• Measuring inflation expectations using Phillips curve models (2023) with Joao Madeira. SAGE Research Methods Cases: Business & Management
• Disentangling the effect of measures, variants and vaccines on SARS-CoV-2 Infections in England: A dynamic intensity model (2023) with Otilia Boldea and Joao Madeira. Econometrics Journal, 26(3), 444–466. Stan and Matlab Codes
• Econometric Analysis of Switching Expectations in UK Inflation (2022) with Joao Madeira. Oxford Bulletin of Economics and Statistics, 84(3), 651- 673.
• Bootstrapping Structural Change Tests (2019) with Otilia Boldea and Alastair R. Hall. Journal of Econometrics, 213(2),  359-397. Supplementary Appendix, Matlab codes.
• Link of moments before and after transformations, with an application to resampling from fat-tailed distributions (2019) with Karim Abadir. Econometric Theory, 35(3), 630-652. Matlab and R codes
• Behavioral Heterogeneity in U.S. Inflation Dynamics (2019) with Domenico Massaro and Cars Hommes. Journal of Business & Economic Statistics,  37(2), 288 - 300.
• The Explicit Formula for the Hodrick-Prescott Filter in Finite Sample (2017).  Review of Economics and Statistics, 99(2), 314-318.
• A Parametric Bootstrap for Heavy-Tailed Distributions (2015) with Russell Davidson. Econometric Theory, 31(3), 449-470. Matlab and R codes.