Published

Project: Bayesian Dynamic Modeling of High-Frequency Integer Price Changes (published in Journal of Financial Econometrics, 2018)

Submitted and under revision

Ongoing

Job Market Paper

Project: Bayesian Risk Evaluation for Long Horizons

Work in progress

Conferences

Theses

  • Methods for Bayesian Analysis of Time Series, PhD Thesis Abstract

  • Bayesian Risk Evaluation using Importance Sampling, MPhil Thesis in Econometrics

    Abstract

  • Sequential Monte Carlo: Selected topics, Bachelor Thesis in Mathematics

    Abstract

  • The Application of the DSGE-VAR Model to the Polish Macroeconomic Data, Master Thesis in Economics

    Abstract