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Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
Persistent link: https://www.econbiz.de/10013286806
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Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano; Pfarrhofer, Michael - 2024
Persistent link: https://www.econbiz.de/10014520837
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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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Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022
Persistent link: https://www.econbiz.de/10013281184
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Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano; Clark, Todd E.; Carriero, Andrea - 2021
Persistent link: https://www.econbiz.de/10012495968
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Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano; Carriero, Andrea; Clark, Todd E. - 2021
Persistent link: https://www.econbiz.de/10012589508
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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