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person:"Marcellino, Massimiliano"
type_genre:"Working Paper"
~isPartOf:"Temi di discussione / Banca d'Italia"
~isPartOf:"Working paper series / Innocenzo Gasparini Institute for Economic Research"
~person:"Pericoli, Marcello"
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Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models
Pericoli, Marcello
;
Taboga, Marco
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2018
Persistent link: https://www.econbiz.de/10011941279
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Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
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2017
Persistent link: https://www.econbiz.de/10011959996
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Further results on MSFE encompassing
Marcellino, Massimiliano
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1998
Persistent link: https://www.econbiz.de/10000998755
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