• Optimal Monetary Policy in a Data-Rich Environment

• A Uniform Model Selection Test for Semi/Nonparametric Models

• Bayesian Inference on Structural Impulse Response Functions

• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Sovereign Default Risk and Real Economic Activity

• Bin Chen

• 

  Regressions in Impulse Response Space

• Marine Carrasco

• Markus Pelger

• Estimation of moment-based models with latent variables

• Testing for Indeterminacy in U.S. Monetary Policy

• Finite underidentification

• Generalized Dynamic Factor Models and Volatilities: Recovering the Market Volatility Shocks

• Flexible Bayesian Modeling with Moment Constraints

• Bayesian Covariance Regression and Autoregression