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Email: benjamin[dot]wong[at]monash[dot]eduPostal Address:
900 Dandenong RoadDepartment of Econometrics and Business Statistics, Monash Business SchoolLevel 5, Building H, Caulfield Campus, Monash UniversityCaulfield East, VIC 3145, Australia
What's New?
September 26, 2024 Random subspace local projections (with Viet Hoang Dinh and Didier Nibbering) is now forthcoming at the Review of Economics and Statistics. Replication files can be found here.
August 22, 2024 Updated working paper Trend-cycle decomposition in the presence of large shocks (with Güneş Kamber and James Morley)
July 17, 2024 Visit Australia at the end of 2024! A couple of conferences/workshops that I will be involved in are taking submissions. 2024 Econometric Society Australasia Meeting (Melbourne, Dec 4-6). Joint workshops in Macroeconomics (Adelaide, Nov 21-22). We are very excited that Continuing Education in Macroeconometrics (CEM) will be jointly run with Expectations in Dynamic Macroeconomic Models. Thanks especially to Qazi Haque and Chris Gibbs for working on this and making the joint workshop a reality.
June 4, 2024 Updated working paper Random subspace local projections (with Viet Hoang Dinh and Didier Nibbering). The revised draft pays more careful attention to thinking about controls in a local projection setting and how these relate to various identification schemes.
May 14, 2024 Eviews add-in is now available for Trend-cycle decomposition after COVID. Thanks to Davaajargal Luvsannyam for making this available.
27 March, 2024 New CAMA working paper “Trend-cycle decomposition after COVID” with accompanying website bnfiltering.com