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Wu, Ping (2024) Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. International Journal of Forecasting, 40 (3). pp. 903-917. ISSN 0169-2070
Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey and Wu, Ping (2024) Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting. Journal of the Royal Statistical Society: Series A, 187 (2). pp. 477-495. qnad130. ISSN 0964-1998
Wu, Ping and Koop, Gary (2023) Estimating the ordering of variables in a VAR using a Plackett-Luce Prior. Economics Letters, 230. 111247. ISSN 0165-1765
Kabundi, Alain and Poon, Aubrey and Wu, Ping (2023) A time-varying Phillips curve with global factors : are global factors important? Economic Modelling, 126. 106423. ISSN 0264-9993