2026Macroeconomic Fundamentals and the Shape of Sovereign Credit RiskJ FINANC QUANT ANAL · forthcoming · Jiao
2026Scalable Variational Bayes Inference for Dynamic Variable SelectionJ COMPUT GRAPH STAT · forthcoming · Bernardi, Bianco
2024Variational Inference for Large Bayesian Vector AutoregressionsJ BUS ECON STAT · 42(3) 1066–1082 · Bernardi, Bianco
2017Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross SectionJ BUS ECON STAT · 35(1) · Guidolin, Ravazzolo