Research

Publications

2023

  1. When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
    Journal of Econometrics, 2023

2022

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

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. Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models

Work in Progress

  1. Bayesian Estimation of Sparsely Heterogeneous Panel Models
  2. Estimate Nonlinear VARs using Neural Network Models