Publications

Mauro Bernardi, Daniele Bianchi, Nicolas Bianco (2023). Variational inference for large Bayesian vector autoregressions. In Journal of Business and Economic Statistics (forthcoming).

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Mauro Bernardi, Daniele Bianchi, Nicolas Bianco (2023). Dynamic variable selection in high-dimensional predictive regressions. In arXiv.

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Mauro Bernardi, Daniele Bianchi, Nicolas Bianco (2022). Smoothing volatility targeting. In arXiv.

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Touqeer Ahmad, Ishfaq Ahmad, Irshad Ahmad Arshad, Nicolas Bianco (2022). A comprehensive study on the Bayesian modelling of extreme rainfall. A case study from Pakistan. In International Journal of Climatology, 42(1), 208-224.

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