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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Caporin, Massimiliano"
~person:"De Veirman, Emmanuel"
~person:"Hale, Galina"
~person:"Marcellino, Massimiliano"
~person:"Medeiros, Marcelo C."
~person:"Stüber, Heiko"
~subject:"Lohn"
~subject:"Measurement"
~subject:"Profit"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Andersen, Torben
Caporin, Massimiliano
De Veirman, Emmanuel
Hale, Galina
Marcellino, Massimiliano
Medeiros, Marcelo C.
Stüber, Heiko
Fernández-Villaverde, Jesús
11
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9
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1
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:
2
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:
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
The global component of inflation
volatility
Marcellino, Massimiliano
;
Carriero, Andrea
;
Corsello, …
-
2019
Persistent link: https://www.econbiz.de/10012051863
Saved in:
6
Worker churn and employment growth at the establishment level
Bachmann, Ruediger
;
Bayer, Christian
;
Merkl, Christian
; …
-
2017
Persistent link: https://www.econbiz.de/10011741680
Saved in:
7
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
8
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:
9
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:
10
Common drifting
volatility
in lalrge Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2012
Persistent link: https://www.econbiz.de/10009526729
Saved in:
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