Working Papers

  • Quantile Forward Regression in High-dimensional Distributional Counterfactual Analysis.
  • Quantile Partial Correlation for Growth Vulnerabilities. With Tobias Adrian, Max-Sebastian Dovì, and Ji Hyung Lee. Submitted.
  • Real-time Monitoring in Panel Quantile Regression Models with an Application to Global Inflation. With Liangjun Su and Yiren Wang. Submitted.

Publications