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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Euro area"
~subject:"Geldmenge"
~subject:"Geldpolitik"
~subject:"Monetary policy"
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Prognoseverfahren
Euro area
Geldmenge
Geldpolitik
Monetary policy
Estimation
27
Schätzung
27
USA
15
United States
15
Forecasting model
14
Theorie
12
Theory
12
VAR model
10
VAR-Modell
10
Eurozone
7
Frühindikator
7
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7
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7
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1958-2012
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7
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English
20
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Marcellino, Massimiliano
Clark, Todd E.
6
Favero, Carlo A.
6
Kilian, Lutz
6
Baumeister, Christiane
5
Gerlach, Stefan
5
Ghysels, Eric
4
Sarno, Lucio
4
Timmermann, Allan
4
Wieland, Volker
4
Carriero, Andrea
3
Chan, Ngai Hang
3
Eickmeier, Sandra
3
Gupta, Rangan
3
Lee, Thomas
3
Orphanides, Athanasios
3
Pesaran, M. Hashem
3
Rose, Andrew
3
Schumacher, Christian
3
Acharya, Viral V.
2
Altavilla, Carlo
2
Antolin-Diaz, Juan
2
Artis, Michael J.
2
Assenmacher-Wesche, Katrin
2
Ball, Ryan
2
Banerjee, Anindya
2
Bianchi, Francesco
2
Cepni, Oguzhan
2
Clarida, Richard H.
2
De Grauwe, Paul
2
Eichenbaum, Martin S.
2
Eisert, Tim
2
Eufinger, Christian
2
Fecht, Falko
2
Foroni, Claudia
2
Gargano, Antonio
2
Gertler, Mark
2
Giacomini, Raffaella
2
Guérin, Pierre
2
Hautsch, Nikolaus
2
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Discussion paper / Centre for Economic Policy Research
Journal of applied econometrics
Journal of forecasting
Discussion papers / CEPR
6
Working papers / Innocenzo Gasparini Institute for Economic Research
6
Discussion paper / Deutsche Bundesbank
4
EUI working paper / ECO
3
Federal Reserve Bank of Cleveland working paper series
3
Oxford bulletin of economics and statistics
3
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper series / Innocenzo Gasparini Institute for Economic Research
2
CFS working paper series
1
Discussion paper
1
Documentos de trabajo / Banco de España
1
Documents de travail / Banque de France
1
Journal of econometrics
1
SNB working papers
1
Strathclyde discussion papers in economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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1
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
2
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
3
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
4
On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
Saved in:
5
Point, interval and density forecasts of exchange rates with time-varying parameter models
Abbate, Angela
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011571313
Saved in:
6
Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2014
Persistent link: https://www.econbiz.de/10010363312
Saved in:
7
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
8
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
Saved in:
9
Macroeconomic forecasting during the great recession : the return of non-linearity?
Ferrara, Laurent
;
Marcellino, Massimiliano
;
Mogliani, Matteo
-
2013
Persistent link: https://www.econbiz.de/10009715172
Saved in:
10
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
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