My research interests are in Time Series Econometrics and Forecasting, with an emphasis on applications to macroeconomic data. My broad focus is on developing statistical techniques for evaluating the models that economists use for forecasting and policy-making. For example, I have proposed methods for selecting the best forecasting model depending on the state of the economy; for detecting a breakdown in the forecasting performance of a model; for comparing the performance of competing models when the underlying economic conditions change over time. I am currently interested in the evaluation of Dynamic Stochastic General Equilibrium models, in particular with the goal of understanding whether and to what extent incorporating economic theory into econometric models can help us make better forecasts and policy decisions.