Monica Billio : Citation Profile

Università Ca' Foscari Venezia

21

H index

31

i10 index

2586

Citations

RESEARCH PRODUCTION:

57

Articles

144

Papers

4

Chapters

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 95
   Journals where Monica Billio has often published
   Relations with other researchers
   Recent citing documents: 199.    Total self citations: 96 (3.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbi55
   Updated: 2025-03-22    RAS profile: 2025-03-15    
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Relations with other researchers

Works with:

Casarin, Roberto (13)

Pelizzon, Loriana (12)

Dufour, Alfonso (4)

Riedel, Max (3)

Caporin, Massimiliano (3)

Ahelegbey, Daniel Felix (2)

Osuntuyi, Ayokunle (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Monica Billio.

Is cited by:

Giudici, Paolo (64)

Ahelegbey, Daniel Felix (60)

Casarin, Roberto (52)

Ravazzolo, Francesco (38)

Caporin, Massimiliano (36)

Ferrara, Laurent (33)

Napoletano, Mauro (21)

Addo, Peter Martey (21)

Aastveit, Knut Are (21)

Guerini, Mattia (20)

van Dijk, Herman (20)

Cites to:

Casarin, Roberto (60)

Hamilton, James (41)

Diebold, Francis (37)

Pelizzon, Loriana (35)

Ravazzolo, Francesco (35)

Lo, Andrew (28)

van Dijk, Herman (27)

Engle, Robert (24)

Harding, Don (23)

Bekaert, Geert (23)

Reichlin, Lucrezia (23)

Main data

Where Monica Billio has published?

Journals with more than one article published# docs
Journal of Econometrics5
Computational Statistics & Data Analysis4
Journal of Banking & Finance3
Econometrics and Statistics3
Journal of Applied Econometrics2
The North American Journal of Economics and Finance2
Energy Economics2
Annals of Operations Research2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"40
Post-Print / HAL24
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL22
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne16
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE11
Tinbergen Institute Discussion Papers / Tinbergen Institute7
PSE-Ecole d'conomie de Paris (Postprint) / HAL6
Papers / arXiv.org3
Working Papers / University of Brescia, Department of Economics3
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School2
Working Papers / Center for Research in Economics and Statistics2

Recent works citing Monica Billio (2025 and 2024)

YearTitle of citing document
2024Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2024Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders. (2023). Chava, Sudheer ; Shah, Agam ; Hiray, Arnav. In: Papers. RePEc:arx:papers:2307.16874.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Can we hedge carbon risk? A network embedding approach. (2023). Pocelli, Maria Chiara ; Azzone, Michele ; Stocco, Davide. In: Papers. RePEc:arx:papers:2311.12450.

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2024Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2403.00009.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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2024Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Wu, Boyao ; Huang, Difang ; Zheng, Lifen ; Li, Nan ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19363.

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2024Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Huang, Difang ; Wu, Boyao ; Wang, Yuhang ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19439.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Hidden Markov graphical models with state-dependent generalized hyperbolic distributions. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2412.03668.

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2024Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664.

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2025Copula Central Asymmetry of Equity Portfolios. (2025). Frattarolo, Lorenzo. In: Papers. RePEc:arx:papers:2501.00634.

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2025Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum. (2025). Ferreira, William ; Li, Linze. In: Papers. RePEc:arx:papers:2501.07135.

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2025Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Trapin, Luca ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2502.04112.

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2025ESG Momentum in International Equity Returns and the SDG content of financial asset portfolios. (2025). Pittis, Nikitas ; Landis, Conrad ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2523.

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2024.

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2024Financial risk under the shock of global warming: Evidence from China. (2024). Hao, YU ; Li, Lianqing ; Gao, Zhiyuan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:335-351.

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2024.

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2024Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217.

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2024.

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2024Economic and financial integration, capital controls, and risk sharing. (2024). Donadelli, Michael ; Gufler, Ivan. In: Economica. RePEc:bla:econom:v:91:y:2024:i:364:p:1482-1520.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024When climate meets real estate: A survey of the literature. (2024). Suandi, Matthew ; Contat, Justin ; Mejia, Luis ; Hopkins, Carrie. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:618-659.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2024Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2024Generalized latent space model for one-mode networks with awareness of two-mode networks. (2024). Qin, Ruixuan ; Pu, Dan ; Fang, Kuangnan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002268.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Size and ESG premiums: Evidence from Chinese A-share market. (2024). Wu, Yanran ; Zhou, Riwang ; Zhang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001712.

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2024Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839.

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2024High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times. (2024). Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000472.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024The role of emission disclosure for the low-carbon transition. (2024). Kolb, Benedikt ; Frankovic, Ivan. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001211.

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2024A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Distributed mean reversion online portfolio strategy with stock network. (2024). Li, Hongyi ; Xu, Weijun ; Zhong, Yannan. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1143-1158.

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2024Enforcement actions and systemic risk. (2024). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000104.

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2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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2024Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain. (2024). Chen, Ying ; Peng, Hanqiu ; Trimborn, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000641.

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2024Corporate ESG rating divergence and excess stock returns. (2024). Ge, Chen ; Jiao, Shuaipeng ; Wang, Haijun ; Sun, Guanglin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007740.

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2024Determinants and effects of country ESG controversy. (2024). Beckmann, Joscha ; Rogmann, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000343.

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2024Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis. (2024). Wang, Yuyouting ; Tian, Sihua ; Li, Shaofang ; Gu, Qinen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004833.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2024Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Financial market integration: A complex and controversial journey. (2024). Paradiso, A ; Gufler, I ; Donadelli, M. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000322.

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2024VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Nakata, Keiichi ; Qiu, Zhiguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Wang, Yizhi ; Lin, Yongjia ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2024Does greenwashing affect Companys stock Price? Evidence from Europe. (2024). Pausini, Lorenzo ; Etro, Leonardo L ; Teti, Emanuele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001273.

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2024When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661.

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2024The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971.

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2024Constructing stock portfolios by sorting on ESG ratings: Does the rating provider matter?. (2024). Oehler, Andreas ; Horn, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005003.

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2024Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040.

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2024Can investor-firm interactions mitigate ESG rating divergence? Evidence from China. (2024). Zhai, Qiong ; Liu, Jia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005441.

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2024Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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2024ESG rating disagreement and corporate innovation: Evidence from China. (2024). Li, Rongrong ; Zhang, DU. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001260.

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2024Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks. (2024). Nie, Chun-Xiao ; Chen, Jinyan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002174.

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2024ESG rating divergence and audit fees: Evidence from China. (2024). Liu, Zhangxin ; Ling, Shixian ; Xia, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007797.

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2024Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x.

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2024Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises. (2024). Feng, Yun ; Yang, Jie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009243.

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2024ESG divergence and corporate strategic green patenting. (2024). Hou, Xiaojuan ; Xie, Guanxia. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009449.

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2024Comparing ESG score weighting approaches and stock performance differentiation. (2024). Schmidl, Thomas ; Muck, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009541.

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2024Financial market volatility: Does banking concentration play a role?. (2024). Zeeshan, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009905.

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2024ESG rating disagreement portfolios – Evidence from the EuroStoxx 600. (2024). Magazzino, Cosimo ; Pasquali, Andrea ; Horky, Florian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011462.

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2024The icing on the cake: ESG effect on the quality factor portfolios. (2024). Wu, Hsueh-Ling ; Lu, Chia-Wu ; Su, Yu-Hsuan. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013333.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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More than 100 citations found, this list is not complete...

Works by Monica Billio:

YearTitleTypeCited
2019Opinion Dynamics and Disagreements on Financial Networks In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2018Bayesian nonparametric sparse VAR models In: Papers.
[Full Text][Citation analysis]		paper20
2019Bayesian nonparametric sparse VAR models.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach In: Papers.
[Full Text][Citation analysis]		paper6
2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021COVID-19 spreading in financial networks: A semiparametric matrix regression model In: Papers.
[Full Text][Citation analysis]		paper5
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2016Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model.(2016) In: Journal of Applied Econometrics.
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2006Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints In: Working Papers.
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2007Stochastic optimization for allocation problems with shortfall risk constraints.(2007) In: Applied Stochastic Models in Business and Industry.
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2007Business Cycle Analysis with Multivariate Markov Switching Models In: Working Papers.
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2007Bayesian Inference on Dynamic Models with Latent Factors In: Working Papers.
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2016Bayesian Graphical Models for STructural Vector Autoregressive Processes.(2016) In: Journal of Applied Econometrics.
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