Author:
Bacchiocchi Emanuele,Bastianin Andrea,Kitagawa Toru,Mirto Elisabetta
Reference56 articles.
1. Uncertainty across volatility regimes;G Angelini;Journal of Applied Econometrics,2019
2. On the identification of interdependence and contagion of financial crises;E Bacchiocchi;Oxford Bulletin of Economics and Statistics,2017
3. On global identication in Structural Vector Autoregressions;E Bacchiocchi;SVARs with breaks: Identification and inference,2020