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subject:"Shock"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Energy economics"
~person:"Clark, Todd E."
~subject:"Spillover effect"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Vector autoregressive model"
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Shock
Spillover effect
Zeitreihenanalyse
Bayes-Statistik
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VAR model
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VAR-Modell
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Prognoseverfahren
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stochastic volatility
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Clark, Todd E.
Forni, Mario
7
Gambetti, Luca
7
Marcellino, Massimiliano
7
Sala, Luca
7
Gupta, Rangan
6
Carriero, Andrea
4
Kilian, Lutz
4
Baumeister, Christiane
3
Kang, Wensheng
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Lee, Chien-chiang
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Manera, Matteo
3
Ratti, Ronald A.
3
Rossi, Barbara
3
Wang, Yudong
3
Wu, Chongfeng
3
Bianchi, Francesco
2
Cai, Yifei
2
Canova, Fabio
2
Cross, Jamie
2
Di Giovanni, Julian
2
Fu, Rong
2
Furlanetto, Francesco
2
Ha, Jongrim
2
Hamilton, James D.
2
Herwartz, Helmut
2
Huber, Florian
2
Kose, M. Ayhan
2
Lawson, Jeremy
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Lenza, Michele
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Lippi, Marco
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Maffei-Faccioli, Nicolò
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Martinez, Carolina
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Mohaddes, Kamiar
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Ohnsorge, Franziska
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Papież, Monika
2
Pfarrhofer, Michael
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Rubaszek, Michał
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Discussion papers / CEPR
Energy economics
Federal Reserve Bank of Cleveland working paper series
5
FRB of Cleveland Working Paper
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Deutsche Bundesbank Discussion Paper
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1
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1
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
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2022
Persistent link: https://www.econbiz.de/10012806332
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2
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013281184
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3
Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012495968
Saved in:
4
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
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