Discussion paper DP19129 Risky Oil: It's All in the Tails Christiane Baumeister Florian Huber Massimiliano Marcellino 3 Jun 2024 International Macroeconomics and Finance Monetary Economics and Fluctuations C11 C32 C53 Q41 Q47
Discussion paper DP18970 Bayesian nonparametric methods for macroeconomic forecasting Massimiliano Marcellino Michael Pfarrhofer 5 Apr 2024 Monetary Economics and Fluctuations C11 C32 C53
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 DP18547 Time Varying Three Pass Regression Filter Yiannis Dendramis George Kapetanios Massimiliano Marcellino 23 Oct 2023 Monetary Economics and Fluctuations C13
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 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 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 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
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