Details about Luca Pedini

Access statistics for papers by Luca Pedini.

Last updated 2024-12-09. Update your information in the RePEc Author Service.

Short-id: ppe911

Working Papers

2022

1. Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis
   MPRA Paper, University Library of Munich, Germany View citations (7)

2021

2. BAYESIAN MODEL AVERAGING FOR PROPENSITY SCORE MATCHING IN TAX REBATE
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (1)

2020

3. ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (1)

Journal Articles

2024

1. Bayesian regression models in gretl: the BayTool package
   Computational Statistics, 2024, 39, (7), 3547-3578
2. The Spherical Parametrisation for Correlation Matrices and its Computational Advantages
   Computational Economics, 2024, 64, (2), 1023-1046
3. Tips and tricks for Bayesian VAR models in gretl
   Computational Statistics, 2024, 39, (7), 3579-3597

2022

4. No such thing as the perfect match: Bayesian Model Averaging for treatment evaluation
   Economic Modelling, 2022, 107, (C) View citations (2)

2021

5. Do Covid-19 mobility restrictions affect economic uncertainty in Italy? Evidence from a SVAR approach
   Economics Bulletin, 2021, 41, (4), 2418-2432