The following pages link to Massimiliano Marcellino (Q281033):
Displaying 24 items.
- Structural analysis with multivariate autoregressive index models (Q281034) (← links)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (Q726590) (← links)
- Interpolation and backdating with a large information set (Q959707) (← links)
- Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Explaining the time-varying effects of oil market shocks on US stock returns (Q1673446) (← links)
- Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model (Q1728672) (← links)
- Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors'' (Q2116351) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty (Q2236881) (← links)
- Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (Q2323371) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Fiscal forecasting: The track record of the IMF, OECD and EC (Q2772834) (← links)
- Some cautions on the use of panel methods for integrated series of macroeconomic data (Q3023025) (← links)
- Survey data as coincident or leading indicators (Q3065495) (← links)
- A parametric estimation method for dynamic factor models of large dimensions (Q3077648) (← links)
- Mixed-Frequency Vector Autoregressive Models (Q3295729) (← links)
- Time‐scale transformations of discrete time processes (Q4677046) (← links)
- Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union (Q4687510) (← links)
- Pooling‐Based Data Interpolation and Backdating (Q5430491) (← links)
- TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES (Q6088679) (← links)
- Forecasting U.S. inflation using Bayesian nonparametric models (Q6128365) (← links)
- Macro uncertainty in the long run (Q6172361) (← links)
