VoxEU Column The causal effects and policy implications of global supply chain disruptions Xiwen Bai Jesús Fernández-Villaverde Yiliang Li Francesco Zanetti 22 Mar 2024 International trade
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 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 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
Discussion paper DP16346 Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty Massimiliano Marcellino Andrea Carriero Todd Clark 8 Jul 2021 Monetary Economics and Fluctuations C11 C32 D81 E32
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 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 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