Daniele Bianchi

Bayesian Econometrics

2024

Variational Inference for Large Bayesian Vector Autoregressions

J BUS ECON STAT · 42(3) 1066–1082 · Bernardi, Bianco
2023

It Takes Two to Tango: Economic Theory and Model Uncertainty for Equity Premium Prediction

Rubesam, Tamoni
2019

Modeling Systemic Risk with Markov Switching Graphical SUR Models

J ECONOMETRICS · 210(1) 58–74 · Billio, Casarin, Guidolin
2018

Divide and Conquer: Financial Ratios and Industry Returns Predictability

McAlinn
2017

Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section

J BUS ECON STAT · 35(1) · Guidolin, Ravazzolo