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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"
~person:"Liesenfeld, Roman"
~subject:"Börsenkurs"
~subject:"Coronavirus"
~subject:"Factor analysis"
~subject:"Frühindikator"
~subject:"Monetary policy"
~subject:"Theory"
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Prognoseverfahren
Börsenkurs
Coronavirus
Factor analysis
Frühindikator
Monetary policy
Theory
Estimation
17
Schätzung
17
Theorie
10
Forecasting model
6
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6
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6
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5
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5
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Marcellino, Massimiliano
Liesenfeld, Roman
Todorov, Viktor
12
Pesaran, M. Hashem
10
Koop, Gary
8
Tauchen, George Eugene
8
Bollerslev, Tim
7
Li, Jia
7
Ghysels, Eric
6
Kim, Donggyu
6
Phillips, Peter C. B.
6
Ravazzolo, Francesco
6
Su, Liangjun
6
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5
Koopman, Siem Jan
5
Lucas, André
5
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5
Aït-Sahalia, Yacine
4
Clark, Todd E.
4
Franses, Philip Hans
4
Haldrup, Niels
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
Casarin, Roberto
3
Chan, Joshua
3
Demetrescu, Matei
3
Diebold, Francis X.
3
Eickmeier, Sandra
3
Fan, Jianqing
3
Ferrara, Laurent
3
Fleissig, Adrian R.
3
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3
Fosten, Jack
3
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3
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3
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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
Discussion paper / Centre for Economic Policy Research
16
Working papers / Innocenzo Gasparini Institute for Economic Research
8
Discussion papers / CEPR
6
Discussion paper / Deutsche Bundesbank
4
Tübinger Diskussionsbeitrag
4
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4
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3
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3
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3
Oxford bulletin of economics and statistics
3
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3
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2
International journal of forecasting
2
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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European financial management : the journal of the European Financial Management Association
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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
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:
4
Macroeconomic forecasting during the Great Recession : the return of non-linearity?
Ferrara, Laurent
;
Marcellino, Massimiliano
;
Mogliani, Matteo
-
2012
Persistent link: https://www.econbiz.de/10009574425
Saved in:
5
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:
6
Time variation in macro-financial linkages
Prieto, Esteban
;
Eickmeier, Sandra
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454
Saved in:
7
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
Saved in:
8
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
9
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
10
Dynamic factor models for multivariate count data : an application to stock-market trading activity
Jung, Robert
;
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10009159117
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