Publications
Sparse Change-point VAR models, Journal of Applied Econometrics, 2021;1-25 (with Arnaud Dufays, Jeroen Rombouts and Yong Song).
The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models, Explorations in Economic History, 71: 112-134, 2019, (with Laura Panza and Yong Song)
Working Papers
Dynamic Model Averaging Over Infinite Hidden Markov Models
Product Partitioned Dynamic Factor Models: Characterising Co-movements in Melbourne Housing Prices