Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model.
A. Bhattacharjee, NIESR Publications No. 538, 2022.
Posts by Collection
institutional
Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity.
with G. Potjagailo Bank of England Staff WP Series,No. 1,025, 2023.
portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
publications
A Theory-based Lasso for time-series data. doi
with A.Ahrens,C. Aitken, J. Ditzen, E. Ersoy, M.E. Schaffer in Data Science for Financial Econometrics vol 898, 2021.
Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. doi
with A. Bhattacharjee in International Journal of Forecasting 39(3), 2023.
Horseshoe prior Bayesian quantile regression. doi
T. Szendrei in Journal of the Royal Statistical Society Series C: Applied Statistics 0035-9254, 2024.
The ARR2 Prior: Flexible Predictive Prior Definition for Bayesian Auto-Regressions. doi
with N. Kallioinen, Yann McLatchie and Aki Vehtari in Bayesian Analysis 1(1), 2025.
Flexible Bayesian MIDAS: Time-Variation, Group-Shrinkage and Sparsity. doi
with G. Potjagailo in Journal of Business and Economic Statistics 17(1), 2025.
talks
Talk 1 on Relevant Topic in Your Field
This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Mathematics, Statistics and Econometrics (ECNM11002).
Postgraduate course; University of Edinburgh; Winter 2019.
Econometrics 2 (ECNM11050).
Postgraduate course; University of Edinburgh; Winter 2019-Winter2022.
The Economy.
Undergraduate course; Heriot-Watt University; Winter 2019.
Introductory Econometrics.
Undergraduate course; Heriot-Watt University; Winter 2020.
Bayesian Data Analysis.
Postgraduate course; Aalto University; Winter 2022-present.
wps
Decoupling shrinkage and selection for the Bayesian quantile regression. WP
with T. Szendrei arXiv:2107.08498, 2021, submitted.
Bayesian order identification of ARMA models with projection predictive inference. WP
with Y. McLatchie, A. Matamoros, A. Vehtari arXiv:2208.14824,2022, submitted.
To-select-or-not. [WP]
with A. Riha, Aki Vehtari tbd,2025, 2025.