Marcellino, Massimiliano
- Forecasting US Inflation Using Bayesian Nonparametric Models
2022/02/28 by Todd E. Clark, Florian Huber, Clark, Todd E. +5 · 3 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #Econometrics (econ.EM) #FOS: Economics and business #Monetary Policy and Economic Impact #Statistical Methods and Inference
- Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty
2021/12/03 by Niko Hauzenberger, Hauzenberger, Niko, Florian Huber +5 · 3 citations
Computer Science · Decision Sciences · Engineering · #Econometrics (econ.EM) #FOS: Economics and business #Fault Detection and Control Systems #Forecasting Techniques and Applications #Gaussian Processes and Bayesian Inference
- Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
2021/10/07 by Clark, Todd E., Huber, Florian, Koop, Gary +2 · 2 citations
#Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business
- Bayesian Neural Networks for Macroeconomic Analysis
2022/11/09 by Hauzenberger, Niko, Huber, Florian, Klieber, Karin +1 · 2 citations
#Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML)