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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"NBER International Seminar on Macroeconomics 2012"
~person:"Acerenza, Santiago"
~person:"Babii, Andrii"
~person:"Bai, Yu"
~person:"McCracken, Michael W."
~subject:"Theory"
~subject:"VAR model"
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Marcellino, Massimiliano
Acerenza, Santiago
Babii, Andrii
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McCracken, Michael W.
Pesaran, M. Hashem
6
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Journal of applied econometrics
NBER International Seminar on Macroeconomics 2012
Discussion paper / Centre for Economic Policy Research
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1
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
2
On the real-time predictive content of financial condition indices for growth
Amburgey, Aaron J.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 137-163
Persistent link: https://www.econbiz.de/10014287960
Saved in:
3
Testing identifying assumptions in bivariate probit models
Acerenza, Santiago
;
Bartalotti, Otávio
;
Kédagni, Désiré
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 407-422
Persistent link: https://www.econbiz.de/10014287996
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
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:
7
Taylor rule exchange rate forecasting during the financial crisis
Molodtsova, Tanya
;
Papell, David H.
- In:
NBER International Seminar on Macroeconomics 2012
,
(pp. 55-97)
.
2013
Persistent link: https://www.econbiz.de/10010253128
Saved in:
8
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
9
The transmission mechanism in a changing world
Artis, Michael J.
;
Galvão, Ana Beatriz C.
;
Marcellino, …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003448508
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