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~accessRights:"restricted"
~person:"Carrasco, Marine"
~person:"Glocker, Christian"
~person:"Marcellino, Massimiliano"
~subject:"Business cycle index"
~subject:"Forecasting model"
~type_genre:"Graue Literatur"
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Carrasco, Marine
Glocker, Christian
Marcellino, Massimiliano
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Giannone, Domenico
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014384414
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2
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
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2016
Persistent link: https://www.econbiz.de/10011524318
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3
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano
;
Sivec, Vasja
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2015
Persistent link: https://www.econbiz.de/10011289242
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4
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
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5
Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
Eickmeier, Sandra
;
Lemke, Wolfgang
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10009012118
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6
Pooling versus model selection for nowcasting with many predictors : an application to German GDP
Kuzin, Vladimir
;
Marcellino, Massimiliano
;
Schumacher, …
-
2009
Persistent link: https://www.econbiz.de/10003830461
Saved in:
7
Factor-midas for now- and forecasting with ragged-edge data : a model comparison for German GDP
Marcellino, Massimiliano
;
Schumacher, Christian
-
2008
Persistent link: https://www.econbiz.de/10003668462
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