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~language:"eng"
~language:"hun"
~language:"ita"
~person:"Marcellino, Massimiliano"
~subject:"Bayesian inference"
~subject:"Börsenkurs"
~subject:"EU-Mitgliedschaft"
~subject:"EU-Staaten"
~subject:"Euro"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Großbritannien"
~subject:"Share price"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
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Bayesian inference
Börsenkurs
EU-Mitgliedschaft
EU-Staaten
Euro
Forecasting model
Germany
Großbritannien
Share price
United Kingdom
Prognoseverfahren
52
Theorie
38
Theory
38
VAR model
28
VAR-Modell
28
Time series analysis
24
Zeitreihenanalyse
24
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23
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23
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22
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18
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7
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7
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7
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Konferenzbeitrag
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188
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178
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8
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8
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Marcellino, Massimiliano
Gupta, Rangan
291
Wagner, Joachim
142
Pierdzioch, Christian
118
Belke, Ansgar
109
Tsionas, Efthymios G.
107
Gil-Alaña, Luis A.
106
Wohar, Mark E.
104
McMillan, David G.
102
Ma, Feng
100
Narayan, Paresh Kumar
99
Caporale, Guglielmo Maria
98
Apergēs, Nikolaos
97
De Grauwe, Paul
91
Machin, Stephen
90
Gros, Daniel
89
Franses, Philip Hans
85
Timmermann, Allan
80
Clements, Michael P.
77
Fritsch, Michael
77
Taylor, Mark P.
77
Zaremba, Adam
77
Hall, Stephen G.
74
Williams, Colin C.
74
Zimmermann, Klaus F.
74
Eichengreen, Barry
73
MacDonald, Ronald
72
Blundell, Richard W.
71
Röger, Werner
71
Wright, Mike
71
Nijkamp, Peter
70
Arestis, Philip
68
Tiwari, Aviral Kumar
68
Haan, Jakob de
66
Barrell, Ray
64
Crafts, Nicholas
64
Minford, Patrick
64
Moosa, Imad A.
64
Schnabel, Claus
64
Wang, Yudong
64
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International journal of forecasting
15
Journal of applied econometrics
12
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8
Oxford bulletin of economics and statistics
7
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
Economic policy : a European forum
1
Economics letters
1
European economic review : EER
1
International economic review
1
International journal of computational economics and econometrics
1
Journal of banking & finance
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of international money and finance
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ECONIS (ZBW)
71
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1
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
- In:
International economic review
64
(
2023
)
3
,
pp. 979-1022
Persistent link: https://www.econbiz.de/10014330274
Saved in:
2
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:
3
Forecasting the Covid-19 recession and recovery : lessons from the financial crisis
Foroni, Claudia
;
Marcellino, Massimiliano
;
Stevanović, …
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 596-612
Persistent link: https://www.econbiz.de/10013348666
Saved in:
4
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
5
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
6
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
7
Can machine learning catch the COVID-19 recession?
Goulet Coulombe, Philippe
;
Marcellino, Massimiliano
; …
- In:
National Institute economic review : journal of the …
256
(
2021
),
pp. 71-109
Persistent link: https://www.econbiz.de/10012593679
Saved in:
8
Nowcasting GDP growth in a small open economy
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
National Institute economic review : journal of the …
256
(
2021
),
pp. 127-161
Persistent link: https://www.econbiz.de/10012593684
Saved in:
9
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:
10
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
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