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Marcellino, Massimiliano
347  Ergebnisse:
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1

Gaussian Process Vector Autoregressions and Macroeconomic U..:

Hauzenberger, Niko ; Huber, Florian ; Marcellino, Massimiliano.
Journal of Business & Economic Statistics.  , 2024
Link: https://doi.org/10.1080/..
 
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2

Risky Oil: It's All in the Tails 

NBER working paper series, no. w32524
Baumeister, Christiane ; Huber, Florian ; Marcellino, Massimiliano , 2024
Link: https://www.nber.org/pap..
 
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3

Investigating Growth-at-Risk Using a Multicountry Nonparame..:

Clark, Todd E. ; Huber, Florian ; Koop, Gary..
Journal of Business & Economic Statistics.  , 2024
Link: https://doi.org/10.1080/..
 
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4

Blended identification in structural VARs:

Carriero, Andrea ; Marcellino, Massimiliano ; Tornese, Tommaso
Journal of Monetary Economics.  , 2024
Link: https://doi.org/10.1016/..
 
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5

Mean group instrumental variable estimation of time-varying..:

Bai, Yu ; Marcellino, Massimiliano ; Kapetanios, George
Econometrics and Statistics.  , 2023
Link: https://doi.org/10.1016/..
 
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6

Macro uncertainty in the long run:

Carriero, Andrea ; Marcellino, Massimiliano ; Tornese, Tommaso
Economics Letters.  225 (2023)  - p. 111067 , 2023
Link: https://doi.org/10.1016/..
 
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7

TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRES..:

Clark, Todd E. ; Huber, Florian ; Koop, Gary..
International Economic Review.  64 (2023)  3 - p. 979-1022 , 2023
Link: https://doi.org/10.1111/..
 
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8

Capturing Macro‐Economic Tail Risks with Bayesian Vector Au..:

CARRIERO, ANDREA ; CLARK, TODD E. ; MARCELLINO, MASSIMILIANO
Journal of Money, Credit and Banking.  , 2023
Link: https://doi.org/10.1111/..
 
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9

The global component of inflation volatility:

Carriero, Andrea ; Corsello, Francesco ; Marcellino, Massimiliano
Journal of Applied Econometrics.  37 (2022)  4 - p. 700-721 , 2022
Link: https://doi.org/10.1002/..
 
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10

Forecasting the Covid-19 recession and recovery: Lessons fr..:

Foroni, Claudia ; Marcellino, Massimiliano ; Stevanovic, Dalibor
International Journal of Forecasting.  38 (2022)  2 - p. 596-612 , 2022
Link: https://doi.org/10.1016/..
 
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11

The financial accelerator mechanism: does frequency matter? 

Working paper series, No 2637 / February 2022
Foroni, Claudia ; Gelain, Paolo ; Marcellino, Massimiliano , 2022
Link: https://data.europa.eu/d..
 
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12

Macroeconomic forecasting in a multi‐country context:

Bai, Yu ; Carriero, Andrea ; Clark, Todd E..
Journal of Applied Econometrics.  37 (2022)  6 - p. 1230-1255 , 2022
Link: https://doi.org/10.1002/..
 
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13

Nowcasting tail risk to economic activity at a weekly frequ..:

Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano
Journal of Applied Econometrics.  , 2022
Link: https://doi.org/10.1002/..
 
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14

Corrigendum to "Large Bayesian vector autoregressions with ..:

Carriero, Andrea ; Chan, Joshua ; Clark, Todd E..
Journal of Econometrics.  227 (2022)  2 - p. 506-512 , 2022
Link: https://doi.org/10.1016/..
 
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15

CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION?:

Goulet Coulombe, Philippe ; Marcellino, Massimiliano ; Stevanović, Dalibor
National Institute Economic Review.  256 (2021)  - p. 71-109 , 2021
Link: https://doi.org/10.1017/..
 
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