Portfolio item number 1
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Posts by Collection
portfolio
Portfolio item number 2
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publications
The cyclical position of housing prices: A VECM approach for Hungary (RETIRED)
Joint work with with T. Berki.
Preprint available at MNB, 2017
Shrink then Sparsify: Identifying Drivers of Tail Risk
Joint work with with D. Kohns.
Preprint available at arxiv, 2021
Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution
Joint work with with K. Varga.
Published in Economics Letters, 2023
Stacking Regression for Time-Series, with an Application to Forecasting Quarterly US GDP Growth
Joint work with with E. Ersoy, H. Li, M.E. Schaffer.
Published in Optimal Transport Statistics for Economics and Related Topics, 2023
Horseshoe prior Bayesian quantile regression
Joint work with with D. Kohns.
Published in Journal of the Royal Statistical Society Series C: Applied Statistics, 2023
Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
Joint work with with K. Varga.
Preprint available at arxiv, 2024
NiReMS: A regional model at household level combining spatial econometrics with dynamic microsimulation
Joint work with with A. Bhattacharjee, A. Pabst, G.J.D. Hewings.
Published in Spatial Economic Analysis, 2024
MIDAS-QR with 2-Dimensional Structure
Joint work with with A. Bhattacharjee, M.E. Schaffer.
Preprint available at arxiv, 2024
Fused LASSO as Non-Crossing Quantile Regression
Joint work with with A. Bhattacharjee, M.E. Schaffer.
Preprint available at arxiv, 2024
Momentum Informed Inflation-at-Risk
Joint work with with A. Bhattacharjee.
Preprint available at arxiv, 2024
Factor model based regional indices
Joint work with with A. Bhattacharjee, A. Pabst, E.S. Gomes, R. Smith.
talks
Talk 1 on Relevant Topic in Your Field
Published:
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Conference Proceeding talk 3 on Relevant Topic in Your Field
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This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Heriot-Watt University Courses
Undergraduate and Postgraduate courses, Heriot-Watt University, 2019
Teaching Assistant for various courses (undergraduate and postgraduate) from 2019 to 2024
Scottish Graduate Programme of Economics Courses
Postgraduate course, University of Edinburgh, 2021
Teaching Assistant for the course “Econometrics 2: Time Series Econometrics” from 2021 to 2024