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~person:"Carriero, Andrea"
~person:"Pesaran, M. Hashem"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"VAR-Modell"
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Carriero, Andrea
Pesaran, M. Hashem
Lütkepohl, Helmut
25
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14
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13
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12
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6
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5
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1
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ECONIS (ZBW)
17
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1
Macro uncertainty in the long run
Carriero, Andrea
;
Marcellino, Massimiliano
;
Tornese, Tommaso
- In:
Economics letters
225
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014308630
Saved in:
2
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:
3
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:
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
A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea
;
Galvão, Ana Beatriz C.
;
Kapetanios, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
Saved in:
6
Theory and practice of GVAR modelling
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Journal of economic surveys
30
(
2016
)
1
,
pp. 165-197
Persistent link: https://www.econbiz.de/10011553146
Saved in:
7
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
8
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:
9
Macroeconomic information, structural change, and the prediction of fiscal aggregates
Carriero, Andrea
;
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10011474102
Saved in:
10
The impact of uncertainty shocks under measurement error : a proxy SVAR approach
Carriero, Andrea
;
Mumtaz, Haroon
;
Theodoridis, Konstantinos
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
6
,
pp. 1223-1238
Persistent link: https://www.econbiz.de/10011345073
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