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Francesco Ravazzolo (2016). Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model Journal of Applied Econometrics.
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Francesco Ravazzolo (2015). Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility Journal of Applied Econometrics.
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Yang Zu (2015). Nonparametric specification tests for stochastic volatility models based on volatility density Journal of Econometrics.
Xianhua Hu (2015). Sequential auctions, price trends, and risk preferences Journal of Economic Theory.
Sebastiano Manzan (2015). Forecasting the Distribution of Economic Variables in a Data-Rich Environment Journal of Business and Economic Statistics.