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~person:"Carriero, Andrea"
~person:"Patton, Andrew J."
~subject:"Forecasting model"
~type:"article"
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Carriero, Andrea
Patton, Andrew J.
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45
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45
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38
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33
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18
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17
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17
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16
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1
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
2
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea
;
Giacomini, Raffaella
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10009270416
Saved in:
3
Forecasting the yield curve using priors from no-arbitrage affine term structure models
Carriero, Andrea
- In:
International economic review
52
(
2011
)
2
,
pp. 425-459
Persistent link: https://www.econbiz.de/10009241230
Saved in:
4
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
5
Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 2026-2047
Persistent link: https://www.econbiz.de/10009629698
Saved in:
6
The impact of hedge funds on asset markets
Kruttli, Mathias S.
;
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
Review of asset pricing studies
5
(
2015
)
2
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011413729
Saved in:
7
Macroeconomic information, structural change, and the prediction of fiscal aggregates
Carriero, Andrea
;
Mumtaz, Haroon
;
Theophilopoulou, Angeliki
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10011474102
Saved in:
8
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
9
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
10
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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