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A statistical model of the global carbon budget
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2020
Persistent link: https://www.econbiz.de/10012433959
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Assessing international commonality in macroeconomic uncertainty and its effects
Marcellino, Massimiliano; Clark, Todd E.; Carriero, Andrea - 2019
Persistent link: https://www.econbiz.de/10012194110
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Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S. - 2017
Persistent link: https://www.econbiz.de/10011706192
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Level shifts in volatility and the implied-realized volatility relation
Christensen, Bent Jesper; Santucci de Magistris, Paolo - 2010
Persistent link: https://www.econbiz.de/10008651637
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Macroeconomic forecasting in a multi-country context
Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, … - 2022
Persistent link: https://www.econbiz.de/10012806332
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Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019
Persistent link: https://www.econbiz.de/10012316908
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper; Kjær, Mads Markvart; … - 2021 - This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko S. - 2015
Persistent link: https://www.econbiz.de/10011343494
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Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko; Huber, Florian; Marcellino, Massimiliano - 2022
Persistent link: https://www.econbiz.de/10013426600
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Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano; Pfarrhofer, Michael - 2024
Persistent link: https://www.econbiz.de/10014520837