Variational Inference for Large Bayesian Vector Autoregressions
With Mauro Bernardi and Nicolas Bianco. Journal of Business and Economic Statistics, 2024, 42(3), 1066–1082.
Bayesian Econometrics
Modeling Systemic Risk with Markov Switching Graphical SUR Models
With Monica Billio, Roberto Casarin, and Massimo Guidolin. Journal of Econometrics, 2019, Vol. 210, No. 1, 58–74.