Browsing Economics and Finance by Author "Marcellino, M"
Now showing items 1-11 of 11
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Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
Carriero, A; Clark, T; Marcellino, M (Massachusetts Institute of Technology Press, 2022-06-23) -
Assessing international commonality in macroeconomic uncertainty and its effects
Carriero, A; Clark, TE; Marcellino, M (2020-02-09) -
Blended Identification in Structural VARs
Carriero, A; Marcellino, M; Tornese, TThe proposed blended approach combines identification via heteroskedasticity with sign/narrative restrictions, and instrumental variables. Since heteroskedasticity can point identify shocks, its use results in a sharp ... -
The global component of inflation volatility
Carriero, A; Corsello, F; Marcellino, M (2022) -
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Carriero, A; Clark, TE; Marcellino, M (2019-09) -
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (vol 212, pg 137, 2019)
Carriero, A; Chan, J; Clark, TE; Marcellino, M (2022) -
Macro uncertainty in the long run
Carriero, A; Marcellino, M; Tornese, T (2023) -
Macro Uncertainty in the Long Run
Marcellino, M; Carriero, A; Tornese, T (2022-01-01) -
Macroeconomic forecasting in a multi-country context
Bai, Y; Carriero, A; Clark, TE; Marcellino, M (2022) -
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, A; Clark, TE; Marcellino, M (2022) -
Time-varying instrumental variable estimation
Giraitis, L; Kapetanios, G; Marcellino, M (2021)