2 papers
econ.EM2025
Let the Tree Decide: FABART A Non-Parametric Factor Model
Sofia Velasco
This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-fina…
math.PR2024
Extinction and survival in inherited sterility
Sonia Velasco
We introduce an interacting particle system which models the inherited sterility method. Individuals evolve on according to a contact process with parameter . W…