Browsing All of EconStor by Author Marcellino, Massimiliano


Showing results 41 to 55 of 55
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Year of PublicationTitleAuthor(s)
2014EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the EuroGrassi, Stefano; Proietti, Tommaso; Frale, Cecilia; Marcellino, Massimiliano; Mazzi, Gianluigi
2014Have Standard VARs Remained Stable Since the Crisis?Aastveit, Knut Are; Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
2014Mixed Frequency Structural VARsForoni, Claudia; Marcellino, Massimiliano
2015Large vector autoregressions with asymmetric priorsCarriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
2015Using Low Frequency Information for Predicting High Frequency VariablesForoni, Claudia; Guérin, Pierre; Marcellino, Massimiliano
2016Point, interval and density forecasts of exchange rates with time-varying parameter modelsAbbate, Angela; Marcellino, Massimiliano
2017Mixed frequency models with MA componentsForoni, Claudia; Marcellino, Massimiliano; Stevanovic, Dalibor
2017Markov-switching three-pass regression filterGuérin, Pierre; Leiva-Leon, Danilo; Marcellino, Massimiliano
2018Mixed frequency models with MA componentsForoni, Claudia; Marcellino, Massimiliano; Stevanović, Dalibor
2018Mixed frequency models with MA componentsForoni, Claudia; Marcellino, Massimiliano; Stevanović, Dalibor
2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisisForoni, Claudia; Marcellino, Massimiliano; Stevanovic, Dalibor
2020Time-varying instrumental variable estimationGiraitis, Liudas; Kapetanios, George; Marcellino, Massimiliano
2022The financial accelerator mechanism: does frequency matter?Foroni, Claudia; Gelain, Paolo; Marcellino, Massimiliano
2022Addressing COVID-19 outliers in BVARs with stochastic volatilityCarriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar
2023Shadow-rate VARsCarriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar