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person:"Carriero, Andrea"
~isPartOf:"Journal of applied econometrics"
~person:"Martin, Gael M."
~subject:"VAR model"
~subject:"Volatilität"
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VAR model
Volatilität
Bayes-Statistik
4
Bayesian inference
4
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Carriero, Andrea
Martin, Gael M.
Huber, Florian
3
Marcellino, Massimiliano
3
Koop, Gary
2
Aastveit, Knut Are
1
Ahelegbey, Daniel Felix
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Billio, Monica
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Journal of applied econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Federal Reserve Bank of Cleveland working paper series
8
Discussion papers / CEPR
6
FRB of Cleveland Working Paper
5
Journal of econometrics
5
Working paper
5
Discussion paper / Centre for Economic Policy Research
4
EUI working paper
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Norges Bank Working Paper 13 | 2014
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The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
2
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
3
Have standard VARS remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011862290
Saved in:
4
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
Saved in:
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