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Andrea Renzetti

Bocconi University (from arXiv:2411.05629, 2024) · ORCID · OpenAlex

5 papers in scope · 2 published · 4 on the econ.EM arXiv · 3 citations · h-index 1 (over the papers listed here)

Related authors

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

  1. Hoang Nguyen
  2. Stepan Mazur
  3. Sune Karlsson
  4. Anna E. C. Simoni
  5. Tommaso Tornese
  6. Massimiliano Marcellino
  7. Matteo Mogliani
  8. Joshua C. C. Chan
  9. Éric Ghysels
  10. Junsu Pan
  11. Andrii Babii
  12. Florian Huber
  13. Jonas Striaukas
  14. Nico Petz
  15. Gary Koop
  16. Dan Zhu
  17. Luca Barbaglia
  18. Xuewen Yu
  19. Aubrey Poon
  20. Luca Onorante

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

(4 of 5)

Theory Coherent Shrinkage of Time-Varying Parameters in VARs
published2025 · Journal of Business and Economic Statistics · first circulated 2023
Paper profile Journal of Business and Economic Statistics arXiv:2311.11858
Nowcasting distributions: a functional MIDAS model
working paper2024 · arXiv
with Massimiliano Marcellino, Tommaso Tornese
Paper profile arXiv arXiv:2411.05629
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model
working paper2024 · arXiv
with Massimiliano Marcellino, Tommaso Tornese
Paper profile arXiv arXiv:2411.05695
Labour at risk
published2024 · European Economic Review · 2 citations · first circulated 2023
with Vasco Botelho, Claudia Foroni
European Economic Review
Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models
working paper2023 · arXiv · 1 citations
Paper profile arXiv arXiv:2306.09287

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.