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International Co-movements and Business Cycles Synchronization Across Advanced Economies: A SPBVAR Evidence. (2019). Pacifico, Antonio.
In: International Journal of Statistics and Probability.
RePEc:ibn:ijspjl:v:8:y:2019:i:4:p:68.

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  1. Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2021). Pacifico, Antonio.
    In: Econometrics.
    RePEc:gam:jecnmx:v:9:y:2021:i:2:p:20-:d:548164.

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  2. Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series. (2020). Pacifico, Antonio.
    In: MPRA Paper.
    RePEc:pra:mprapa:104379.

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  3. Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2020). Pacifico, Antonio.
    In: MPRA Paper.
    RePEc:pra:mprapa:104292.

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