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~person:"Marcellino, Massimiliano"
~subject:"Regression analysis"
~subject:"Risk"
~subject:"VAR model"
~type_genre:"Article in journal"
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Search: subject:"Bayes-Statistik"
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Regression analysis
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Bayes-Statistik
13
Bayesian inference
13
VAR-Modell
11
Forecasting model
10
Prognoseverfahren
10
Theorie
6
Theory
6
Volatility
5
Volatilität
5
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4
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4
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4
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4
Time series analysis
4
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4
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3
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3
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3
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3
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2
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2
forecasting
2
1997-2020
1
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11
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Marcellino, Massimiliano
Koop, Gary
25
Gupta, Rangan
18
Österholm, Pär
18
Huber, Florian
16
Carriero, Andrea
14
Schorfheide, Frank
11
Chan, Joshua
10
Korobilis, Dimitris
10
Poon, Aubrey
9
Tsionas, Efthymios G.
8
Crespo Cuaresma, Jesús
7
Casarin, Roberto
6
Clark, Todd E.
6
Feldkircher, Martin
6
Strachan, Rodney W.
6
An, Sungbae
5
Beckmann, Joscha
5
Canova, Fabio
5
Doppelhofer, Gernot
5
Giannone, Domenico
5
Hou, Chenghan
5
Kapetanios, George
5
Mumtaz, Haroon
5
Rubaszek, Michał
5
Soave, Gian Paulo
5
Sousa, Ricardo M.
5
Steel, Mark F. J.
5
Amir Ahmadi, Pooyan
4
Baumeister, Christiane
4
Billio, Monica
4
Caraiani, Petre
4
Chiu, Ching Wai Jeremy
4
Czudaj, Robert
4
Gefang, Deborah
4
Hamilton, James D.
4
Karlsson, Sune
4
Keating, John William
4
Kiss, Tamás
4
Lau, Chi Keung
4
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Journal of econometrics
4
Journal of applied econometrics
3
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
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ECONIS (ZBW)
11
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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
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:
4
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:
5
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
6
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:
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
Forecasting with a DSGE model of a small open economy within the Monetary Union
Marcellino, Massimiliano
;
Rychalovska, Yuliya
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 315-338
Persistent link: https://www.econbiz.de/10010425650
Saved in:
9
Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 2026-2047
Persistent link: https://www.econbiz.de/10009629698
Saved in:
10
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
Saved in:
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