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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"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Reprint"
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Bayesian inference
Optimale Besteuerung
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Theorie
68
Theory
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24
Time series analysis
14
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14
Estimation
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Cigno, Alessandro
Marcellino, Massimiliano
Clements, Michael P.
40
Gupta, Rangan
38
Pestieau, Pierre
38
Tsionas, Efthymios G.
38
Cremer, Helmuth
37
Aronsson, Thomas
36
Franses, Philip Hans
35
Timmermann, Allan
35
Diebold, Francis X.
30
Petropoulos, Fotios
29
Boadway, Robin W.
28
Gahvari, Firouz
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Koop, Gary
28
Schorfheide, Frank
26
Hendry, David F.
25
Swanson, Norman R.
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Hyndman, Rob J.
23
Makridakis, Spyros G.
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Pierdzioch, Christian
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Wang, Yudong
22
Fildes, Robert
21
Lesage, James P.
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Clark, Todd E.
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Geweke, John
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Kourentzes, Nikolaos
18
Moosa, Imad A.
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Ravazzolo, Francesco
18
Satchell, Stephen
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Tuomala, Matti
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Assimakopoulos, V.
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Blomquist, Nils Sören
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Bovenberg, Ary Lans
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Koopman, Siem Jan
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Armstrong, Jon Scott
16
Babai, M. Zied
16
Brett, Craig
16
Dijk, Herman K. van
16
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16
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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
3
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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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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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
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