research
∙
05/26/2023
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks
The shocks which hit macroeconomic models such as Vector Autoregressions...
share
research
∙
04/14/2023
Grouping Shapley Value Feature Importances of Random Forests for explainable Yield Prediction
Explainability in yield prediction helps us fully explore the potential ...
research
∙
12/07/2022
Bayesian Forecasting in the 21st Century: A Modern Review
The Bayesian statistical paradigm provides a principled and coherent app...
research
∙
11/09/2022
Enhanced Bayesian Neural Networks for Macroeconomics and Finance
We develop Bayesian neural networks (BNNs) that permit to model generic ...
research
∙
08/26/2022
Extreme Gradient Boosting for Yield Estimation compared with Deep Learning Approaches
Accurate prediction of crop yield before harvest is of great importance ...
research
∙
07/25/2022
Forecasting euro area inflation using a huge panel of survey expectations
In this paper, we forecast euro area inflation and its main components u...
research
∙
05/17/2022
Unsupervised Features Ranking via Coalitional Game Theory for Categorical Data
Not all real-world data are labeled, and when labels are not available, ...
research
∙
10/07/2021
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
We develop a Bayesian non-parametric quantile panel regression model. Wi...
research
∙
07/16/2021
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions
Macroeconomists using large datasets often face the choice of working wi...
research
∙
03/08/2021
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
The Panel Vector Autoregressive (PVAR) model is a popular tool for macro...
research
∙
02/26/2021
General Bayesian time-varying parameter VARs for predicting government bond yields
Time-varying parameter (TVP) regressions commonly assume that time-varia...
research
∙
08/28/2020
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
This paper develops Bayesian econometric methods for posterior and predi...
research
∙
08/17/2020
Category-Level 3D Non-Rigid Registration from Single-View RGB Images
In this paper, we propose a novel approach to solve the 3D non-rigid reg...
research
∙
07/30/2020
Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession
The COVID-19 recession that started in March 2020 led to an unprecedente...
research
∙
06/29/2020
Inference in Bayesian Additive Vector Autoregressive Tree Models
Vector autoregressive (VAR) models assume linearity between the endogeno...
research
∙
05/14/2020
Dynamic shrinkage in time-varying parameter stochastic volatility in mean models
Successful forecasting models strike a balance between parsimony and fle...
research
∙
05/08/2020
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
Time-varying parameter (TVP) regression models can involve a huge number...
research
∙
10/23/2019
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
In this paper, we write the time-varying parameter regression model invo...
research
∙
11/01/2017