July 2014

Delle Monache, D. and Petrella, Ivan (2014) Adaptive models and heavy tails. Working Paper. Birkbeck College, University of London, London, UK.

July 2015

Delle Monache, D. and Petrella, Ivan and Venditti, F. (2015) Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. Working Paper. Birkbeck College, University of London, London, UK.

November 2016

Delle Monache, D. and Petrella, Ivan (2016) Adaptive models and heavy tails with an application to inflation forecasting. Working Paper. Birkbeck, University of London, London, UK.