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Records found: 4
| DP10801 |
Structural Analysis with Multivariate Autoregressive Index Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 2015 |
| DP8894 |
Common Drifting Volatility in Large Bayesian VARs Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: March 2012 |
| DP8273 |
Bayesian VARs: Specification Choices and Forecast Accuracy Author(s): Andrea Carriero, Todd Clark and Massimiliano Marcellino Published: February 2011 |
| DP7446 |
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Author(s): Andrea Carriero, George Kapetanios and Massimiliano Marcellino Published: September 2009 |
Records Found 4