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type_genre:"Article in journal"
~person:"Marcellino, Massimiliano"
~person:"Pesaran, M. Hashem"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
122
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122
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34
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34
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28
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25
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25
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Marcellino, Massimiliano
Pesaran, M. Hashem
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
43
Perron, Pierre
29
Taylor, Robert
28
Koop, Gary
24
Koopman, Siem Jan
24
Leybourne, Stephen James
24
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22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Granger, C. W. J.
20
Newbold, Paul
20
Hong, Yongmiao
19
Hyndman, Rob J.
19
Ghysels, Eric
18
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Hendry, David F.
17
McAleer, Michael
17
Peña, Daniel
16
Assimakopoulos, V.
15
Chan, Joshua
15
Gupta, Rangan
15
Haldrup, Niels
15
Herwartz, Helmut
15
Makridakis, Spyros G.
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
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14
Lucas, André
14
McElroy, Tucker
14
Spiliotis, Evangelos
14
Yu, Jun
14
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International journal of forecasting
6
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6
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5
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4
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1
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ECONIS (ZBW)
28
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28
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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
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:
4
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:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
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:
7
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
Saved in:
8
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
9
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
10
Forecasting economic activity with targeted predictors
Bulligan, Guido
;
Marcellino, Massimiliano
;
Venditti, …
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 188-206
Persistent link: https://www.econbiz.de/10011327372
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