Job Market Paper

A flexible stochastic conditional duration model (with William J. McCausland)

 

Working Papers

Joint sampling of states and parameters in state space models (with William J. McCausland)

 

Work in Progress

FOMC sentiment and Canadian monetary-policy forecasting (with Vasia Panousi)

M-Hessian: A MATLAB toolbox for efficiant simulation smoothing in non-linear non-Gaussian
state space models (with William J. McCausland)