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Markov-switching mixed-frequency VAR models
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 31 (2015) 3, pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
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Using low frequency information for predicting high frequency variables
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 34 (2018) 4, pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
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Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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Regime switches in the risk-return trade-off
Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - In: Journal of empirical finance 28 (2014), pp. 118-138
Persistent link: https://www.econbiz.de/10011285080
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Markov-Switching MIDAS models
Guérin, Pierre; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10009715098
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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
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Comments on "A comparison of mixed frequency approaches for nowcasting euro area macroeconomic aggregates"
Sestieri, Giulia - In: International journal of forecasting 30 (2014) 3, pp. 569-571
Persistent link: https://www.econbiz.de/10010513609
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A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia; Marcellino, Massimiliano - In: International journal of forecasting 30 (2014) 3, pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
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Mixed-frequency structural models : identification, estimation, and policy analysis
Foroni, Claudia; Marcellino, Massimiliano - In: Journal of applied econometrics 29 (2014) 7, pp. 1118-1144
Persistent link: https://www.econbiz.de/10010492703
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A daily indicator of economic growth for the euro area
Aprigliano, Valentina; Foroni, Claudia; Marcellino, … - In: International journal of computational economics and … 7 (2017) 1/2, pp. 43-63
Persistent link: https://www.econbiz.de/10011713548