Narrow search
Showing 1 - 10 of 252
Cover Image
Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10008989492
Cover Image
Common drifting volatility in lalrge Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2012
Persistent link: https://www.econbiz.de/10009526729
Cover Image
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010363319
Cover Image
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
Cover Image
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
Cover Image
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - 2016
Persistent link: https://www.econbiz.de/10011571317
Cover Image
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
Cover Image
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
Cover Image
Measuring uncertainty and its impact on the economy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: The review of economics and statistics 100 (2018) 5, pp. 799-815
Persistent link: https://www.econbiz.de/10011959921
Cover Image
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