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~accessRights:"free"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Daníelsson, Jón"
~person:"Liao, Yin"
~person:"McAleer, Michael"
~person:"Meddahi, Nour"
~subject:"Capital income"
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Capital income
Measurement
Messung
Prognoseverfahren
Theory
Volatility
7
Volatilität
7
Bayes-Statistik
6
Bayesian inference
6
VAR model
6
VAR-Modell
6
Stochastic process
5
Stochastischer Prozess
5
Forecasting model
4
Theorie
4
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3
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3
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3
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3
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stochastic volatility
3
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2
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2
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2
pandemics
2
Arbitrage
1
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1
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Big data
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Entscheidung unter Unsicherheit
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Estimation
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1
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1
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1
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Bibliography included
Graue Literatur
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6
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6
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6
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Daníelsson, Jón
Liao, Yin
McAleer, Michael
Meddahi, Nour
Clark, Todd E.
10
Marcellino, Massimiliano
6
Mertens, Elmar
3
Lopez, Pierlauro
2
McCracken, Michael W.
2
Aastveit, Knut Are
1
Bognanni, Mark
1
Chan, Joshua
1
Craig, Ben R.
1
Gomme, Paul A.
1
Kannan, Bharadwaj
1
Kehoe, Patrick J.
1
Keller, Joachim G.
1
Koop, Gary
1
Krolikowski, Pawel
1
Midrigan, Virgiliu
1
Pastorino, Elena
1
Pinheiro, Roberto B.
1
Ravazzolo, Francesco
1
Ravikumar, B.
1
Rupert, Peter
1
Turtle, Harry J.
1
Zito, John
1
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Federal Reserve Bank of Cleveland working paper series
Econometric Institute research papers
23
Discussion paper / Tinbergen Institute
19
Working paper
15
Working paper / National Bureau of Economic Research, Inc.
7
CREATES research paper
5
CFS working paper series
4
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4
Financial Institutions Center
3
IDEI working papers
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
IMF working papers
2
NCER working paper series
2
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2
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2
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2
Tinbergen Institute Discussion Paper
2
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2
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1
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper
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1
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1
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ECONIS (ZBW)
6
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6
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1
Addressing COVID-19 Outliers in BVARs with stochastic
volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2021
Persistent link: https://www.econbiz.de/10012489794
Saved in:
2
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388385
Saved in:
3
Endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011878268
Saved in:
4
Measuring uncertainty and its impact on the economy
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549654
Saved in:
5
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2014
Persistent link: https://www.econbiz.de/10010403081
Saved in:
6
Large vector autoregressions with stochastic
volatility
and flexible priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2016
Persistent link: https://www.econbiz.de/10011549652
Saved in:
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