Title Co-Authors Year Journal/Proceedings/Book
Dynamic causal effects in time series: Temporal impacts of U.S. minimum wage Puelz, D. 2018 Working paper
Model combination as Ito processes Takanashi, K. 2018 Working paper

Dynamic sparse factor analysis


Rockova, R. and Saha, E. 2018 arXiv:1812.04187

Improving and evaluating machine learning forecasts using

Bayesian predictive synthesis

2018 Working paper

Comment on "Using stacking to average Bayesian predictive distributions"


Aastveit, K.A. and West, M.

2018 Bayesian Analysis, 13: 917-1003

Large-Scale Dynamic Predictive Regressions

[arXiv] [SSRN]

Bianchi, D. 2018 arXiv:1803.06738

Dynamic Mixed Frequency Synthesis for Economic Nowcasting


2017 arXiv:1712.03646

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting


Aastveit, K.A., Nakajima, J.,

and West, M.


Invited revision:

Journal of the American Statistical Association


Dynamic Variable Selection with Spike-and-Slab Process Priors


Rockova, V 2017

Invited revision: Bayesian Analysis


Dynamic Bayesian Predictive Synthesis in Time Series Forecasting

[URL] [arXiv]

West, M. 2017

Journal of Econometrics (published online)

Dynamic Modeling and Bayesian Predictive Synthesis


2017 Doctoral Thesis

Volatility Forecasts Using Nonlinear Leverage Effects


Ushio, A. and Nakatsuma,T. 2016

Invited revision: Journal of Forecasting


Fully Parallel Particle Learning for GPGPUs and Other Parallel Devices


Nakatsuma, T. 2015 arXiv:1212.1639

Stochastic volatility models and its application to VIX derivatives (in Japanese)


Katsura, H. 2014 JAFEE Journal

© Kenichiro McAlinn, 2016.