Forecast Reconciliation (with a novel Bayesian approach) applied to Swiss Export Data.
New algorithms for probabilistic forecast reconciliation. Application is to energy data following temporal hierarchies.
Introduces two Variational Bayes algorithms tailored for online inference. Applied to predicting the location of vehicles.
Forecast reconciliation used for mortality projections broken down by cause-of-death.
Forecasting Australian macroeconomic variables using popular regularisation techniques.
Bayesian Inference on the one-factor copula model. Application to constructing a development index for East Timorese households.
Working paper descibing the Australian Macro Database.
New algorithms for selection of vine copula models. Application to online retail data and social mobility data.
Discussion of Greek macroeconomic trends from the millenium until the crisis.
Bayesian algorithm for averaging over rank reduced VARs.