Working Papers
Submitted or in Review
Pintado, M.F., Iacopini, M., Rossini, L. and Shestopaloff, A. (2024), “Bayesian Partial Reduced-Rank Regression”. arXiv:2406.17444 (Submitted)
Iacopini, M., Krisztin, T. and Piribauer, P. (2024), “A Bayesian Markov-switching SAR model for time-varying cross-price spillovers”. arXiv:2310.19557 (Submitted)
Costola, M., Iacopini, M. and Wichers, C. (2024), “Bayesian SAR model with stochastic volatility and multiple time-varying weights”. arXiv:2310.17473 (R&R)
Pintado, M.F., Iacopini, M., Rossini, L. and Shestopaloff, A. (2024), “Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions”. arXiv:2306.01521 (R&R)
Iacopini, M., O’Neill, E. and Rossini, L. (2024), “Static and Dynamic BART for Rank-Order Data”. arXiv:2308.10231 (R&R)
Iacopini, M., Poon, A., Rossini, L. and Zhu, D. (2024), “A Quantile Nelson-Siegel model”. arXiv:2401.09874 (Submitted)
Iacopini, M., Poon, A., Rossini, L. and Zhu, D. (2023), “Money Growth and Inflation: A Quantile Sensitivity Approach”. arXiv:2308.05486 (Submitted) </br> [Previously circulated as “The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis”]
Iacopini, M., Ravazzolo, F. and Rossini, L. (2023), “Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications”. arXiv:2211.16121 (R&R)
Iacopini, M. and Rossini, L. (2023) - “Bayesian Semiparametric inference for TVP-SVAR models with asymmetry and fat tails”. (R&R)
Others
Bassetti, F., Casarin, R. and Iacopini, M. (2023), “A spatiotemporal gamma shot noise Cox process”. arXiv:2308.08481
Bianchi, D., Rossini, L. and Iacopini, M. (2021) - “Stablecoins and cryptocurrency returns: What is the role of Tether?”. SSRN: 3605451
Iacopini, M. and Santagiustina, C.R.M.A. (2020), “Visualizing and comparing distributions with half-disk density strips”. arXiv:2006.16063
Guégan, D. and Iacopini, M. (2018), “Nonparametric forecasting of multivariate probability density functions”. arXiv:1803.06823