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 DP16760 Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic Frank Schorfheide Dongho Song 29 Nov 2021 Monetary Economics and Fluctuations C11 C32 C53
Discussion paper DP14469 A Similarity-based Approach for Macroeconomic Forecasting Massimiliano Marcellino George Kapetanios Yiannis Dendramis 4 Mar 2020 Monetary Economics and Fluctuations
Discussion paper DP9313 Macroeconomic forecasting during the Great Recession: The return of non-linearity? Massimiliano Marcellino Laurent Ferrara Matteo Mogliani 27 Jan 2013 International Macroeconomics C22 C53 E37
Discussion paper DP9112 Now-casting and the real-time data flow Lucrezia Reichlin Domenico Giannone Michele Modugno Marta Banbura 2 Sep 2012 International Macroeconomics C01 C33 C53 E32 E37
Discussion paper DP7139 Variable Selection and Inference for Multi-period Forecasting Problems M. Hashem Pesaran Allan Timmermann Andreas Pick 28 Jan 2009 Financial Economics International Macroeconomics C53 E27
Discussion paper DP4382 Preliminary Data and Econometric Forecasting: An Application with the Bank of Italy Quarterly Model Fabio Busetti 23 May 2004 International Macroeconomics C53
Discussion paper DP3821 Estimating Loss Function Parameters Allan Timmermann Graham Elliott Ivana Komunjer 23 Mar 2003 Financial Economics C10 E00