| Nowcasting growth using google trends data: A bayesian structural time series model D Kohns, A Bhattacharjee International Journal of Forecasting 39 (3), 1384-1412, 2023 | 12 | 2023 |
| Horseshoe prior Bayesian quantile regression D Kohns, T Szendrei Journal of the Royal Statistical Society Series C: Applied Statistics 73 (1 …, 2024 | 6 | 2024 |
| A Theory-based Lasso for time-series data A Ahrens, C Aitken, J Ditzen, E Ersoy, D Kohns, ME Schaffer Data Science for Financial Econometrics, 3-36, 2021 | 6 | 2021 |
| Decoupling shrinkage and selection for the Bayesian quantile regression D Kohns, T Szendrei arXiv preprint arXiv:2107.08498, 2021 | 4 | 2021 |
| Interpreting big data in the macro economy: A Bayesian mixed frequency estimator D Kohns, A Bhattacharjee CEERP Working Paper Series, 2019 | 4 | 2019 |
| Developments on the Bayesian Structural Time Series model: trending growth D Kohns, A Bhattacharjee arXiv preprint arXiv:2011.00938, 2020 | 3 | 2020 |
| Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity G Potjagailo, D Kohns Bank of England Working Paper, 2023 | 2 | 2023 |
| A Flexible Bayesian MIDAS Approach for Interpretable Nowcasting and Forecasting D Kohns, G Potjagailo | 1 | 2022 |
| Bayesian order identification of ARMA models with projection predictive inference Y McLatchie, AA Matamoros, D Kohns, A Vehtari arXiv preprint arXiv:2208.14824, 2022 | 1 | 2022 |
| High-dimensional Bayesian methods for interpretable nowcasting and risk estimation DE Kohns Heriot-Watt University, 2023 | | 2023 |
| A New Bayesian MIDAS Approach for Flexible and Interpretable Nowcasting D Kohns, G Potjagailo | | 2022 |
| Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model A Bhattacharjee, D Kohns National Institute of Economic and Social Research, 2022 | | 2022 |
Arnab BhattacharjeeProfessor of Economics, Director of Spatial Economics & Econometrics Centre, Heriot-Watt UniversityVerified email at hw.ac.uk
