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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018
Persistent link: https://www.econbiz.de/10011960151
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003787656
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Point, interval and density forecasts of exchange rates with time-varying parameter models
Abbate, Angela; Marcellino, Massimiliano - 2016
We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for an accurate calibration of forecast confidence...
Persistent link: https://www.econbiz.de/10011489395
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003652053
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Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.; Dijk, Herman K. van - 2008
Persistent link: https://www.econbiz.de/10003774522
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MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10003897086
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2008
Persistent link: https://www.econbiz.de/10003913416
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003960556
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Macroeconomic forecasting during the Great Recession : the return of non-linearity?
Ferrara, Laurent; Marcellino, Massimiliano; Mogliani, Matteo - 2012
Persistent link: https://www.econbiz.de/10009574425
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Empirical simultaneous prediction regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2012
Persistent link: https://www.econbiz.de/10009546069