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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Caporale, Guglielmo Maria"
~person:"Liao, Yin"
~person:"Marcellino, Massimiliano"
~subject:"Announcement effect"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Wechselkurs"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Andersen, Torben
Caporale, Guglielmo Maria
Liao, Yin
Marcellino, Massimiliano
Carriero, Andrea
7
Clark, Todd E.
6
Sarno, Lucio
6
Gupta, Rangan
4
Pierdzioch, Christian
4
Baumeister, Christiane
3
Della Corte, Pasquale
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2
Bianchi, Francesco
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2
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Lettau, Martin
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1
Addressing Covid-19 outliers in bvars with stochastic
volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012495968
Saved in:
2
Measuring uncertainty and its effects in the Covid-19 era
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012495991
Saved in:
3
Using time-varying
volatility
for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
4
Assessing international commonality in macroeconomic uncertainty and its effects
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2019
Persistent link: https://www.econbiz.de/10012194110
Saved in:
5
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
6
The global component of inflation
volatility
Marcellino, Massimiliano
;
Carriero, Andrea
;
Corsello, …
-
2019
Persistent link: https://www.econbiz.de/10012051863
Saved in:
7
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
8
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic
volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
9
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
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