Discussion paper DP16346 Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty Andrea Carriero Todd Clark Massimiliano Marcellino 8 Jul 2021 Monetary Economics and Fluctuations C11 C32 D81 E32
Discussion paper DP15964 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility Andrea Carriero Todd Clark Massimiliano Marcellino Elmar Mertens 25 Mar 2021 Monetary Economics and Fluctuations C53 E17 E37 F47
Discussion paper DP15965 Measuring Uncertainty and Its Effects in the COVID-19 Era Andrea Carriero Todd Clark Massimiliano Marcellino Elmar Mertens 25 Mar 2021 Monetary Economics and Fluctuations E32 E44 C11 C55
Discussion paper DP15867 Can Machine Learning Catch the COVID-19 Recession? Philippe Goulet Coulombe Massimiliano Marcellino Dalibor Stevanovic 2 Mar 2021 Monetary Economics and Fluctuations
Discussion paper DP15210 Time-Varying Instrumental Variable Estimation Liudas Giraitis George Kapetanios Massimiliano Marcellino 27 Aug 2020 Monetary Economics and Fluctuations
Discussion paper DP15114 Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis Claudia Foroni Massimiliano Marcellino Dalibor Stevanovic 30 Jul 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations
Discussion paper DP14469 A Similarity-based Approach for Macroeconomic Forecasting Yiannis Dendramis George Kapetanios Massimiliano Marcellino 4 Mar 2020 Monetary Economics and Fluctuations
Discussion paper DP13970 Assessing International Commonality in Macroeconomic Uncertainty and Its Effects Massimiliano Marcellino Todd Clark Andrea Carriero 30 Aug 2019 International Macroeconomics and Finance Monetary Economics and Fluctuations F44 E32 C55 C11
Discussion paper DP13470 The Global Component of Inflation Volatility Massimiliano Marcellino Andrea Carriero Francesco Corsello 21 Jan 2019 International Macroeconomics and Finance Monetary Economics and Fluctuations E31 F62 C32 E37 C53
Discussion paper DP12339 Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model Massimiliano Marcellino Claudia Foroni 28 Sep 2017 Monetary Economics and Fluctuations C13 C14 C51 C53
Discussion paper DP12335 Tax shocks with high and low uncertainty Massimiliano Marcellino Fabio Bertolotti 26 Sep 2017 Monetary Economics and Fluctuations
Discussion paper DP11558 Have Standard VARs Remained Stable Since the Crisis? Massimiliano Marcellino Knut Are Aastveit Andrea Carriero Todd Clark 6 Oct 2016 Monetary Economics and Fluctuations