Papers

Berend, Prüser: "Sharpening Identification in Large Structural VARs
Using Narrative Restrictions"

Casarin: "Compressed Bayesian Tensor Regression"

Della Corte: "Survey Expectations Meet Option Prices:
New Insights from the FX Market"

Jiao: "Causal State-Dependent Local Projections"

Lara: "A Structural Matrix Autoregression Framework for International Spillovers"

Liu: "Escaping the Gravity of the Mean: Quantile Bayesian Predictive Synthesis for Macro-Financial Tail Risk"

Nyabuto: "Learning Volatility Dependence Networks in UK Equity Markets using Penalised Spatiotemporal ARCH Models"

Patrocinio: "Salient Forecasters Leading Expectations"

Piantino: "Time-partitioning Gaussian Process Mixture Model"

Stephan: "Sparse Copula-based Black-Litterman Portfolio Optimization with Normalizing Flows"

Szymanski: "Intraday Volatility Dynamics"

Xu: "When Is Aggregate Peer Information More Informative?"