Publications

1. Cross-Country Uncertainty Spillovers: Evidence from International Survey Data, Journal of International Money and Finance, 2023, 130, with Joscha Beckmann, Gary Koop  and Rainer Schuessler [Journal Version] [Working Paper] [Virtual Presentation at the ESCoE Conference on Economic Measurement] 

2. Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach, IMF Economic Review, 2022, 70, pp.773-807. [Journal Version][Working Paper] 

3. Interdependence or Contagion: A Model Switching Approach with a Focus on Latin America, Economic Modelling, 2020, 85, pp. 166-197. [Journal Version] [Working Paper ]

Working Papers

1. Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification (2022) with  Chenghan Hou and Gary Koop [Working Paper] Revise and Resubmit

2. The Nonlinear Effects of Banks' Vulnerability to Capital Depletion in Euro Area Countries (2024) with Diego Moccero [ECB Working Paper]  Cited in the ECB's  November 2020 Financial Stability Review  here , Submitted

Work in Progress (Preliminary Titles)

1. Decolonising Data Analysis

2. Time Series Analysis with Missing Data with Ping Wu

3. Analysing Geopolitical Risk 

4. Monetary Policy Transmission in Sub-Saharan Africa with Arnold Palamuleni

5. Volatility Spillovers between Advanced and Emerging Market Economies with Chenghan Hou

Commissioned Policy Outputs

1. Supporting Comparative Regional Analysis Across the UK: Evaluating the Availability, Comparability, and Dissemination of Northern Ireland's Socioeconomic Data, Fraser of Allander Institute Report, 2024, with Allison Catalano, Kevin Connolly and Ciara Crummey [Published Version]

2. Building a Suite of Subnational Socioeconomic Indicators for the United Kingdom: Opportunities, Challenges and Recommendations, ESCoE Discussion Paper Series, 2022 with Kevin Connolly, Ciara Crummey, Niccolo Brazzelli and Mairi Spowage [Published Version] [ESCoE Economic Measurement Webinar] [ESCoE Conference Panel Discussion]

3. Improving the Quality of Regional Economic Indicators in the UK: A Framework for the Production of Supply and Use and Input Output Tables for the Four Nations, ESCoE Discussion Paper Series, 2022 with James Black, Kevin Connolly and Mairi Spowage [Published Version]

4. Improving the Quality of Regional Economic Indicators in the UK: A Framework for Interregional Trade Data Collection & Estimation, ESCoE Technical Report Series, 2021  with Mairi Spowage. [Published Version] Our recommendations have been used to inform the ONS' experimental methodology for producing interregional trade estimates

Working Papers

1. The Use and Misuse of Regional Data: Perspectives, Challenges and Policy Implications (2023) with James Black, Kevin Connolly and Mairi Spowage [Available on Request] Revise and Resubmit