299 citations · 844 across the 14 of their papers we have counts for
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stat.ME2022
Bayesian modeling and clustering for spatio-temporal areal data: An application to Italian unemployment
Alexander Mozdzen, Andrea Cremaschi, Annalisa Cadonna +2
Spatio-temporal areal data can be seen as a collection of time series which are spatially correlated according to a specific neighboring structure. Incorporating the temporal and s…
econ.EM2022★ 10 cited
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
Luis Gruber, Gregor Kastner
Vector autogressions (VARs) are widely applied when it comes to modeling and forecasting macroeconomic variables. In high dimensions, however, they are prone to overfitting. Bayesi…