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Specification Choices in Quantile Regression for Empirical Macroeconomics
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
Quantile regression has become widely used in empirical macroeconomics, in particular for estimating and forecasting tail risks to macroeconomic indicators. In this paper we examine various choices in the specification of quantile regressions for macro applications, for example, choices related...
Persistent link: https://www.econbiz.de/10014077606
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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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The global component of inflation volatility
Marcellino, Massimiliano; Carriero, Andrea; Corsello, … - 2019
Persistent link: https://www.econbiz.de/10012051863
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Nowcasting tail risks to economic activity with many indicators
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020
Persistent link: https://www.econbiz.de/10012388077
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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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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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Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2022
Persistent link: https://www.econbiz.de/10013375173
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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
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Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2024
Quantile regression has become widely used in empirical macroeconomics, in particular for estimating and forecasting tail risks to macroeconomic indicators. In this paper we examine various choices in the specification of quantile regressions for macro applications, for example, choices related...
Persistent link: https://www.econbiz.de/10014486431
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Specification choices in quantile regression for empirical macroeconomics
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2025
Persistent link: https://www.econbiz.de/10015372712