Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. doi
with A. Bhattacharjee in International Journal of Forecasting 39(3), 2023.
Publications in refereed journals
Horseshoe prior Bayesian quantile regression. doi
T. Szendrei in Journal of the Royal Statistical Society Series C: Applied Statistics 0035-9254, 2023.
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.
Publications in institutional journals
Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity.
with G. Potjagailo Bank of England Staff WP Series,No. 1,025, 2023.
Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model.
A. Bhattacharjee, NIESR Publications No. 538, 2022.