publication venue for
- Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application. 28:32-50. 2023
- Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate. 27:203-223. 2023
- Labor turnover costs and the cyclical behavior of vacancies and unemployment. 13:76-96. 2009