Publications

1. Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification, Journal of Business and Economic Statistics, 2025, with  C. Hou and G. Koop [Journal Version] [Working Paper]

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

Working Papers

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

Work in Progress (Preliminary Titles)

1. Analysing Geopolitical Risk with Chenghan Hou and Bowen Fu

Publications

1. 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] 

2. 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. Decolonising Data Analysis [Coming Soon] Workshop Delivered for LSE's Inclusive Education Unit

Work in Progress (Preliminary Titles)

1. Time Series Analysis with Missing Data with Ping Wu

2. Modelling Time Variation in Developing and Emerging Economies

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

Publications

1. The Use and Misuse of Regional Data: Perspectives, Challenges and Policy Implications from Across the UK, Regional Studies: Policy Debates, 2025, with J. Black, K. Connolly and M. Spowage [Open Access Journal Version] 

Work in Progress (Preliminary Titles)

1. Subnational Socioeconomic Data to Support Policymaking: Using Systems Thinking to Support and Enhance Collaboration Across the UK's Statistical System and Four Nations with Allison Catalano and Le Nguyen

Commissioned Policy Outputs

1. Supporting Comparative Regional Analysis Across the UK: Evaluating the Availability, Comparability, and Dissemination of Northern Ireland's Socioeconomic Data, FAI Report, 2024, with A. Catalano, K. Connolly and C.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 K. Connolly, C. Crummey, N. Brazzelli and M. 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 J. Black, K. Connolly and M. 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 M.Spowage. [Published Version] Our recommendations have informed the ONS' production of interregional trade estimates