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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Cigno, Alessandro"
~person:"Marcellino, Massimiliano"
~source:"econis"
~subject:"Bayesian inference"
~subject:"Optimale Besteuerung"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Reprint"
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Bayesian inference
Optimale Besteuerung
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68
Theory
68
Forecasting model
24
Time series analysis
14
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Cigno, Alessandro
Marcellino, Massimiliano
Franses, Philip Hans
72
Phillips, Peter C. B.
59
Gupta, Rangan
56
Gil-Alaña, Luis A.
44
Tsionas, Efthymios G.
44
Clements, Michael P.
43
Koop, Gary
42
Pestieau, Pierre
40
Aronsson, Thomas
39
Cremer, Helmuth
38
Eeckhoudt, Louis R.
38
Granger, C. W. J.
38
Timmermann, Allan
38
Diebold, Francis X.
37
Hendry, David F.
36
Gollier, Christian
35
Koopman, Siem Jan
33
Swanson, Norman R.
33
Satchell, Stephen
32
Lütkepohl, Helmut
31
Perron, Pierre
31
Taylor, Robert
30
Leybourne, Stephen James
29
Petropoulos, Fotios
29
Schorfheide, Frank
29
Boadway, Robin W.
28
Gahvari, Firouz
28
Ghysels, Eric
26
McAleer, Michael
26
Teräsvirta, Timo
26
Caporale, Guglielmo Maria
25
Hyndman, Rob J.
25
Mills, Terence C.
25
Pierdzioch, Christian
25
Harvey, Andrew C.
24
Makridakis, Spyros G.
24
Pesaran, M. Hashem
24
Wang, Ruodu
24
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International journal of forecasting
9
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
3
Journal of forecasting
3
International tax and public finance
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Journal of public economics
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Advances in econometrics
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of population economics
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Journal of public economic theory
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National Institute economic review : journal of the National Institute of Economic and Social Research
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Oxford bulletin of economics and statistics
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Politica fiscale, flessibilità dei mercati e crescita
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Rivista di diritto finanziario e scienza delle finanze
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ECONIS (ZBW)
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1
Macro uncertainty in the long run
Carriero, Andrea
;
Marcellino, Massimiliano
;
Tornese, Tommaso
- In:
Economics letters
225
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014308630
Saved in:
2
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
3
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
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
Nowcasting GDP growth in a small open economy
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
National Institute economic review : journal of the …
256
(
2021
),
pp. 127-161
Persistent link: https://www.econbiz.de/10012593684
Saved in:
7
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
8
Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
Saved in:
9
Forecasting economic activity by Bayesian bridge model averaging
Bencivelli, Lorenzo
;
Marcellino, Massimiliano
;
Moretti, …
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011929333
Saved in:
10
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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