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Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2024
tail. Across a range of applications, we find that shrinkage is generally helpful to quantile forecast accuracy, with …
Persistent link: https://www.econbiz.de/10014486431
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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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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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The global component of inflation volatility
Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019
Persistent link: https://www.econbiz.de/10012051863
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A hitchhiker guide to empirical macro models
Canova, Fabio; Ferroni, Filippo - 2020
Persistent link: https://www.econbiz.de/10012321243
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Competing models
Olea, José Luis Montiel; Ortoleva, Pietro; Pai, Mallesh; … - 2019
Persistent link: https://www.econbiz.de/10012208598
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Density forecasts of inflation : a quantile regression forest approach
Lenza, Michele; Moutachaker, Ines; Paredes, Joan - 2023
Persistent link: https://www.econbiz.de/10014328189
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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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Individual discount rates : a meta-analysis of experimental evidence
Matousek, Jindrich; Havránek, Tomáš; Havránková, Zuzana - 2021
Persistent link: https://www.econbiz.de/10012417660
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Dealing with misspecification in structural macroeconometric models
Canova, Fabio; Matthes, Christian - 2019
Persistent link: https://www.econbiz.de/10012102038