1. Bayesian analysis via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts;Albert;Journal of Business and Economic Statistics,1993
2. Bayesian analysis of binary and polychotomous response data;Albert;Journal of the American Statistical Association,1993
3. Altissimo, F., Bassanetti, A., Cristadoro, R., Forni, M., Lippi, M., Reichlin, L., Veronese, G. (2001). “EuroCoin: A real time coincident indicator of the Euro area business cycle”. CEPR Working Paper 3108
4. Predicting the probability of a recession with nonlinear autoregressive leading-indicator models;Anderson;Macroeconomic Dynamics,2001
5. Artis, M.J., Banerjee, A., Marcellino, M. (2005). “Factor forecasts for the UK”. Journal of Forecasting. In press