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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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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
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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
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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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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