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Real-time nowcasting with a bayesian mixed frequency model with stochastic volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2012
Persistent link: https://www.econbiz.de/10009661312
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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652
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Endogenous uncertainty
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2018
Persistent link: https://www.econbiz.de/10011878268
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Capturing macroeconomic tail risks with Bayesian vector autoregressions
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020
Persistent link: https://www.econbiz.de/10012153666
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Addressing COVID-19 Outliers in BVARs with stochastic volatility
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2021
Persistent link: https://www.econbiz.de/10012489794
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Tail forecasting with multivariate Bayesian additive regression trees
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2021
Persistent link: https://www.econbiz.de/10012489943
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Forecasting US inflation using Bayesian nonparametric models
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022
Persistent link: https://www.econbiz.de/10013277506