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subject:"Risiko"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"NBER Working Paper"
~person:"Marcellino, Massimiliano"
~subject:"Decision under uncertainty"
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Risiko
Decision under uncertainty
Risk
6
Bayes-Statistik
3
Bayesian inference
3
Business cycle
3
Estimation
3
Forecasting model
3
Konjunktur
3
Prognoseverfahren
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Risikomaß
3
Risk measure
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Schätzung
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VAR model
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VAR-Modell
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Coronavirus
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Downside risk
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Forecasting
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Stochastic process
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Stochastischer Prozess
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Theory
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Volatilität
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stochastic volatility
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Bayesian VARs
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Bayesian non-parametrics
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Big Data
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Big data
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Business cycle uncertainty
1
Bvar
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Marcellino, Massimiliano
Bloom, Nicholas
9
Giglio, Stefano
8
Kelly, Bryan T.
8
Pindyck, Robert S.
8
Acharya, Viral V.
7
Bekaert, Geert
7
Davis, Steven J.
7
Krueger, Dirk
7
Caballero, Ricardo J.
6
Dew-Becker, Ian
6
Feldstein, Martin S.
6
Ludvigson, Sydney C.
6
Veronesi, Pietro
6
Aizenman, Joshua
5
Baker, Scott R.
5
Guvenen, Fatih
5
Hansen, Lars Peter
5
He, Zhiguo
5
Krishna, Pravin
5
Pistaferri, Luigi
5
Stulz, René M.
5
Veldkamp, Laura
5
Wachter, Jessica A.
5
Wang, Neng
5
Bansal, Ravi
4
Campbell, John Y.
4
Carriero, Andrea
4
Clark, Todd E.
4
Daniel, Kent D.
4
Engle, Robert F.
4
Fernández-Villaverde, Jesús
4
Gilchrist, Simon
4
Limão, Nuno
4
Lustig, Hanno N.
4
Samwick, Andrew A.
4
Shavell, Steven
4
Shoven, John B.
4
Simsek, Alp
4
Song, Jae
4
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Discussion papers / CEPR
Management science : journal of the Institute for Operations Research and the Management Sciences
NBER Working Paper
Federal Reserve Bank of Cleveland working paper series
5
Discussion paper / Centre for Economic Policy Research
3
Economics letters
1
Journal of empirical finance
1
Staff working paper / Bank of Canada
1
Statistical working papers / Eurostat
1
The review of economics and statistics
1
Working papers / Innocenzo Gasparini Institute for Economic Research
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ECONIS (ZBW)
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1
Risky oil : it's all in the tails
Baumeister, Christiane
;
Huber, Florian
;
Marcellino, …
-
2024
Persistent link: https://www.econbiz.de/10014537272
Saved in:
2
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
3
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
Saved in:
4
Measuring uncertainty and its effects in the Covid-19 era
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012495991
Saved in:
5
Nowcasting tail risk to economic activity at a weekly frequency
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012609779
Saved in:
6
Assessing international commonality in macroeconomic uncertainty and its effects
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2019
Persistent link: https://www.econbiz.de/10012194110
Saved in:
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