Browsing School of Mathematical Sciences by Author "Iacopini, M"
Now showing items 1-4 of 4
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Bayesian Markov-Switching Tensor Regression for Time-Varying Networks
Billio, M; Casarin, R; Iacopini, M (Taylor & Francis, 2022-09-20)Modeling time series of multilayer network data is challenging due to the peculiar characteristics of real-world networks, such as sparsity and abrupt structural changes. Moreover, the impact of external factors on the ... -
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
Iacopini, M; Poon, A; Rossini, L; Zhu, D (2023-12-01)Timely characterizations of risks in economic and financial systems play an essential role in both economic policy and private sector decisions. However, the informational content of low-frequency variables and the results ... -
Google search volumes and the financial markets during the COVID-19 outbreak
Costola, M; Iacopini, M; Santagiustina, CRMA (2021) -
A Matrix-Variate t Model for Networks
Billio, M; Casarin, R; Costola, M; Iacopini, M (2021)