Opening the Black Box of Local Projections. 2025. with P. Goulet Coulombe. [SSRN] [ECB WP].
An Adaptive Moving Average for Macroeconomic Monitoring. 2025. with P. Goulet Coulombe. [SSRN] [arXiv].
Dual Interpretation of Machine Learning Forecasts. 2024. with P. Goulet Coulombe, M. Göbel. [SSRN] [arXiv] [OeNB WP].
Asymmetries in International Financial Spillovers. 2024. with F. Huber, M. Marcellino, L. Onorante, M. Pfarrhofer. [SSRN] [arXiv].
Maximally Forward-Looking Core Inflation. 2024. with P. Goulet Coulombe, C. Barrette, M. Göbel. [SSRN] [arXiv]. [Recording].
From Reactive to Proactive Volatility Modeling with Hemisphere. 2023. with P. Goulet Coulombe, M. Frenette. [SSRN] [arXiv].
Machine Learning the Macroeconomic Effects of Financial Shocks. 2025. with N. Hauzenberger, F. Huber, M. Marcellino, Economics Letters, forthcoming. [Final Publication] [arXiv].
Bayesian Neural Networks for Macroeconomic Analysis. 2025. with N. Hauzenberger, F. Huber, M. Marcellino, Journal of Econometrics, forthcoming. [Final Publication] [arXiv] [CEPR]. [Recording].
Non-linear Dimension Reduction in Factor-Augmented Vector Autoregressions. 2024. Journal of Economic Dynamics & Control, 159, 104800. [Final Publication] [arXiv] [SSRN].
Integration or fragmentation? A closer look at euro area financial markets. 2024. with M. Feldkircher, Handbook of Financial Integration, 443-469. [Final Publication] [arXiv].
Real-time Forecasting Using Non-linear Dimension Reduction Techniques. 2023. with N. Hauzenberger, F. Huber, International Journal of Forecasting, 39(2), 901-921. [Final Publication] [arXiv].
China-US trade tensions could bring more Chinese exports and lower prices to Europe. 2025. with L. Böckelmann, L. Emter, V. Gunnella, T. Spital. [Link].
Explaining Machine Learning-Based Forecasts Through Historical Analogies. 2025. with P. Goulet Coulombe and M. Göbel. [Link].
The role of inflation subcomponents: applying maximally forward-looking core inflation to euro area countries. 2024. with P. Greso, OeNB Bulletin Q3/24. [Link].
Stadt, Land, Kluft: Inflation zwischen Wahrnehmung und Wirklichkeit. 2024. with M. Salish, OeNB-Blog. [Link].