Discussion paper DP9312 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility Massimiliano Marcellino Andrea Carriero Todd Clark 27 Jan 2013 International Macroeconomics C22 C53 E37
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 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 DP8828 U-MIDAS: MIDAS regressions with unrestricted lag polynomials Christian Schumacher Massimiliano Marcellino Claudia Foroni 1 Feb 2012 International Macroeconomics C53 E37
Discussion paper DP8321 Classical time-varying FAVAR models - Estimation, forecasting and structural analysis Massimiliano Marcellino Sandra Eickmeier Wolfgang Lemke 3 Apr 2011 International Macroeconomics C3 C53 E52
Discussion paper DP8341 The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR Massimiliano Marcellino Sandra Eickmeier Wolfgang Lemke 1 Apr 2011 International Macroeconomics C3 C5 F1 F15 F4
Discussion paper DP8357 On the importance of sectoral and regional shocks for price-setting Kirstin Hubrich Massimiliano Marcellino Günter Beck 1 Apr 2011 International Macroeconomics C38 D4 E31 F4
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 DP8234 Markov-switching MIDAS models Massimiliano Marcellino 8 Feb 2011 International Macroeconomics C22 C53 E37
Discussion paper DP7827 Endogenous Monetary Policy Regimes and the Great Moderation Massimiliano Marcellino Ana Beatriz Galvão 23 May 2010 International Macroeconomics C51 E52
Discussion paper DP7796 Forecasting Government Bond Yields with Large Bayesian VARs Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Apr 2010 International Macroeconomics C11 C53 E43 E47
Discussion paper DP7797 Empirical Simultaneous Confidence Regions for Path-Forecasts Massimiliano Marcellino Malte Knüppel Òscar Jordà 23 Apr 2010 International Macroeconomics C32 C52 C53