Luca Onorante
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
2019/05/26 by Florian Huber, Huber, Florian, Gary Koop +3 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Economics and business #Forecasting Techniques and Applications #Monetary Policy and Economic Impact #Statistical Methods and Inference
- Sources of Economic Policy Uncertainty in the euro area
2023/01/16 by Andrés Azqueta-Gavaldón, Dominik Hirschbühl, Luca Onorante +2 · 4 citations
Economics, Econometrics and Finance · #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Energy, Environment, Economic Growth
- Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
2020/08/28 by Florian Huber, Huber, Florian, Gary Koop +7 · 2 citations
Economics, Econometrics and Finance · #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Italy: Economic History and Contemporary Issues #Machine Learning (stat.ML) #Market Dynamics and Volatility #Monetary Policy and Economic Impact
- Dynamic Model Averaging in Large Model Spaces Using Dynamic Occam's\n Window
2014/10/28 by Luca Onorante, Adrian E. Raftery, Onorante, Luca +1 · 1 citation
Economics, Econometrics and Finance · #Monetary Policy and Economic Impact