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


CAIO STRACIERI DE LIMA DIAS
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


DANIEL VIANA DE SA EARP
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


ENZO RIBEIRO DE MIRANDA VIEIRA
Bayesian Modeling of TVP-VARs Using Regression Trees (2023)
Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
https://arxiv.org/abs/2209.11970


EVERTON SHIBUYA KIDA                    
A hierarchical Bayesian regression model that reduces uncertainty in material demand predictions
Journal of Industrial Ecology
Karan Bhuwalka1 Eunseo Choi, Elizabeth A. Moore, Richard Roth, Randolph E. Kirchain, Elsa A. Olivetti


FELIPE SZE ALVES 
Forecasting realized volatility: a Bayesian model-averaging approach (2009)
Chun Liu, John M. Maher
Journal of Applied Econometrics, Volume 24, Issue 5, Pages 709-733.
First published: 03 July 2009 https://doi.org/10.1002/jae.1070Citations:


FILIPE BRAGA AMARAL
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


FILIPE WAGNER GIANINI MACHARELLI
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

GUILHERME SILVA DE SOUSA
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


IGOR TOKUICHI KIKUCHI CADILHAC
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


JOÃO VICTOR APRILE TAYAR LOBO MONETTI
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


LUCAS OLIVEIRA COSTA DA SILVA
Nowcasting with large Bayesian vector autoregressions
Jacopo Cimadomo,  Domenico Giannone, Michele Lenza, Francesca Monti, and Andrej Sokol
Journal of Econometrics, Volume 231, Issue 2, Pages 500-519.


MARCELO BARBOSA BOADA
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


RENZO ROCHA SUAREZ
Nowcasting: The Real-Time Informational Content of Macroeconomic Data
Giannone, Domenico, Reichlin, Lucrezia and David Small (2008)
Journal of Monetary Economics, No. 55 (2008) pp. 665- 676.