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Matteo Iacopini

Queen Mary University of London (from arXiv:2308.05486, 2023) · ORCID · OpenAlex

25 papers in scope · 18 published · 8 on the econ.EM arXiv · 212 citations · h-index 7 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Tamás Krisztin
  2. Philipp Piribauer
  3. Maximilian Schröder
  4. Christian Glocker
  5. Aubrey Poon
  6. Luca Rossini
  7. Dan Zhu
  8. Dimitris Korobilis
  9. Gregor Kastner
  10. Florian Huber
  11. Francesco Ravazzolo
  12. Sylvia Frühwirth-Schnatter
  13. Joshua C. C. Chan
  14. Angelica Gianfreda
  15. Anna E. C. Simoni
  16. Gary Koop
  17. Josef Schreiner
  18. David J. Kohns
  19. Michael Pfarrhofer
  20. Jesús Gonzalo

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(12 of 25)

Analysing dynamic cross-price dependencies with a Markov-switching spatial autoregressive model
published2026 · The Annals of Applied Statistics · 1 citations
with Tamás Krisztin, Philipp Piribauer
The Annals of Applied Statistics
Static and Dynamic BART for Rank-Order Data
published2025 · Journal of Business and Economic Statistics · first circulated 2023
with Eoghan O’Neill, Luca Rossini
Journal of Business and Economic Statistics
Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions
published2025 · Statistics and Computing · 1 citations · first circulated 2023
with Maria F. Pintado, Luca Rossini, Alexander Y. Shestopaloff
Statistics and Computing
Bayesian semiparametric inference for TVP-SVAR models with asymmetry and fat tails
published2025 · Statistical Modelling · 1 citations
with Luca Rossini
Statistical Modelling
Bayesian Partial Reduced-Rank Regression
published2025 · Journal of Computational and Graphical Statistics · first circulated 2024
with Maria F. Pintado, Luca Rossini, Alexander Y. Shestopaloff
Journal of Computational and Graphical Statistics
Bayesian SAR Model with Stochastic Volatility and Multiple Time-Varying Weights
published2024 · Journal of Financial Econometrics · first circulated 2023
with Michele Costola, Casper Wichers
Paper profile Journal of Financial Econometrics arXiv:2310.17473
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment
published2024 · Energy Economics · 1 citations
with Giovanni Bonaccolto, Massimiliano Caporin
Energy Economics
A Quantile Nelson-Siegel model
working paper2024 · arXiv
with Aubrey Poon, Luca Rossini, Dan Zhu
Paper profile arXiv arXiv:2401.09874
A Bayesian Markov-switching SAR model for time-varying cross-price spillovers
working paper2023 · arXiv · 3 citations
with Christian Glocker, Tamás Krisztin, Philipp Piribauer
Paper profile arXiv arXiv:2310.19557
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
published2023 · Journal of Economic Dynamics and Control · 12 citations · first circulated 2022
with Aubrey Poon, Luca Rossini, Dan Zhu
Paper profile Journal of Economic Dynamics and Control arXiv:2209.01910
Money Growth and Inflation: A Quantile Sensitivity Approach
working paper2023 · arXiv
with Aubrey Poon, Luca Rossini, Dan Zhu
Paper profile arXiv arXiv:2308.05486
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
working paper2022 · arXiv · 5 citations
with Francesco Ravazzolo, Luca Rossini
Paper profile arXiv arXiv:2211.16121
Measuring sovereign bond fragmentation in the Eurozone
published2022 · Finance research letters · 1 citations
with Michele Costola
Finance research letters
Bayesian Markov-Switching Tensor Regression for Time-Varying Networks
published2022 · Journal of the American Statistical Association · 14 citations · first circulated 2017
with Monica Billio, Roberto Casarin
Journal of the American Statistical Association
Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions
published2022 · Journal of Business and Economic Statistics · 13 citations
with Francesco Ravazzolo, Luca Rossini
Journal of Business and Economic Statistics
Bayesian Dynamic Tensor Regression
published2022 · Journal of Business and Economic Statistics · 33 citations · first circulated 2017
with Monica Billio, Roberto Casarin, Sylvia Kaufmann
Journal of Business and Economic Statistics
COVID-19 spreading in financial networks: A semiparametric matrix regression model
published2021 · Econometrics and Statistics · 11 citations
with Monica Billio, Roberto Casarin, Michele Costola
Paper profile Econometrics and Statistics arXiv:2101.00422
A Matrix-Variate t Model for Networks
published2021 · Frontiers in Artificial Intelligence · 7 citations
with Monica Billio, Roberto Casarin, Michele Costola
Frontiers in Artificial Intelligence
On the “mementum” of Meme Stocks
published2021 · Economics Letters · 1 citations
with Michele Costola, Carlo Romano Marcello Alessandro Santagiustina
Paper profile Economics Letters arXiv:2106.03691
Google search volumes and the financial markets during the COVID-19 outbreak
published2020 · Finance research letters · 86 citations
with Michele Costola, Carlo Romano Marcello Alessandro Santagiustina
Finance research letters
Multilayer network analysis of oil linkages
published2020 · Econometrics Journal · 21 citations · first circulated 2018
with Roberto Casarin, Germán Molina, Enrique ter Horst, Ramón Espinasa, Carlos Sucre, Roberto Rigobón
Econometrics Journal
Proper Scoring Rules for Evaluating Asymmetry in Density Forecasting
working paper2020 · arXiv
with Francesco Ravazzolo, Luca Rossini
Paper profile arXiv arXiv:2006.11265
Filtering the Intensity of Public Concern from Social Media Count Data with Jumps
published2020 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1 citations
with Carlo Romano Marcello Alessandro Santagiustina
Paper profile Journal of the Royal Statistical Society Series A (Statistics in Society) arXiv:2012.13267
Visualizing and Comparing Distributions With Half-Disk Density Strips
working paper2020 · arXiv
with Carlo Romano Marcello Alessandro Santagiustina
Paper profile arXiv arXiv:2006.16063
Bayesian Nonparametric Graphical Models for Time-Varying Parameters VAR
working paper2019 · arXiv
with Luca Rossini
Paper profile arXiv arXiv:1906.02140

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.