Working Papers
Vahap, S. (2025), Bayesian forward stepwise selection via structured path algorithm in high-dimensional TVP-VAR-VD models, Working Paper.
Vahap, S. (2025), "Bayesian dynamic graphical models for high-dimensional vector autoregressions with time-varying parameters and volatility discounting", Revise & Resubmit (revision submitted) to the Special Issue on Bayesian Methods of the Journal of Econometrics and Statistics, Elsevier, Preprint paper is available at SSRN https://papers.ssrn.com/abstract=5102178.
Vahap, S. (2024), Bayesian pairwise composite modelling using direct averaging method, Under review in the Journal of Applied Econometrics.
Vahap, S. (2024), Bayesian vector autoregressive model with time-varying parameters and stochastic volatility in identification of financial shocks, Working Paper.
Work in progress
Vahap, S. (2024), Comparing forecasting performance of Bayesian pairwise and triplewise composite likelihood methods, Work in Progress.
Econometrics of higher education
Vahap, S. (2025), Effective teaching strategies for programming in introductory econometrics courses, Work in Progress.