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2401
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
2402
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
Saved in:
2403
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
Saved in:
2404
Time-varying instrumental variable estimation
Marcellino, Massimiliano
;
Kapetanios, George
;
Giraitis, …
-
2020
Persistent link: https://www.econbiz.de/10012299263
Saved in:
2405
Assessing international commonality in macroeconomic uncertainty and its effects
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2019
Persistent link: https://www.econbiz.de/10012194110
Saved in:
2406
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area
Artis, Michael
-
2005
Persistent link: https://www.econbiz.de/10009593868
Saved in:
2407
The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Eickmeier, Sandra
;
Lemke, Wolfgang
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10009006168
Saved in:
2408
Classical time-varying FAVAR models : estimation, forecasting and structural analysis
Eickmeier, Sandra
;
Lemke, Wolfgang
;
Marcellino, Massimiliano
-
2011
Persistent link: https://www.econbiz.de/10009006169
Saved in:
2409
U-MIDAS : MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia
;
Marcellino, Massimiliano
;
Schumacher, …
-
2011
Persistent link: https://www.econbiz.de/10009497493
Saved in:
2410
The global component of inflation volatility
Marcellino, Massimiliano
;
Carriero, Andrea
;
Corsello, …
-
2019
Persistent link: https://www.econbiz.de/10012051863
Saved in:
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