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Forecasting exchange rates with a large Bayesian VAR

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

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

Empirical simultaneous confidence regions for path-forecasts

Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010

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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2008

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Identification restrictions and posterior densities in cointegrated Gaussian VAR systems

Bauwens, Luc - 1996

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Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure

Marcellino, Massimiliano - 1998

Persistent link: https://www.econbiz.de/10001362828

Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling

Jeljazkov, Ivan G. (ed.); Tobias, Justin L. (ed.) - 2019

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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

Large datasets, small models and monetary policy in Europe

Favero, Carlo A. - 2001

Persistent link: https://www.econbiz.de/10013423679

Factor forecasts for the US

Artis, Michael J. - 2002

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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Marcellino, Massimiliano - 2005

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