PUBLICATIONS
Khalaf, L, Lin, Z, Reza, A, 2025. Finite-sample identification-robust inference for non-linear DSGE models. Journal of Applied Econometrics, 70004. https://doi.org/10.1002/jae.70004
Antoine, B, Khalaf, L, Kichian, M, Lin, Z, 2023. Identification-robust inference with simulation-based pseudo-matching. Journal of Business & Economic Statistics, 41(2),321-338. https://doi.org/10.1080/07350015.2021.2019046
Khalaf, L, Lin, Z, 2021. Projection-based inference with particle swarm optimization. Journal of Economic Dynamics and Control, 128, 104138. https://doi.org/10.1016/j.jedc.2021.104138
WORKING PAPERS:
“Identification and Persistence-Robust Exact Inference for Possibly Singular DSGE Models”, with Lynda Khalaf and Abeer Reza.
“Implication of Auxiliary Assumptions on the Identification of DSGE Models”, with Lynda Khalaf and Abeer Reza.
“Moving Average Shocks in IV Regressions”, with Lynda Khalaf and Massimiliano Marcellino.
“Exploring the time-frequency inflation-inflation uncertainty relationship in China: A study using time-varying causality and continuous wavelet techniques”, with Haibo Li.