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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

Capturing macroeconomic tail risks with Bayesian vector autoregressions

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020

Persistent link: https://www.econbiz.de/10012153666

Markov-switching three-pass regression filter

Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2017

Persistent link: https://www.econbiz.de/10011793192

Markov-switching three-pass regression filter

Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2016 - This version: November, 2016

Persistent link: https://www.econbiz.de/10011805831

Large time-varying parameter VARs : a non-parametric approach

Kapetanios, George; Marcellino, Massimiliano; Venditti, … - 2017

Persistent link: https://www.econbiz.de/10011959996

The global component of inflation volatility

Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018

Persistent link: https://www.econbiz.de/10011960151

Point, interval and density forecasts of exchange rates with time-varying parameter models

Abbate, Angela; Marcellino, Massimiliano - 2016

an accurate calibration of forecast confidence intervals, and is better suited at long horizons and in high …

Persistent link: https://www.econbiz.de/10011489395

Time varying three pass regression filter

Marcellino, Massimiliano; Dendramis, Yiannis; … - 2023

Persistent link: https://www.econbiz.de/10014383819

Forecasting the COVID-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

Persistent link: https://www.econbiz.de/10012253966

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