Papers submitted or under revision
BUCCHERI, G. BORMETTI, F. CORSI, F. LILLO (2023) “Robust Recursive Filtering and Smoothing”. Slides (old).
G. BORMETTI, F. CORSI (2022) “A Lucas Critique Compliant SVAR Model With Observation-Driven Time-Varying Parameters”. Slides.
F. CORSI, L. LONGO, F. CORDONI (2022) “SVAR Identification with High-Frequency Macroeconomic Data“. Slides, poster.
CORDONI, F. CORSI (2022) “Identification of Overdetermined and Noisy Structural VAR Models: The Collapsing-ICA Approach”.