Current Research

Papers submitted or under revision 

G. BUCCHERI, F. CORSI (2025) “Model Selection in Multivariate Nonlinear Regression
using the Jackknife Von Neumann Estimator

G. BUCCHERI, F. CORSI, E. DZUVEROVIC (2024) “From Rotational to Scalar Invariance: Enhancing Identifiability in Score-Driven Factor ModelsSlides.

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 Nowcasted Macroeconomic Data“. Slides, poster.

CORDONI, F. CORSI (2022) “Identification of Overdetermined and Noisy Structural VAR Models: The Collapsing-ICA Approach”.

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