Identifying business cycle turning points with sequential Monte Carlo methods : an online and real-time application to the euro area

von Billio, Monica
Veröffentlicht in Journal of forecasting (2010)

Structural changes in large economic datasets : a nonparametric homogeneity test

von Casarin, Roberto
Veröffentlicht in Economics letters (2019)

Bayesian inference on dynamic models with latent factors

von Billio, Monica
Veröffentlicht in Colloquium on Modern Tools for Business Cycle Analysis (4 : 2003 : Luxembourg) Growth and cycle in the Euro-zone (2007)

Bayesian nonparametric sparse VAR models

von Billio, Monica
Veröffentlicht in Journal of econometrics (2019)

A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets

von Casarin, Roberto
Veröffentlicht in Journal of business & economic statistics (2018)

On the role of dependence in sticky price and sticky information Phillips curve : modelling and forecasting

von Casarin, Roberto
Veröffentlicht in Economic modelling (2021)

Markov switching GARCH models for Bayesian hedging on energy futures markets

von Billio, Monica
Veröffentlicht in Energy economics (2018)

Density forecasting

von Bassetti, Federico
Veröffentlicht in Macroeconomic forecasting in the era of big data (2020)

Beta-product dependent Pitman–Yor processes for Bayesian inference

von Bassetti, Federico
Veröffentlicht in Journal of econometrics (2014)

Bayesian graphical models for structural vector autoregressive processes

von Ahelegbey, Daniel Felix
Veröffentlicht in Journal of applied econometrics (2016)

Sparse graphical vector autoregression : a Bayesian approach

von Ahelegbey, Daniel Felix
Veröffentlicht in Annals of economics and statistics (2016)

Contagion dynamics on financial networks

von Billio, Monica
Veröffentlicht in International financial markets (2019)

Relative benchmark rating and persistence analysis : evidence from Italian equity funds

Veröffentlicht in The European journal of finance (2005)

Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model

von Casarin, Roberto
Veröffentlicht 282017

An entropy-based early warning indicator for systemic risk

von Billio, Monica
Veröffentlicht in Journal of international financial markets, institutions & money (2016)

Modeling systemic risk with Markov Switching Graphical SUR models

von Bianchi, Daniele
Veröffentlicht in Journal of econometrics (2019)

Markov switching panel with endogenous synchronization effects

von Agudze, Komla M.
Veröffentlicht in Journal of econometrics (2022)

Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model

von Billio, Monica
Veröffentlicht in Journal of applied econometrics (-2016)

Bayesian combinations of stock price predictions with an application to the Amsterdam exchange index

Veröffentlicht 2011

Combining predictive densities using Bayesian filtering with applications to US economics data

Veröffentlicht 2011