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Tail Forecasting with Multivar...
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
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2023
Persistent link: https://www.econbiz.de/10014384414
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Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
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2022
Persistent link: https://www.econbiz.de/10013281184
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3
Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
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2023
Persistent link: https://www.econbiz.de/10014326677
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4
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
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2022
Persistent link: https://www.econbiz.de/10013286806
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Assessing international commonality in macroeconomic uncertainty and its effects
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
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2019
Persistent link: https://www.econbiz.de/10012194110
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6
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
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2021
Persistent link: https://www.econbiz.de/10012589508
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7
Nowcasting tail risk to economic activity at a weekly frequency
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
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2021
Persistent link: https://www.econbiz.de/10012609779
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8
Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
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2021
Persistent link: https://www.econbiz.de/10012495968
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9
Measuring uncertainty and its effects in the Covid-19 era
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
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2021
Persistent link: https://www.econbiz.de/10012495991
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10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
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2022
Persistent link: https://www.econbiz.de/10012806332
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