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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Temi di discussione / Banca d'Italia"
~person:"Belke, Ansgar"
~person:"Marcellino, Massimiliano"
~person:"Neumark, David"
~person:"Pesaran, M. Hashem"
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Time series analysis
United States
Estimation
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VAR model
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Zeitreihenanalyse
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Bayes-Statistik
1
Bayesian VARs
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Bayesian inference
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Business cycle
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Estimation theory
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Multivariate Analyse
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Multivariate Autoregressive Index models
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Multivariate analysis
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Nichtparametrische Schätzung
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Oil price
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Theorie
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Theory
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Volatilität
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Zeit
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factor models
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forecasting
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large VARs
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non-parametric estimation
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reduced rankregressions
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stochastic volatility
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structural analysis
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time-varying parameters
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Belke, Ansgar
Marcellino, Massimiliano
Neumark, David
Pesaran, M. Hashem
Delle Monache, Davide
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Petrella, Ivan
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Venditti, Fabrizio
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Anzuini, Alessio
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Carriero, Andrea
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Corsello, Francesco
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Rossi, Luca
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The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
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2020
Persistent link: https://www.econbiz.de/10012301117
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Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
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2017
Persistent link: https://www.econbiz.de/10011959996
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