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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

The global component of inflation volatility

Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019

Persistent link: https://www.econbiz.de/10012051863

Forecasting exchange rates with a large Bayesian VAR

Carriero, Andrea; Kapetanios, George; Marcellino, … - 2008

Persistent link: https://www.econbiz.de/10003774002

Economic forecasting in a changing world

Clements, Michael P.; Hendry, David F. - In: Capitalism and society : a journal of The Center on … 3 (2008) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10009424432

Macroeconomic forecasting during the Great Recession : the return of non-linearity?

Ferrara, Laurent; Marcellino, Massimiliano; Mogliani, Matteo - In: International journal of forecasting 31 (2015) 3, pp. 664-679

Persistent link: https://www.econbiz.de/10011474466

Point, interval and density forecasts of exchange rates with time-varying parameter models

Abbate, Angela; Marcellino, Massimiliano - 2016

Persistent link: https://www.econbiz.de/10011571313

Risky Oil : It's All in the Tails

Baumeister, Christiane; Huber, Florian; Marcellino, … - National Bureau of Economic Research - 2024

The substantial fluctuations in oil prices in the wake of the COVID-19 pandemic and the Russian invasion of Ukraine have highlighted the importance of tail events in the global market for crude oil which call for careful risk assessment. In this paper we focus on forecasting tail risks in the...

Persistent link: https://www.econbiz.de/10014544801

Fiscal forecasting : the track record of the IMF, OECD and EC

Artis, Michael J. - 1999

Persistent link: https://www.econbiz.de/10013422834

Forecasting the UK top 1 % income share in a shifting world

Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - In: Economica 91 (2024) 363, pp. 1047-1074

Persistent link: https://www.econbiz.de/10014557579

MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009

Persistent link: https://www.econbiz.de/10003887161