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~person:"Billio, Monica"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
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Billio, Monica
Tsionas, Efthymios G.
83
Koop, Gary
52
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34
Assaf, A. Georges
28
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28
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23
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17
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17
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17
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15
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15
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15
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15
Li, Yong
15
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14
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14
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14
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14
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14
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14
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13
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13
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1
Bayesian dynamic tensor regression
Billio, Monica
;
Casarin, Roberto
;
Iacopini, Matteo
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 429-439
Persistent link: https://www.econbiz.de/10014448234
Saved in:
2
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
Saved in:
3
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
4
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
5
Identifying business cycle turning points with sequential
Monte
Carlo methods : an online and real-time application to the euro area
Billio, Monica
;
Casarin, Roberto
- In:
Journal of forecasting
29
(
2010
)
1/2
,
pp. 145-167
Persistent link: https://www.econbiz.de/10003951826
Saved in:
6
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
7
Markov switching GARCH models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
8
An entropy-based early warning indicator for systemic risk
Billio, Monica
;
Casarin, Roberto
;
Costola, Michele
; …
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 42-59
Persistent link: https://www.econbiz.de/10011690432
Saved in:
9
Sparse graphical vector autoregression : a Bayesian approach
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 333-361
Persistent link: https://www.econbiz.de/10011592757
Saved in:
10
Combination schemes for turning point predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
4
,
pp. 402-412
Persistent link: https://www.econbiz.de/10009700545
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