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Non-linearity and instability in the Euro area
Marcellino, Massimiliano - In: Nonlinear time series analysis of business cycles, (pp. 151-174). 2006
Persistent link: https://www.econbiz.de/10003309347
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Nonlinear modeling of the changing lag structure in US housing construction
Dahl, Christian M.; Kulaksızoğlu, Tamer - In: Nonlinear time series analysis of business cycles, (pp. 407-429). 2006
Persistent link: https://www.econbiz.de/10003309398
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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 135 (2006) 1/2, pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
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Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of econometrics 225 (2021) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
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Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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The econometric analysis of mixed frequency data sampling
Ghysels, Eric; Marcellino, Massimiliano - In: Journal of econometrics 193 (2016) 2, pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano; Sivec, Vasja - In: Journal of econometrics 193 (2016) 2, pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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The econometric analysis of mixed frequency data sampling
Ghylsels, Eric (ed.); Marcellino, Massimiliano (ed.) - 2016
Persistent link: https://www.econbiz.de/10011704980