Paul Labonne
I am a postdoc in economics at CAMP at the BI Norwegian Business School.
Projects
- Risky news and credit market sentiment
with Leif Anders Thorsrud
[working paper] - Asymmetric uncertainty: nowcasting using skewness in real-time data
R&R International Journal of Forecasting
[working paper] [blog] - BayesMultiMode : Bayesian mode inference in R
with Nalan Basturk, Jamie Cross, Peter de Knijff, Lennart Hoogerheide and Herman K. van Dijk
[working paper] [R package] - Bayesian estimation of modal features from flexible mixtures using discrete multimodal data
with Jamie Cross, Lennart Hoogerheide and Herman K. van Dijk
Publications
- Bayesian mode inference for discrete distributions in economics and finance
with Jamie Cross, Lennart Hoogerheide and Herman K. van Dijk
Economics Letters, 2024
[paper] [code] - Temporal disaggregation of overlapping noisy quarterly data: estimation of monthly output from UK value-added tax data
with Martin Weale
Journal of the Royal Statistical Society (Series A), 2020
[paper] - The financial foundations of the productivity puzzle
with Jagjit S. Chadha and Amit Kara
National Institute Economic Review, 2017
Software packages
- BayesMultiMode : Bayesian mode inference in R