Published papers
Using triples to assess symmetry under weak dependence
Journal of Business & Economic Statistics
Assessing distributional properties of forecast errors for fan-chart modelling
Empirical Economics
Normality tests for dependent data: large-sample and bootstrap approaches
Communications in Statistics - Simulation and Computation
Bootstrap-assisted tests of symmetry for dependent data
Journal of Statistical Computation and Simulation
A distance test of normality for a wide class of stationary processes, with Z. Psaradakis
Econometrics and Statistics
Generalized portmanteau tests for linearity of stationary time series, with Z. Psaradakis
Econometric Reviews
A quantile-based test for symmetry of weakly dependent processes, with Z. Psaradakis
Journal of Time Series Analysis
Empirical evidence of joint nonlinearity in EA and US economic variables using two modified multivariate nonlinearity tests
Applied Economics Letters
On testing for nonlinearity in multivariate time series, with Z. Psaradakis
Economics Letters
Working papers
Short-term forecasting of real GDP using monthly data
NBS Working Paper
On a bootstrap-based Diebold-Mariano test for forecast evaluations
NBS Working Paper
On testing for linear and nonlinear DSGE models
NBS Working Paper
Power properties of non-linearity tests
Birkbeck Working Paper in Economics and Finance
HUBERT: a DSGE model of the Czech economy
Ministry of Finance Working Paper