Narrow search
Showing 1 - 4 of 4
Cover Image
Shadow-rate VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2023
VARs are a popular tool for forecasting and structural analysis, but ill-suited to handle occasionally binding …
Persistent link: https://www.econbiz.de/10014320745
Cover Image
Addressing COVID-19 outliers in BVARs with stochastic volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
the pandemic period, as well as for earlier subsamples of relatively high volatility. In historical forecasting, outlier …
Persistent link: https://www.econbiz.de/10013184356
Cover Image
Macroeconomic information, structural change, and the prediction of fiscal aggregates
Carriero, Andrea; Mumtaz, Haroon; Theophilopoulou, Angeliki - In: International journal of forecasting 31 (2015) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10011474102
Cover Image
Forecasting with Bayesian multivariate vintage-based VARs
Carriero, Andrea; Clements, Michael P.; Galvão, Ana … - In: International journal of forecasting 31 (2015) 3, pp. 757-768
Persistent link: https://www.econbiz.de/10011474551