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Can machine learning catch the COVID-19 recession?
Goulet Coulombe, Philippe; Marcellino, Massimiliano; … - 2021
Persistent link: https://www.econbiz.de/10012439481
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Nowcasting tail risks to economic activity with many indicators
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020
Persistent link: https://www.econbiz.de/10012388077
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Forecasting the Covid-19 recession and recovery : lessons from the financial crisis
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020
Persistent link: https://www.econbiz.de/10012228547
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Forecasting the Covid-19 recession and recovery : lessons from the financial crisis
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020
We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across...
Persistent link: https://www.econbiz.de/10012285550
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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2016 - This version: November, 2016
Persistent link: https://www.econbiz.de/10011805831
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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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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2017
Persistent link: https://www.econbiz.de/10011793192
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Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George; Marcellino, Massimiliano; Venditti, … - 2017
Persistent link: https://www.econbiz.de/10011959996
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018
Persistent link: https://www.econbiz.de/10011960151
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New forecasting methods for an old problem : predicting 147 years of systemic financial crises
Plessis, Emile du; Fritsche, Ulrich - 2022
forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine …
Persistent link: https://www.econbiz.de/10013362692