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Common drifting volatility in lalrge Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2012
Persistent link: https://www.econbiz.de/10009526729
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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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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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Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10008989492
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Have standard VARs remained stable since the crisis?
Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; … - 2016
Persistent link: https://www.econbiz.de/10011571317