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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of production research"
~person:"Liu, Ming"
~person:"Marcellino, Massimiliano"
~subject:"Portfolio-Management"
~subject:"Produktionsplanung"
~subject:"Theorie"
~subject:"Wohlfahrtsanalyse"
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Liu, Ming
Marcellino, Massimiliano
Zenou, Yves
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Gersbach, Hans
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Thisse, Jacques-François
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Discussion paper / Centre for Economic Policy Research
International journal of production research
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1
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
2
U-MIDAS : MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia
;
Marcellino, Massimiliano
;
Schumacher, …
-
2012
Persistent link: https://www.econbiz.de/10009512876
Saved in:
3
Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2014
Persistent link: https://www.econbiz.de/10010363312
Saved in:
4
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2016
Persistent link: https://www.econbiz.de/10011571327
Saved in:
5
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
-
2017
Persistent link: https://www.econbiz.de/10011741654
Saved in:
6
Macroeconomic forecasting during the great recession : the return of non-linearity?
Ferrara, Laurent
;
Marcellino, Massimiliano
;
Mogliani, Matteo
-
2013
Persistent link: https://www.econbiz.de/10009715172
Saved in:
7
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010342583
Saved in:
8
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
-
2013
Persistent link: https://www.econbiz.de/10009724167
Saved in:
9
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10009715178
Saved in:
10
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano
;
Sivec, Vasja
-
2015
Persistent link: https://www.econbiz.de/10011289242
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