Discussion paper DP15964 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility Massimiliano Marcellino Todd Clark Andrea Carriero 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 Massimiliano Marcellino Andrea Carriero Todd Clark Elmar Mertens 25 Mar 2021 Monetary Economics and Fluctuations E32 E44 C11 C55
Discussion paper DP14065 Chinese Financial Conditions and their Spillovers to the Global Economy and Markets Jeremy Lawson Abigail Watt Carolina Martinez 18 Oct 2019 Occasional Papers C11 E32 E42 E44 E47 E51 E58
Discussion paper DP10801 Structural Analysis with Multivariate Autoregressive Index Models Massimiliano Marcellino George Kapetanios Andrea Carriero 6 Sep 2015 Monetary Economics and Fluctuations C11 C13 C33 C53
Discussion paper DP8894 Common Drifting Volatility in Large Bayesian VARs Massimiliano Marcellino Andrea Carriero Todd Clark 12 Mar 2012 International Macroeconomics C11 C13 C33 C53
Discussion paper DP8273 Bayesian VARs: Specification Choices and Forecast Accuracy Massimiliano Marcellino Andrea Carriero Todd Clark 28 Feb 2011 International Macroeconomics C11 C13 C33 C53
Discussion paper DP7446 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Sep 2009 International Macroeconomics C11 C13 C33 C53