climate news shocks on firm-level returns. WP
with L. Barbaglia, L. Frattarolo, D. Hirschbuehl, F. Huber, L. Onorante, M. Pfarrhofer, and L. Tiozzo Pezzoli SSRN.5133162, 2025.
Nowcasting with mixed frequency data using Gaussian processes. WP
with M. Marcellino, M. Pfarrhofer, and A. Stelzer arXiv:2401.10054, 2024.
Hawks vs. Doves: ECB’s monetary policy in light of the Fed’s policy stance. WP
with F. Huber and T.O. Zörner, OeNB WP 252, 2023.
Bayesian modeling of TVP-VARs using regression trees. WP
with F. Huber, G. Koop, and J. Mitchell, FRBC WP 23-05, 2023.
What drives long-term interest rates? Evidence from the entire Swiss Franc history. WP
with D. Kaufmann, R. Stuart, and C. Tille, IRENE Working Paper, 2022.