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