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Journal of econometrics
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1
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 285-308
Persistent link: https://www.econbiz.de/10006747791
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2
Forecasts of US short-term interest rates: A flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 297-311
Persistent link: https://www.econbiz.de/10008253319
Saved in:
3
Forecasts of US short-term interest rates: A flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 297-312
Persistent link: https://www.econbiz.de/10008890751
Saved in:
4
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 285-308
Persistent link: https://www.econbiz.de/10003298584
Saved in:
5
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 297-311
Persistent link: https://www.econbiz.de/10003858910
Saved in:
6
Modeling systemic risk with Markov Switching Graphical SUR models
Bianchi, Daniele
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10012303377
Saved in:
7
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Saved in:
8
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
Saved in:
9
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
10
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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