Source Themes

Forecasting Swiss Exports using Bayesian Forecast Reconciliation

Forecast Reconciliation (with a novel Bayesian approach) applied to Swiss Export Data.

Probabilistic forecast reconciliation with applications to wind power and electric load

New algorithms for probabilistic forecast reconciliation. Application is to energy data following temporal hierarchies.

Updating Variational Bayes: Fast sequential posterior inference

Introduces two Variational Bayes algorithms tailored for online inference. Applied to predicting the location of vehicles.

A forecast reconciliation approach to cause-of-death mortality modeling

Forecast reconciliation used for mortality projections broken down by cause-of-death.

Macroeconomic forecasting for Australia using a large number of predictors

Forecasting Australian macroeconomic variables using popular regularisation techniques.

Bayesian inference for the one-factor copula model

Bayesian Inference on the one-factor copula model. Application to constructing a development index for East Timorese households.

The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia

Working paper descibing the Australian Macro Database.

Model selection for discrete regular vine copulas

New algorithms for selection of vine copula models. Application to online retail data and social mobility data.

When Did It Go Wrong? The Case of Greek Sovereign Debt

Discussion of Greek macroeconomic trends from the millenium until the crisis.

Bayesian Rank Selection in Multivariate Regression

Bayesian algorithm for averaging over rank reduced VARs.