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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
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Impulse response functions from structural dynamic factor models : a Monte Carlo evaluation
Kapetanios, George; Marcellino, Massimiliano - 2006
Persistent link: https://www.econbiz.de/10003322842
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The forecasting performance of real time estimates of the euro area output gap
Marcellino, Massimiliano; Musso, Alberto - 2010
Persistent link: https://www.econbiz.de/10003969520
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Endogenous monetary policy regimes and the great moderation
Galvão, Ana Beatriz C.; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976656
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10003976664
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Dissecting corporate bond and CDS spreads
Lin, Hai; Liu, Sheen; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 3, pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
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The reliability of real time estimates of the euro area output gap
Marcellino, Massimiliano; Musso, Alberto - 2010
Persistent link: https://www.econbiz.de/10003957562
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Are liquidity and counterparty risk priced in the credit default swap market?
Pu, Xiaoling; Wang, Junbo; Wu, Chunchi - In: The journal of fixed income 20 (2010/11) 4, pp. 59-79
Persistent link: https://www.econbiz.de/10009007990
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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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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980