Publications: Peer-Reviewed Articles
Vahap, S. (2025), Bayesian dynamic graphical models for high-dimensional vector autoregressions with time-varying parameters and volatility discounting, Forthcoming in the Special Issue on Bayesian Methods of the Journal of Econometrics and Statistics, Elsevier, Click to Access Article.
Vahap, S. (2025), Bayesian pairwise composite modelling using direct averaging method, Revision in progress for resubmission to the Journal of Applied Econometrics.
Working Papers
Vahap, S. (2025), Forward stepwise selection via structured path algorithm in high-dimensional TVP-VAR-VD models, Presented at the 15th RCEA Bayesian Econometrics Workshop, 9 - 10 June 2025, Click to Access Poster and Working Paper.
Vahap, S. (2023), `Bayesian vector autoregressive model with time varying parameters and stochastic volatility in identification of financial shocks, Working Paper.
Work in Progress
Aikman, D., Bidder, R., Raftapostolos, A., and Vahap, S. (2024), Re-examining fan charts as a policy tool, Work in Progress.
Vahap, S. (2025), Comparing forecasting performance of pairwise and triplewise composite modelling approaches, Work in Progress.
Vahap, S. (2025), Star graph algorithms for high-dimensional VARs, Work in Progress.
Grant Proposal
Vahap, S., and Karaaltun, M. (2025), Innovative model selection and regularisation for forecasting high-dimensional dynamic systems in macroeconomics and finance, Work in Progress.
Econometrics of higher education
Vahap, S. (2025), Effective teaching strategies for programming in introductory econometrics courses, Work in Progress.