//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"Documents de travail / Banque de France"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~person:"Chan, Joshua"
~person:"Ravazzolo, Francesco"
~subject:"Börsenkurs"
~subject:"Coronavirus"
~subject:"Factor analysis"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Nonlinear regression"
~subject:"Shock"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Börsenkurs
Coronavirus
Factor analysis
Inflation
Monetary policy
Nonlinear regression
Shock
Theory
Estimation
32
Schätzung
32
Forecasting model
17
Theorie
17
Time series analysis
12
Zeitreihenanalyse
12
Bayes-Statistik
9
Bayesian inference
9
USA
9
United States
9
Volatility
9
Volatilität
9
Frühindikator
7
Leading indicator
7
Stochastic process
7
Stochastischer Prozess
7
VAR model
7
VAR-Modell
7
EU countries
6
EU-Staaten
6
Euro area
5
Eurozone
5
Faktorenanalyse
5
Schock
5
Stochastic volatility
5
Business cycle
4
Geldpolitik
4
Konjunktur
4
Markov chain
4
Markov-Kette
4
Phillips curve
4
Phillips-Kurve
4
State space model
4
Zustandsraummodell
4
Economic forecast
3
more ...
less ...
Online availability
All
Undetermined
14
Free
7
Type of publication
All
Article
18
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
28
Author
All
Marcellino, Massimiliano
Chan, Joshua
Ravazzolo, Francesco
Todorov, Viktor
12
Pesaran, M. Hashem
11
Koop, Gary
10
Tauchen, George Eugene
9
Bollerslev, Tim
7
Li, Jia
7
Ghysels, Eric
6
Guidolin, Massimo
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Phillips, Peter C. B.
6
Su, Liangjun
6
Andersen, Torben
5
Favero, Carlo A.
5
Lucas, André
5
Steel, Mark F. J.
5
Aït-Sahalia, Yacine
4
Casarin, Roberto
4
Clark, Todd E.
4
Franses, Philip Hans
4
Gambetti, Luca
4
Haldrup, Niels
4
Kilian, Lutz
4
Li, Kunpeng
4
Liesenfeld, Roman
4
Nielsen, Morten Ørregaard
4
Wang, Yazhen
4
Xiu, Dacheng
4
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Blundell, Richard W.
3
Carriero, Andrea
3
Demetrescu, Matei
3
Diebold, Francis X.
3
Eickmeier, Sandra
3
Fan, Jianqing
3
Ferrara, Laurent
3
more ...
less ...
Institution
All
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Published in...
All
Documents de travail / Banque de France
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Working papers / Innocenzo Gasparini Institute for Economic Research
Discussion paper / Centre for Economic Policy Research
17
CAMA working paper series
10
Discussion papers / CEPR
7
Discussion paper / Deutsche Bundesbank
5
Federal Reserve Bank of Cleveland working paper series
5
EUI working paper / ECO
3
Econometric Institute research papers
3
Economics letters
3
International journal of forecasting
3
Oxford bulletin of economics and statistics
3
Working paper / Norges Bank
3
Working paper series / Innocenzo Gasparini Institute for Economic Research
3
Bozen economics & management paper series : BEMPS
2
Discussion paper
2
Discussion paper / Tinbergen Institute
2
Econometric reviews
2
Journal of economic dynamics & control
2
Journal of money, credit and banking : JMCB
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Temi di discussione / Banca d'Italia
2
BAFFI CAREFIN Centre Research Paper
1
BIS working papers
1
CAMP working paper series
1
CFS working paper series
1
Discussion papers / Department of Economics, The University of Birmingham
1
Documentos de trabajo / Banco de España
1
FRB of Cleveland Working Paper
1
FRB of New York Staff Report
1
Journal of forecasting
1
Journal of international money and finance
1
Macroeconomic dynamics
1
Norges Bank Working Paper 2012/09
1
Research series / Universiteit van Amsterdam
1
SNB working papers
1
Staff reports / Federal Reserve Bank of New York
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
2
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
3
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
4
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:
5
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:
6
Explaining the time-varying effects of oil market shocks on U.S. stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2017
-
This version: February 20, 2017
Persistent link: https://www.econbiz.de/10011805636
Saved in:
7
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
8
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
-
2016
-
This version: November, 2016
Persistent link: https://www.econbiz.de/10011805831
Saved in:
9
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
-
2016
-
This version: October 31, 2016
Persistent link: https://www.econbiz.de/10011806012
Saved in:
10
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->