Research

Publications

2022

  1. On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates
    Journal of Econometrics, forthcoming, 2022

2021

  1. Optimal Combination of Arctic Sea Ice Extent Measures: a Dynamic Factor Modeling Approach
    International Journal of Forecasting, 2021

2018

  1. Measuring International Uncertainty: the Case of Korea
    (with Minchul ShinMolin Zhong, and Dong Jin Lee)
    Economics Letters, 2018

Working Papers

  1. When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume

Work in Progress

  1. Bayesian Estimation of Sparsely Heterogeneous Panel Models
  2. Unobserved Grouped Patterns in Panel Data and Prior Wisdom (Job Market Paper, Coming Soon!!!)
  3. VARs and the Modern Age