Fast, Order-Invariant Bayesian Inference in VARs Using the Eigendecomposition of the Error Covariance Matrix基于误差协方差矩阵特征分解的快速、与顺序无关的VAR贝叶斯推断Journal of Business & Economic StatisticsIF2.52026-02-230OA
Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatilityINTERNATIONAL JOURNAL OF FORECASTINGIF7.12024-07-010OAAI
A time-varying Phillips curve with global factors: Are global factors important?ECONOMIC MODELLINGIF4.72023-09-013OAAI