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Markov-switching MIDAS models
Guérin, Pierre; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10008909935
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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009011917
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Classical time-varying FAVAR models ; Estimation, forecasting and structural analysis
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009012118
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Regime switches in the risk-return trade-off
Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10010206904
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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
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10009745589
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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2014
Persistent link: https://www.econbiz.de/10010363312
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2014
Persistent link: https://www.econbiz.de/10010363319
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Paulson's gift
Veronesi, Pietro; Zingales, Luigi - 2009
Persistent link: https://www.econbiz.de/10003911852
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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