Macroeconomic Fundamentals and the Shape of Sovereign Credit Risk
With Teng Jiao. Working paper. R&R at Journal of Financial and Quantitative Analysis
Macroeconomics
Variational Inference for Large Bayesian Vector Autoregressions
With Mauro Bernardi and Nicolas Bianco. Journal of Business and Economic Statistics, 2024, 42(3), 1066–1082.