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subject:"Volatility"
~person:"Marcellino, Massimiliano"
~subject:"Time series analysis"
~subject:"United States"
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Volatility
Time series analysis
United States
Schätzung
95
Estimation
94
Forecasting model
52
Prognoseverfahren
52
Theorie
41
Theory
41
USA
28
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27
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27
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21
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20
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49
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Marcellino, Massimiliano
Caporale, Guglielmo Maria
229
Gil-Alaña, Luis A.
215
Gupta, Rangan
162
McAleer, Michael
105
Pesaran, M. Hashem
73
Koopman, Siem Jan
68
Pierdzioch, Christian
67
Bahmani-Oskooee, Mohsen
65
Heckman, James J.
65
Bollerslev, Tim
58
Belke, Ansgar
53
Engle, Robert F.
51
Miller, Stephen M.
51
Wohar, Mark E.
51
Hautsch, Nikolaus
45
Balcilar, Mehmet
44
Diebold, Francis X.
44
Hamermesh, Daniel S.
42
Härdle, Wolfgang
42
Tiwari, Aviral Kumar
41
Timmermann, Allan
39
Cheung, Yin-Wong
38
Todorov, Viktor
38
Herwartz, Helmut
37
Gil-Alana, Luis A.
36
Buch, Claudia M.
35
Mumtaz, Haroon
35
Koop, Gary
34
Bouri, Elie
33
Chang, Chia-Lin
33
Kapetanios, George
33
Watson, Mark W.
33
Chan, Joshua
32
Ghysels, Eric
32
Reitz, Stefan
32
Weber, Enzo
32
Bloom, Nicholas
31
Caporin, Massimiliano
31
Kilian, Lutz
31
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1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
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11
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7
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5
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4
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3
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2
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ECONIS (ZBW)
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1
Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano
;
Pfarrhofer, Michael
-
2024
Persistent link: https://www.econbiz.de/10014520837
Saved in:
2
No-arbitrage priors, drifting volatilities, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388385
Saved in:
3
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
4
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10012806332
Saved in:
5
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
6
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
7
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
Saved in:
8
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
-
2017
Persistent link: https://www.econbiz.de/10011793192
Saved in:
9
Explaining the time-varying effects of oil market shocks on U.S. stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2017
-
This version: February 20, 2017
Persistent link: https://www.econbiz.de/10011805636
Saved in:
10
Large time-varying parameter VARs : a non-parametric approach
Kapetanios, George
;
Marcellino, Massimiliano
;
Venditti, …
-
2017
Persistent link: https://www.econbiz.de/10011959996
Saved in:
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