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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652
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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
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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
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Nowcasting tail risks to economic activity with many indicators
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020
Persistent link: https://www.econbiz.de/10012388077
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Capturing macroeconomic tail risks with Bayesian vector autoregressions
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020
Persistent link: https://www.econbiz.de/10012153666