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  • Search: subject:"Multivariate Autoregressive Index Models"
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Year of publication
Subject
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Multivariate Analyse 8 Multivariate analysis 8 VAR model 8 VAR-Modell 8 Estimation theory 6 Schätztheorie 6 Time series analysis 6 Zeitreihenanalyse 6 Forecasting model 5 Prognoseverfahren 5 Regression analysis 5 Regressionsanalyse 5 Bayes-Statistik 4 Bayesian inference 4 Multivariate Autoregressive Index models 4 Volatility 4 Volatilität 4 ARCH model 3 ARCH-Modell 3 Index 3 Index number 3 Inflation 3 Welt 3 World 3 Bayesian VARs 2 Bayesian Vector Autoregressive Models 2 Factor analysis 2 Faktorenanalyse 2 Forecasting 2 Large Vector Autoregressive Models 2 Theorie 2 Theory 2 forecasting 2 global factors 2 inflation 2 large datasets 2 multivariate autoregressive index models 2 reduced rank regressions 2 volatility 2 Aktienindex 1
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Online availability
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Free 4 Undetermined 4
Type of publication
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Article 4 Book / Working Paper 4
Type of publication (narrower categories)
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Arbeitspapier 4 Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4
Language
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English 8
Author
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Carriero, Andrea 5 Marcellino, Massimiliano 5 Corsello, Francesco 4 Cubadda, Gianluca 3 Guardabascio, Barbara 3 Grassi, Stefano 2 Kapetanios, George 1
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Published in...
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International journal of forecasting 2 Temi di discussione / Banca d'Italia 2 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 1 Discussion papers / CEPR 1 Journal of applied econometrics 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 8
Showing 1 - 8 of 8
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The time-varying Multivariate Autoregressive Index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - In: International journal of forecasting 41 (2025) 1, pp. 175-190
Persistent link: https://www.econbiz.de/10015440289
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The time-varying multivariate autoregressive index model
Cubadda, Gianluca; Grassi, Stefano; Guardabascio, Barbara - 2024
Persistent link: https://www.econbiz.de/10014515646
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The economic drivers of volatility and uncertainty
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2020
Persistent link: https://www.econbiz.de/10012301117
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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
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The global component of inflation volatility
Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018
Persistent link: https://www.econbiz.de/10011960151
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Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca; Guardabascio, Barbara - In: International journal of forecasting 35 (2019) 1, pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
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Cover Image
The global component of inflation volatility
Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019
Persistent link: https://www.econbiz.de/10012051863
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Cover Image
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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