1. Pricing the term structure with linear regressions;T Adrian;Journal of Financial Economics,2013
2. Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections;M Ba?bura;International Journal of Forecasting,2015
3. Julia: A fresh approach to numerical computing;J Bezanson;SIAM Review,2017
4. Asymmetric Conjugate Priors for Large Bayesian VARs;J C Chan;Quantitative Economics,2022