9. Iacopini, M., Poon, A., Rossini, L. and Zhu, D. (2023) - The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis. Available at arXiv 2308.05486 

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8. Iacopini, M., O'Neill, E. and Rossini, L. (2023) - Static and Dynamic BART for Rank-Order Data. Available at arXiv 2308.10231 (Submitted)

 

7. Pintado, M.F., Iacopini, M., Rossini, L. and Shestopaloff, A. (2023) - Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions. Available at arXiv 2306.01521 (Submitted) 

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6. Opschoor, A., Lucas, A. and Rossini, L. (2023) - Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution Available at Tinbergen Institute Discussion Paper (submitted)

 

5. Iacopini, M., Ravazzolo, F. and Rossini, L. (2023) - Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. Available at arXiv 2211.16121 (Submitted)

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4. Hauzenberger, N., Pfarrhofer, M. and Rossini, L. (2023) - Sparse time-varying parameter VECMs with an application to modeling electricity prices. Available at arXiv 2011:04577 (R&R)

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3. Prevenas, S., McCrea, R., Rossini, L. and Villa, C. (2023) - Loss-based prior for the degrees of freedom of the Wishart distribution. Available at arXiv 2103.12900 (R&R)

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2. Iacopini, M. and Rossini, L. (2023) - Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails (submitted)

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1. Bianchi, D., Rossini, L. and Iacopini, M. (2021) - Stable Coins and Cryptocurrency Returns: Evidence from Large Bayesian VARs. Available at SSRN 3605451 (Under review)

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