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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~person:"Cho, Dooyeon"
~subject:"Theory"
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Prognoseverfahren
Theory
Estimation
15
Schätzung
15
Forecasting model
10
Theorie
9
Regression analysis
5
Regressionsanalyse
5
USA
5
United States
5
Frühindikator
4
Leading indicator
4
VAR model
4
VAR-Modell
4
EU countries
3
EU-Staaten
3
Economic growth
3
Euro area
3
Eurozone
3
Schock
3
Shock
3
Time series analysis
3
Volatility
3
Volatilität
3
Wirtschaftswachstum
3
Zeitreihenanalyse
3
Coronavirus
2
Estimation theory
2
Geldpolitik
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2
Risikomaß
2
Risikoprämie
2
Risk measure
2
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2
Schätztheorie
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forecasting
2
mixed frequency
2
pandemics
2
quantile regression
2
1958-2012
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3
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3
Non-commercial literature
3
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English
11
Author
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Marcellino, Massimiliano
Cho, Dooyeon
Clark, Todd E.
10
Koopman, Siem Jan
7
Pesaran, M. Hashem
6
Carriero, Andrea
5
Koop, Gary
5
Zaman, Saeed
5
Craig, Ben R.
4
Franses, Philip Hans
4
Gupta, Rangan
4
Huber, Florian
4
Lucas, André
4
Vahid, Farshid
4
Verbrugge, Randal
4
Athanasopoulos, George
3
Cepni, Oguzhan
3
Chan, Ngai Hang
3
García-Ferrer, Antonio
3
Gerlach, Richard
3
Herwartz, Helmut
3
Kapetanios, George
3
Karathanasopoulos, Andreas
3
Keller, Joachim G.
3
Kilian, Lutz
3
Lima, Luiz Renato
3
Martin, Gael M.
3
Mitchell, James
3
Phillips, Peter C. B.
3
Schumacher, Christian
3
Tallman, Ellis W.
3
Wang, Yudong
3
Zhang, Yaojie
3
Zhao, Yongchen
3
Adams, Brian
2
An, Zidong
2
Anderson, Heather M.
2
Banerjee, Anindya
2
Baumeister, Christiane
2
Bianchi, Marco
2
Blasques, Francisco
2
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Federal Reserve Bank of Cleveland working paper series
International journal of forecasting
Journal of applied econometrics
Journal of forecasting
Discussion paper / Centre for Economic Policy Research
15
Discussion papers / CEPR
6
Working papers / Innocenzo Gasparini Institute for Economic Research
6
Discussion paper / Deutsche Bundesbank
4
EUI working paper / ECO
3
Oxford bulletin of economics and statistics
3
Working paper series / Innocenzo Gasparini Institute for Economic Research
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Temi di discussione / Banca d'Italia
2
Applied economics
1
Discussion paper
1
Discussion papers / Department of Economics, The University of Birmingham
1
Documentos de trabajo / Banco de España
1
Documents de travail / Banque de France
1
Journal of econometrics
1
Journal of international financial markets, institutions & money
1
SNB working papers
1
Strathclyde discussion papers in economics
1
Studi e quaderni
1
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ECONIS (ZBW)
11
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1
Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013375173
Saved in:
2
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
3
Nowcasting tail risks to economic activity with many indicators
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388077
Saved in:
4
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388385
Saved in:
5
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:
6
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:
7
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
8
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:
9
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
Saved in:
10
Empirical simultaneous prediction regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 456-468
Persistent link: https://www.econbiz.de/10009787034
Saved in:
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