Nowcasting with mixed frequency data using Gaussian processes. WP
with M. Marcellino, M. Pfarrhofer, and A. Stelzer arXiv:2401.10054, 2024, under review.
Working papers
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model. WP
with L. Barbaglia, L. Frattarolo, D. Hirschbuehl, F. Huber, L. Onorante, M. Pfarrhofer, and L. Tiozzo Pezzoli arXiv:2401.10054, 2024, under review.
Predictive density combination using a tree-based synthesis function. WP
with T. Chernis, F. Huber, G. Koop, and J. Mitchell, FRBC WP 23-30, 2023, revise and resubmit.
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, under review.
Bayesian modeling of TVP-VARs using regression trees. WP
with F. Huber, G. Koop, and J. Mitchell, FRBC WP 23-05, 2023, revise and resubmit.
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, reject and resubmit.
Sparse time-varying parameter VECMs with an application to modeling electricity prices. WP
with M. Pfarrhofer and L. Rossini, arXiv:2011.04577, 2020, revise and resubmit.