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Forecasting US inflation using bayesian nonparametric models

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023

Persistent link: https://www.econbiz.de/10014326677

Tail forecasting with multivariate bayesian additive regression trees

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - In: International economic review 64 (2023) 3, pp. 979-1022

Persistent link: https://www.econbiz.de/10014330274

Investigating growth-at-risk using a multicountry non-parametric quantile factor model

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023

Persistent link: https://www.econbiz.de/10014384414

Tail forecasting with multivariate Bayesian additive regression trees

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2021

Persistent link: https://www.econbiz.de/10012489943

Forecasting US inflation using Bayesian nonparametric models

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022

Persistent link: https://www.econbiz.de/10013277506

Tail forecasting with multivariate bayesian additive regression trees

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022

Persistent link: https://www.econbiz.de/10013281184

Investigating growth at risk using a multi-country non-parametric quantile factor model

Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023

Persistent link: https://www.econbiz.de/10014316039

Gaussian process vector autoregressions and macroeconomic uncertainty

Hauzenberger, Niko; Huber, Florian; Marcellino, Massimiliano - 2022

Persistent link: https://www.econbiz.de/10013426600

Risky Oil : It's All in the Tails

Baumeister, Christiane; Huber, Florian; Marcellino, … - National Bureau of Economic Research - 2024

The substantial fluctuations in oil prices in the wake of the COVID-19 pandemic and the Russian invasion of Ukraine have highlighted the importance of tail events in the global market for crude oil which call for careful risk assessment. In this paper we focus on forecasting tail risks in the...

Persistent link: https://www.econbiz.de/10014544801

Risky oil : it's all in the tails

Baumeister, Christiane; Huber, Florian; Marcellino, … - 2024

Persistent link: https://www.econbiz.de/10014537272