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September 2026: Paper accepted for publication in JFECTR
August 2026: Three new working papers
February 2026: Paper accepted for publication in JAE
September 2024: Paper accepted for publication in JFECTR
July 2023: Paper accepted for publication in JAE

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March 2017: Paper “Combining Density Forecasts using Focused Scoring Rules” accepted for publication in the Journal of Applied Econometrics

The paper Combining Density Forecasts using Focused Scoring Rules (joint work with Dick van Dijk and Michel van der Wel) is now accepted for publication in the Journal of Applied Econometrics

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←October 2016: Paper “Accounting for missing values in score-driven time-varying parameter models” accepted for publication in Economics Letters

May 2017: Paper “Forecasting Value-at-Risk under Temporal and Portfolio Aggregation” accepted for publication in JFECTR→

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