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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fin"
~language:"ind"
~language:"nld"
~language:"ukr"
~person:"Marcellino, Massimiliano"
~person:"Meddahi, Nour"
~subject:"Bayesian inference"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Jahresbericht"
~type_genre:"Sammelwerk"
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Bayesian inference
Developing countries
KMU
Monetary policy
Volatilität
Volatility
11
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
Schätztheorie
7
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6
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6
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5
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5
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Marcellino, Massimiliano
Meddahi, Nour
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
16
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Gallant, A. Ronald
9
McAleer, Michael
9
Koop, Gary
8
Xiu, Dacheng
8
Yu, Jun
8
Zhang, Xinyu
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Dijk, Herman K. van
6
Ghysels, Eric
6
Kim, Donggyu
6
Maheu, John M.
6
Schorfheide, Frank
6
Shephard, Neil G.
6
Asai, Manabu
5
Casarin, Roberto
5
Gouriéroux, Christian
5
Hallin, Marc
5
Jensen, Mark J.
5
Li, Yingying
5
Renault, Eric
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Bauwens, Luc
4
Billio, Monica
4
Boswijk, Herman Peter
4
Carriero, Andrea
4
Chib, Siddhartha
4
Fan, Jianqing
4
Francq, Christian
4
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Journal of applied econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
International economic review
2
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2
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
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ECONIS (ZBW)
13
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1
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
Saved in:
2
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
3
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 690-713
Persistent link: https://www.econbiz.de/10012483177
Saved in:
4
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
5
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
6
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:
7
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:
8
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
Saved in:
9
Box-Cox transforms for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10009242530
Saved in:
10
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
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