Discussion paper DP19965 Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer 25 Feb 2025 Monetary Economics and Fluctuations C11 C22 C53 E31 E37
Discussion paper DP18970 Bayesian nonparametric methods for macroeconomic forecasting Massimiliano Marcellino Michael Pfarrhofer 5 Apr 2024 Monetary Economics and Fluctuations C11 C32 C53
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