Research

Publications

• Tracking Sectoral Economic Conditions (2026).

Journal of Applied Econometrics, Forthcoming

• Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models (2025)

(with Dick van Dijk), Journal of Applied Econometrics, 40(7) p829-845

• A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound (2025)

(with Michel van der Wel), Journal of Business & Economic Statistics, 43(2) p298-311

• Heterogeneity in Manufacturing Growth Risk (2024)

(with Dick van Dijk and Philip Hans Franses), Journal of Money, Credit & Banking, Forthcoming