Research

Current Research Interests

Microeconometrics: Inference for Income Distribution, Inequality and Poverty

Measures; Nonparametric Inference; Bayesian IV

Index Numbers: in particular Purchasing Power Parities

Productivity: Efficiency and Productivity Measurement

Bayesian and Simulation Based Econometrics: MCMC, Variational Bayes,

Bayesian Large Macroeconometric Models, Maximum Simulated Likelihood

A* Publications

Income Distribution

Purchasing Power Parities (PPP)

Productivity Measurement and Other Topics

Bayesian and Simulation Based Econometrics:


Works in Progress:

Flexible Estimation of Stochastic Frontiers (1): A Bayesian Penalized Spline Approach.

Flexible Estimation of Stochastic Frontiers (2): Panel Data Models.

Flexible Estimation of Stochastic Frontiers (3): Time-Varying Panel Data Models.

Variational Bayes Methods for Large Bayesian VARs

Accurate Computation of Marginal Data Density using Variational Bayes

A Minimum Distance and the Generalized EKS Approaches to Multilateral Comparisons of Prices and Real Incomes

Panel Data Models with Endogeniety and Sample Selection

Stochastic Frontiers Using Maximum Simulated Likelihood