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Assessing international commonality in macroeconomic uncertainty and its effects
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of Applied Econometrics
35
(
2020
)
3
,
pp. 273-293
Persistent link: https://www.econbiz.de/10012189318
Saved in:
2
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of Applied Econometrics
36
(
2021
)
5
,
pp. 495-516
Persistent link: https://www.econbiz.de/10012632809
Saved in:
3
UK term structure decompositions at the zero lower bound
Carriero, Andrea
;
Mouabbi, Sarah
;
Vangelista, Elisabetta
- In:
Journal of Applied Econometrics
33
(
2018
)
5
,
pp. 643-661
Persistent link: https://www.econbiz.de/10012082783
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4
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
CHAN, JOSHUA C.C.
;
CLARK, TODD E.
;
KOOP, GARY
- In:
Journal of Money, Credit and Banking
50
(
2018
)
1
,
pp. 5-53
Persistent link: https://www.econbiz.de/10012093741
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5
A similarity‐based approach for macroeconomic forecasting
Dendramis, Y.
;
Kapetanios, G.
;
Marcellino, M.
- In:
Journal of the Royal Statistical Society: Series A …
183
(
2020
)
3
,
pp. 801-827
Persistent link: https://www.econbiz.de/10012284174
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6
Forecasting gross domestic product growth with large unbalanced data sets : the mixed frequency three‐pass regression filter
Hepenstrick, Christian
;
Marcellino, Massimiliano
- In:
Journal of the Royal Statistical Society: Series A …
182
(
2018
)
1
,
pp. 69-99
Persistent link: https://www.econbiz.de/10012097127
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7
Mixed‐frequency models with moving‐average components
Foroni, Claudia
;
Marcellino, Massimiliano
;
Stevanovic, …
- In:
Journal of Applied Econometrics
34
(
2019
)
5
,
pp. 688-706
Persistent link: https://www.econbiz.de/10012082842
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8
Large time‐varying parameter VARs : A nonparametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
- In:
Journal of Applied Econometrics
34
(
2019
)
7
,
pp. 1027-1049
Persistent link: https://www.econbiz.de/10012082856
Saved in:
9
Tax shocks with high and low uncertainty
Bertolotti, Fabio
;
Marcellino, Massimiliano
- In:
Journal of Applied Econometrics
(
2019
)
Persistent link: https://www.econbiz.de/10012082857
Saved in:
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