Matteo Iacopini

MaRDI QIDQ1984432zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails Statistical Modelling	2026-04-14	Paper
Analysing dynamic cross-price dependencies with a Markov-switching spatial autoregressive model The Annals of Applied Statistics	2026-03-30	Paper
Bayesian Partial Reduced-Rank Regression Journal of Computational and Graphical Statistics	2026-02-25	Paper
Uncertainty quantification in Bayesian reduced-rank sparse regressions Statistics and Computing	2025-07-10	Paper
Filtering the intensity of public concern from social media count data with jumps Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-31	Paper
Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP Journal of Economic Dynamics and Control	2024-06-17	Paper
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks Journal of the American Statistical Association	2024-03-19	Paper
Bayesian Dynamic Tensor Regression Journal of Business and Economic Statistics	2024-03-05	Paper
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions Journal of Business and Economic Statistics	2024-03-05	Paper
Multilayer network analysis of oil linkages Econometrics Journal	2022-06-22	Paper
On the ``mementum'' of meme stocks Economics Letters	2021-09-16	Paper

Research outcomes over time

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