Sfoglia per Autore
Parameters uncertainty and tests of present value models
2007 Carriero, Andrea
Forecasting Exchange Rates with a Large Bayesian VAR
2009 Marcellino, Massimiliano; Carriero, Andrea; G., Kapetanios
Forecasting Large Datasets with Bayesian Reduced RankMultivariate Models
2011 Marcellino, Massimiliano; Carriero, Andrea; G., Kapetanios
Sectoral Survey-based Confidence Indicators for Europe
2011 Marcellino, Massimiliano; Carriero, Andrea
Forecasting Government Bond Yields with Large Bayesian VARs
2012 Marcellino, Massimiliano; Carriero, Andrea; G., Kapetanios
Structural analysis with multivariate autoregressive index models
2016 Carriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
Common drifting volatility in large Bayesian VARs
2016 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Have standard VARS remained stable since the crisis?
2017 Aastveit, Knut Are; Carriero, Andrea; Marcellino, Massimiliano; Clark, Todd E.
Measuring uncertainty and its impact on the economy
2018 Carriero, Andrea; Clark Todd, E.; Marcellino, Massimiliano
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
2019 Carriero, Andrea; Clark Todd, E.; Marcellino, Massimiliano
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
2021 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Using time-varying volatility for identification in Vector Autoregressions: an application to endogenous uncertainty
2021 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Corrigendum: Measuring uncertainty and its impact on the economy (vol. 100, pg. 799, 2018)
2022 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154]
2022 Carriero, Andrea; Chan, Joshua; Clark, Todd E.; Marcellino, Massimiliano
The global component of inflation volatility
2022 Carriero, Andrea; Corsello, Francesco; Marcellino, Massimiliano
Nowcasting tail risk to economic activity at a weekly frequency
2022 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Macroeconomic forecasting in a multi-country context
2022 Bai, Yu; Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Macro uncertainty in the long run
2023 Carriero, Andrea; Marcellino, Massimiliano; Tornese, Tommaso
Addressing COVID-19 outliers in BVARs with stochastic volatility
In corso di stampa Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar
Capturing macroeconomic tail risks with Bayesian vector autoregressions
In corso di stampa Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
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