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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
64
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A predictability test for a small number of nested models
Granziera, Eleonora
;
Hubrich, Kirstin
;
Moon, Hyungsik Roger
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 174-185
Persistent link: https://www.econbiz.de/10010497092
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2
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
Saved in:
3
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
Saved in:
4
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
Saved in:
5
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 137-154
Persistent link: https://www.econbiz.de/10012303905
Saved in:
6
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
Saved in:
7
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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8
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
Saved in:
9
The econometric analysis of mixed frequency data sampling
Ghylsels, Eric
(
ed.
);
Marcellino, Massimiliano
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704980
Saved in:
10
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
,
pp. 499-526
Persistent link: https://www.econbiz.de/10007279930
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