Luca Onorante

Short-term inflation projections: A Bayesian vector autoregressive approach

Domenico Giannone, Michèle Lenza, Daphné Momferatou et al. · International Journal of Forecasting · 2013 · 111 citations

Economic Forecasting, Engineering, Macroeconomics +8

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

Florian Huber, Gary Koop, Luca Onorante · Journal of Business and Economic Statistics · 2020 · 80 citations · Full text

Forecasting Methodology, Parameter Estimation, Engineering +19

Nowcasting in a pandemic using non-parametric mixed frequency VARs

Florian Huber, Gary Koop, Luca Onorante et al. · Journal of Econometrics · 2020 · 76 citations · Full text

Epidemiological Dynamic, Macroeconomic Forecasting, Bayesian Econometrics +19

Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

Lucia Alessi, Éric Ghysels, Luca Onorante et al. · Journal of Business and Economic Statistics · 2014 · 65 citations

Dynamic model averaging in large model spaces using dynamic Occam׳s window

Luca Onorante, Adrian E. Raftery · European Economic Review · 2015 · 50 citations

Dynamic Data, Dynamic Model, Large Model Spaces +4