WORKING PAPERS
WORK IN PROGRESS
Predicting the probability of default when defaults have been rare or non-existent.
Real exchange rates and unit roots: learning about the prior distribution using a nonparametric hierarchical prior
PRESENTATIONS
Mutual Fund Performance Presentation at the 2016 Investment and Trading Forum, Rimini, Italy, May 20th, 2016.
"Predicting Mortgage Default When the Loan Data or Defaults are Sparse," presented at the 2017 Seminar on Bayesian Inference in Econometrics & Statistics, Saint Louis, May 2017.