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An American macroeconomic picture. supply and demand shocks in the frequency domain
Forni, Mario; Gambetti, Luca; Granese, Antonio; Sala, Luca - 2023
Persistent link: https://www.econbiz.de/10014281434
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Time varying three pass regression filter
Marcellino, Massimiliano; Dendramis, Yiannis; … - 2023
Persistent link: https://www.econbiz.de/10014383819
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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 uncertainty and vector autoregressions
Forni, Mario; Gambetti, Luca; Sala, Luca - 2021
Persistent link: https://www.econbiz.de/10012417673
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A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
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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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Filtering with limited information
Drautzburg, Thorsten; Fernández-Villaverde, Jesús; … - 2024
Persistent link: https://www.econbiz.de/10014632582
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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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What drives the recent surge in inflation : the historical decomposition roller coaster
Bergholt, Drago; Canova, Fabio; Furlanetto, Francesco; … - 2024
Persistent link: https://www.econbiz.de/10014526227
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The macroeconomic impact of climate change : global vs. local temperature
Bilal, Adrien; Känzig, Diego - 2024
Persistent link: https://www.econbiz.de/10014565080