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subject:"Portfolio-Management"
subject:"USA"
~person:"Christiano, Lawrence J."
~person:"Marcellino, Massimiliano"
~subject:"Forecasting model"
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Portfolio-Management
USA
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337
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96
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Christiano, Lawrence J.
Marcellino, Massimiliano
Diebold, Francis X.
159
Fabozzi, Frank J.
153
Timmermann, Allan
123
Franses, Philip Hans
104
Clark, Todd E.
86
Pesaran, M. Hashem
83
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80
Maurer, Raimond
78
Heckman, James J.
72
Härdle, Wolfgang
70
Swanson, Norman R.
68
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66
Schorfheide, Frank
64
Gupta, Rangan
63
Satchell, Stephen
63
Hendry, David F.
62
Mankiw, Nicholas Gregory
62
Hyndman, Rob J.
61
Koop, Gary
60
Ravazzolo, Francesco
59
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58
Platen, Eckhard
58
Lo, Andrew W.
57
Bollerslev, Tim
56
Mitchell, Olivia S.
56
Engle, Robert F.
55
Acemoglu, Daron
54
Stock, James H.
54
McCracken, Michael W.
53
Stambaugh, Robert F.
52
Caporale, Guglielmo Maria
51
Gollier, Christian
50
Guidolin, Massimo
50
Kilian, Lutz
50
Ang, Andrew
49
Korn, Ralf
49
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48
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ECONIS (ZBW)
137
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61
Understanding the Great Recession
Christiano, Lawrence J.
;
Eichenbaum, Martin S.
; …
-
2014
Persistent link: https://www.econbiz.de/10010356922
Saved in:
62
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:
63
Risk shocks
Christiano, Lawrence J.
;
Motto, Roberto
;
Rostagno, Massimo
- In:
The American economic review
104
(
2014
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10010340913
Saved in:
64
Forecasting with a DSGE model of a small open economy within the Monetary Union
Marcellino, Massimiliano
;
Rychalovska, Yuliya
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 315-338
Persistent link: https://www.econbiz.de/10010425650
Saved in:
65
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
Saved in:
66
Macroeconomic and financial stability : an overview
Bauducco, Sofía
;
Christiano, Lawrence J.
;
Raddatz, …
- In:
Macroeconomic and financial stability : challenges for …
,
(pp. 1-22)
.
2014
Persistent link: https://www.econbiz.de/10011771477
Saved in:
67
Risk shocks
Christiano, Lawrence J.
;
Motto, Roberto
;
Rostagno, Massimo
-
2013
Persistent link: https://www.econbiz.de/10009710633
Saved in:
68
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:
69
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10009715178
Saved in:
70
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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