//-->
Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
McAlinn, Kenichiro, (2019)
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong, (2014)
Dynamic Factor Volatility Modeling: A Bayesian Latent Threshold Approach
Nakajima, Jouchi, (2012)