LISTA DE ARTIGOS PARA O PROJETO FINAL

[1]
Measuring vulnerability via spatially hierarchical factor models (2012)
Hedibert Lopes, Alexandra Schmidt, Esther Salazar, Mariana Gómez and Marcel Achkar 
Annals of Applied Statistics, 2012, 6, 284-303.
DOI: 10.1214/11-AOAS497

[2]
On the Long Run Volatility of Stocks (2018)
Carlos Carvalho, Hedibert Lopes and Robert McCulloch
Journal of the American Statistical Association, 113(523), 1050-1069
https://doi.org/10.1080/01621459.2017.1407769
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2808191

[3]
Forecasting with many predictors using Bayesian additive regression trees (2019)
Jan Prüser
Journal of Forecasting, 38(7), 621-631.
https://doi.org/10.1002/for.2587
https://ideas.repec.org/a/wly/jforec/v38y2019i7p621-631.html

[4]
Sparse Predictive Regressions: Statistical Performance and Economic Significance (2019)
Daniele Bianchi Andrea Tamoni
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3472622
Posted: 29 Oct 2019 Last revised: 31 Oct 2019

[5]
Forecasting with many predictors using Bayesian additive regression trees (2019) 
Jan Prüser Journal of Forecasting, 38(7), 621-631. 
https://doi.org/10.1002/for.2587 https://ideas.repec.org/a/wly/jforec/v38y2019i7p621-631.html 

[6]
Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models (2020) 
Carlos Carvalho, Jared Fisher and Davide Pettenuzzo
Annals of Applied Statistics, 14: 299-338

[7]
The illusion of the illusion of sparsity (2021) 
Bruno Fava and Hedibert Lopes 
Brazilian Journal of Probability and Statistics, 35(4), 699-720. 
https://doi.org/10.1214/21-BJPS503

[8]
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models (2022) 
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard 
https://doi.org/10.1111/jofi.13197 https://onlinelibrary.wiley.com/doi/epdf/10.1111/jofi.13197

[9]
Bayesian Modeling of TVP-VARs Using Regression Trees (2023)
Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
https://arxiv.org/abs/2209.11970

[10]
Forecasting U.S. inflation using Bayesian nonparametric models (2024)
Todd Clark, Florian Huber, Gary Koop and Marcelo Marcellino
Annals of Applied Statistics, 18(2), 1421-1444
DOI: 10.1214/23-AOAS1841
https://arxiv.org/abs/2202.13793

[11]
Variational Inference for Large Bayesian Vector Autoregressions (2024)
Mauro Bernardi, Daniele Bianchi and Nicolas Bianco
Journal of Business and Economic Statistics, 2024, 42(3), 1066–1082. 
https://doi.org/10.1080/07350015.2023.2290716

[12]
Macroeconomic Forecasting with Large Language Models (July 2nd, 2024) 
Andrea Carriero, Davide Pettenuzzo and Shubhranshu Shekhar 
https://arxiv.org/abs/2407.00890
 
[13]
How Polarized are Citizens? Measuring Ideology from the Ground-Up (2024)
Mirko Draca, Carlo Schwarz
The Economic Journal, ueae010, 
https://doi.org/10.1093/ej/ueae010
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3154431

[14]
Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs (2025)
Dimitris Korobilis
University of Glasgow - Adam Smith Business School
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5249401
Posted: 14 May 2025, Date Written: May 09, 2025

[15]
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? it depends! (2025)
Gruber, L. and Kastner, G.
International Journal of Forecasting
Available online 26 February 2025
https://doi.org/10.1016/j.ijforecast.2025.02.001

[16]
Bayesian Neural Networks for Macroeconomic Analysis (2025)
Journal of Econometrics, Volume 249, Part C, May 2025, 105843
Niko Hauzenberger, Florian Huber, Karin Klieber and Massimiliano Marcellino
https://doi.org/10.1016/j.jeconom.2024.105843