Publications
How is Machine Learning Useful for Macroeconomic Forecasting? 2022. Journal of Applied Econometrics, 37(5), 920-964. Joint work with Philippe Goulet-Coulombe (UQÀM), Maxime Leroux (UQÀM) and Dalibor Stevanovic (UQÀM). [Paper]
A Large Canadian Database for Macroeconomic Analysis. 2022. Canadian Journal of Economics, 55(4), 1799 - 1833. Joint work with Olivier Fortin-Gagnon (Desjardins), Maxime Leroux (UQÀM) and Dalibor Stevanovic (UQÀM). [Paper]
Macroeconomic Data Transformations Matter. 2021. International Journal of Forecasting, 37(4), 1338-1354. Joint work with Philippe Goulet-Coulombe (UQÀM), Maxime Leroux (UQÀM) and Dalibor Stevanovic (UQÀM). [Paper] [Slides]
Working papers
Job Market Paper: Quantile VARs and Macroeconomic Risk Forecasting (single author). [Paper]
Work in progress
Max Share Approach With Persistent Series. Joint work with Alain Guay (UQÀM) and Florian Pelgrin (EDHEC).
Policy Documents
Scénarios de risque et prévisions macroéconomiques (with Kevin Moran and Dalibor Stevanovic), CIRANO, 2023
Prévision de l'activité économique au Québec de l'activité économique au Québec et au Canada à l'aide des méthodes Machine Learning (with Philippe Goulet Coulombe, Maxime Leroux and Dalibor Stevanovic), Rapport de projet 2020RP-18, CIRANO, 2020.
Identification des points de retournement du cycle économique au Canada (with Rachidi Kotchoni and Dalibor Stevanovic), Rapport de projet 2019RP-05, CIRANO, 2019.