Similar Search Results

In Plato's cave : sharpening the shadows of monetary announcements

Gallo, Giampiero M.; Marcellino, Massimiliano - 1996

Persistent link: https://www.econbiz.de/10000952221

Forecasting with large unbalanced datasets : the mixed frequency three-pass regression filter

Hepenstrick, Christian; Marcellino, Massimiliano - 2016

USA and a variety of other countries. …

Persistent link: https://www.econbiz.de/10011541230

Time variation in macro-financial linkages

Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1215-1233

Persistent link: https://www.econbiz.de/10011687454

Explaining the time-varying effects of oil market shocks on US stock returns

Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88

Persistent link: https://www.econbiz.de/10011821575

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

Structural FECM : cointegration in large‐scale structural FAVAR models

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086

Persistent link: https://www.econbiz.de/10011862314

Point, interval and density forecasts of exchange rates with time-varying parameter models

Abbate, Angela; Marcellino, Massimiliano - 2016

We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for an accurate calibration of forecast confidence...

Persistent link: https://www.econbiz.de/10011489395

The transmission mechanism in a changing world

Artis, Michael J. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001809062

Principal components at work : the empirical analysis of monetary policy with large datasets

Favero, Carlo A. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002156350

Regional inflation dynamics within and across euro area countries and a comparison with the United States

Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - In: Economic policy : a European forum 57 (2009), pp. 141-184

Persistent link: https://www.econbiz.de/10003801336