Discussion paper DP18901 Specification Choices in Quantile Regression for Empirical Macroeconomics Andrea Carriero Todd Clark Massimiliano Marcellino 9 Mar 2024 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP17640 Blended Identification in Structural VARs Andrea Carriero Massimiliano Marcellino Tommaso Tornese 3 Nov 2022 Monetary Economics and Fluctuations C11 C32 D81 E32
Discussion paper DP17512 Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions Andrea Carriero Todd Clark Massimiliano Marcellino 28 Jul 2022 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP16994 Macroeconomic Forecasting in a Multi-country Context Yu Bai Andrea Carriero Todd Clark Massimiliano Marcellino 2 Feb 2022 Monetary Economics and Fluctuations C11 C33 C53 C55
Discussion paper DP16496 Nowcasting Tail Risk to Economic Activity at a Weekly Frequency Massimiliano Marcellino Todd Clark Andrea Carriero 31 Aug 2021 Monetary Economics and Fluctuations C53 E17 E37 F47