A New Sectoral Unit Labour Cost Indicator Based on Global Value Chains
(with Thomas Beissinger). Applied Economics Letters, 2021, DOI: 10.1080/13504851.2021.1915461.
A Class of Periodic Trend Models for Seasonal Time Series
(with Tommaso Proietti and Gian Luigi Mazzi). Journal of Forecasting, 38, 106–121, 2019.
Illuminating the World Cup Effect: Night Lights Evidence from South Africa
(with Gregor Pfeifer and Fabian Wahl). Journal of Regional Science, 58(5), 887–920, 2018.
Companion document: List of projects in South Africa 2004 - 2013
A Data-Cleaning Augmented Kalman Filter for Robust Estimation of State Space Models
(with Tommaso Proietti and Stefano Grassi). Econometrics and Statistics, 5, 107-123, 2018.
EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area
(with Tommaso Proietti and Gian Luigi Mazzi). Journal of Applied Econometrics, 32, 683-703, 2017.
Monthly Business Cycle Indicators: A New Multivariate Approach Based on a Band-Pass Filter (with Víctor Gómez). Empirical Economics, 52, 1379-1408, 2017.
Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective (with Thomas Beissinger). Applied Economics Letters, 23(18), 1305-1311, 2016.
Outlier Detection in Structural Time Series Models: The Indicator Saturation Approach (with Tommaso Proietti). International Journal of Forecasting, 32(1), 180–202, 2016.
Cyclicality of Real Wages in the USA and Germany: New Insights from Wavelet Analysis (with Víctor Gómez). Economic Modelling, 47, 40–52, 2015.
Real Wages and the Business Cycle in Germany (with Thomas Beissinger). Empirical Economics, 44, 469–490, 2013.