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~person:"Marcellino, Massimiliano"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Konferenzschrift"
~type_genre:"Statistik"
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Prognoseverfahren
Volatility
Theorie
38
Theory
38
Forecasting model
26
Time series analysis
17
Zeitreihenanalyse
17
VAR model
14
VAR-Modell
14
Frühindikator
12
Leading indicator
12
Estimation
11
Estimation theory
11
Factor analysis
11
Faktorenanalyse
11
Schätztheorie
11
Schätzung
11
Bayes-Statistik
8
Bayesian inference
8
Economic forecast
7
Forecasting
7
Wirtschaftsprognose
7
Aggregation
6
Euro area
5
Eurozone
5
Volatilität
5
Cointegration
4
EU countries
4
EU-Staaten
4
Kointegration
4
National income
4
Nationaleinkommen
4
Nowcasting
4
Stochastic process
4
Stochastischer Prozess
4
Bridge models
3
Econometric model
3
Factor models
3
Geldpolitik
3
IV-Schätzung
3
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Undetermined
14
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Article
27
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Bibliography included
Konferenzschrift
Statistik
Arbeitspapier
71
Graue Literatur
71
Non-commercial literature
71
Working Paper
71
Aufsatz in Zeitschrift
28
Amtsdruckschrift
1
Collection of articles of several authors
1
Conference paper
1
Government document
1
Konferenzbeitrag
1
Sammelwerk
1
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English
28
Author
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Marcellino, Massimiliano
Gupta, Rangan
59
Clements, Michael P.
42
Timmermann, Allan
40
McAleer, Michael
39
Franses, Philip Hans
37
Pierdzioch, Christian
36
Diebold, Francis X.
35
Bollerslev, Tim
33
Wang, Yudong
33
Koopman, Siem Jan
32
Petropoulos, Fotios
32
Swanson, Norman R.
28
Zhang, Jin E.
28
Andersen, Torben
26
Fabozzi, Frank J.
26
Hyndman, Rob J.
26
Kumar, Dilip
26
Todorov, Viktor
26
Escobar, Marcos
24
Hendry, David F.
24
Makridakis, Spyros G.
24
Moosa, Imad A.
24
Taylor, James W.
24
Wohar, Mark E.
23
Carr, Peter
22
Ghysels, Eric
22
Guidolin, Massimo
22
Tauchen, George Eugene
22
Clark, Todd E.
21
Cui, Zhenyu
21
Herwartz, Helmut
21
Kourentzes, Nikolaos
21
Zhang, Yaojie
21
Hammoudeh, Shawkat
20
Koop, Gary
20
Ma, Feng
20
Shi, Yanlin
20
Assimakopoulos, V.
19
Christoffersen, Peter F.
19
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Published in...
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International journal of forecasting
9
Journal of applied econometrics
5
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of forecasting
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of banking & finance
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
28
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
Saved in:
9
Forecasting economic activity by Bayesian bridge model averaging
Bencivelli, Lorenzo
;
Marcellino, Massimiliano
;
Moretti, …
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011929333
Saved in:
10
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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