I am a Senior Lecturer (Assistant Professor) at the Department of Econometrics and Business Statistics at Monash University.
Department of Econometrics and Business Statistics
Level 8, Menzies Building, Clayton Campus
20 Chancellors Walk, Melbourne, VIC 3800, Australia
Bayesian Forecasting in the 21st Century: A Modern Review, with Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, Ruben Loaiza-Maya, Florian Huber, Gary Koop, John Maheu, and Anastasios Panagiotelis, accepted at International Journal of Forecasting.
Fast variational Bayes methods for multinomial probit models, with Ruben Loaiza-Maya, accepted at Journal of Business and Economic Statistics.
Scalable Bayesian estimation in the multinomial probit model, with Ruben Loaiza-Maya, Journal of Business and Economic Statistics, Volume 40, Issue 4, October 2022, Pages 1678-1690.
Subspace methods, with Tom Boot, In P. Fuleky (Ed.), 2020 Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (pp. 269-291). (Advanced Studies in Theoretical and Applied Econometrics; Vol. 52). Cham: Springer.
What do Professional Forecasters actually predict? with Richard Paap and Michel van der Wel, International Journal of Forecasting, Volume 34, Issue 2, April–June 2018, Pages 288-311.