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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2014
Persistent link: https://www.econbiz.de/10010363312
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Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009012118
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Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
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The effects of the monetary policy stance on the transmission mechanism
Galvão, Ana Beatriz C.; Marcellino, Massimiliano - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 217-236
Persistent link: https://www.econbiz.de/10010384300
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano; Sivec, Vasja - In: Journal of econometrics 193 (2016) 2, pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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Endogenous monetary policy regimes and the great moderation
Galvão, Ana Beatriz C.; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976656
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A credibility proxy : tracking US monetary developments
Demertzis, Maria; Marcellino, Massimiliano; Viegi, Nicola - In: The B.E. journal of macroeconomics 12 (2012) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10009579407
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano; Sivec, Vasja - 2015
Persistent link: https://www.econbiz.de/10011289242
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The transmission mechanism in a changing world
Artis, Michael J. - 2003
Persistent link: https://www.econbiz.de/10013424325