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 DP18549 Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model Todd Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer 24 Oct 2023 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP18244 Forecasting US Inflation Using Bayesian Nonparametric Models Todd Clark Florian Huber Gary Koop Massimiliano Marcellino 25 Jun 2023 Monetary Economics and Fluctuations
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 DP17461 Tail Forecasting with Multivariate Bayesian Additive Regression Trees Todd Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer 12 Jul 2022 Monetary Economics and Fluctuations C11 C32 C53
