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Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014326677
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014384414
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Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2024
Quantile regression has become widely used in empirical macroeconomics, in particular for estimating and forecasting … Bayesian quantile regression dominating frequentist quantile regression. …
Persistent link: https://www.econbiz.de/10014486431
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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