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~person:"Marcellino, Massimiliano"
~subject:"Theorie"
~subject:"Volatility"
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Search: subject_exact:"Schätzmethode"
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Theorie
Volatility
Schätzung
95
Estimation
94
Forecasting model
58
Prognoseverfahren
58
Theory
47
Estimation theory
46
Schätztheorie
46
VAR model
30
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30
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28
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28
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27
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27
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20
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20
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19
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19
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17
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17
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38
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38
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38
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16
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16
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English
54
Italian
1
Author
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Marcellino, Massimiliano
Caporale, Guglielmo Maria
133
McAleer, Michael
127
Härdle, Wolfgang
124
Pesaran, M. Hashem
124
Gupta, Rangan
99
Gil-Alaña, Luis A.
95
Phillips, Peter C. B.
79
Heckman, James J.
77
Bollerslev, Tim
67
Koopman, Siem Jan
67
Pierdzioch, Christian
65
Hautsch, Nikolaus
64
Engle, Robert F.
63
Diebold, Francis X.
60
Gouriéroux, Christian
60
Franses, Philip Hans
59
Belke, Ansgar
57
Swanson, Norman R.
55
Bahmani-Oskooee, Mohsen
52
Herwartz, Helmut
52
Blundell, Richard W.
50
Ghysels, Eric
49
Lucas, André
49
Newey, Whitney K.
47
Andrews, Donald W. K.
45
Kilian, Lutz
45
Linton, Oliver
45
Buch, Claudia M.
42
Timmermann, Allan
42
Todorov, Viktor
42
Baltagi, Badi H.
41
Lütkepohl, Helmut
41
Brännäs, Kurt
39
Imbens, Guido
39
Koop, Gary
39
Robinson, Peter M.
39
Teräsvirta, Timo
39
Wohar, Mark E.
39
Egger, Peter
38
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1
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Discussion paper / Centre for Economic Policy Research
10
Discussion papers / CEPR
5
Journal of applied econometrics
4
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3
Working paper series / Innocenzo Gasparini Institute for Economic Research
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Discussion paper / Deutsche Bundesbank
2
Economics letters
2
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2
International journal of forecasting
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
55
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1
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55
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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
Nowcasting tail risks to economic activity with many indicators
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2020
Persistent link: https://www.econbiz.de/10012388077
Saved in:
3
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:
4
The economic drivers of volatility and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
5
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:
6
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:
7
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:
8
Gaussian process vector autoregressions and macroeconomic uncertainty
Hauzenberger, Niko
;
Huber, Florian
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013426600
Saved in:
9
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
10
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
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