Welcome

Hi, welcome to my personal website!

• I'm currently a PhD candidate in Economics at The University of Melbourne, Australia.
• I'm on the 2025-2026 job market.

Research and Teaching Interests

Bayesian Statistics, Non-parametric Methods, Time Series Modelling in Econometrics and Finance, High-Performance Computing (HPC)

• My primary research focuses on shrinkage priors and time series modelling.
• I also investigate methods for high-dimensional data.

Job Market Paper

Bayesian Model Ensembling by Regularised Predictive Synthesis

Abstract. This paper develops a new Bayesian framework for forecast combination that embeds a Vector Error Correction Model (VECM) structure within a latent dynamic factor representation for model weights. By imposing cointegration across the latent weight structure, the framework establishes a structured yet flexible constraint on their long-run behavior while allowing for short-term deviations. The specification enables the weights to evolve around a stable equilibrium and to adjust rapidly toward a new equilibrium when the predictive environment changes. Monte Carlo studies and empirical applications to economic growth and inflation forecasting show that the proposed approach delivers substantial improvements in predictive performance over state-of-the-art models. The framework advances the literature by providing flexible weight dynamics that allow non-convexity and transitions among different equilibrium configurations at the same time.

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