23 Key Publications

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  Lange, R. (2024). Bellman filtering and smoothing for state-space models Journal of Econometrics, 238(2):.

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  Naghi, \AndreaA.\, O'Neill, E. and \Danielova Zaharieva\, M. (2024). The benefits of forecasting inflation with machine learning: New evidence Journal of Applied Econometrics, 39(7):1321--1331.

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  Blasques, F., Francq, C. and Laurent, S. (2024). Autoregressive conditional betas Journal of Econometrics, 238(2):1--22.