Discussion paper DP17646 Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty Niko Hauzenberger Florian Huber Massimiliano Marcellino Nico Petz 4 Nov 2022 Monetary Economics and Fluctuations C11 C14 C32
Discussion paper DP17461 Tail Forecasting with Multivariate Bayesian Additive Regression Trees Todd Clark Florian Huber Massimiliano Marcellino Michael Pfarrhofer 12 Jul 2022 Monetary Economics and Fluctuations C11 C32 C53
