Testing for Parameter Instability Across Competing Modelling Frameworks, with Francesco Calvori, Siem Jan Koopman, and André Lucas, (submitted). July 2015
Interest Rate Uncertainty and Economic Fluctuations, with Cynthia Jing Wu. October 2014 This paper was formerly titled: Term Structure of Interest Rate Volatility and Macroeconomic Uncertainty.
Sequential Monte Carlo samplers for Bayesian DSGE models, (working paper). August 2007