Massimiliano Marcellino

1. Measuring Uncertainty and Its Impact on the Economy
   2017/06/18 by Andrea Carriero, Todd E. Clark, Massimiliano Marcellino · 1 voice · 5 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Market Dynamics and Volatility #Monetary Policy and Economic Impact
2. 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
3. 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
4. Some Consequences of Temporal Aggregation in Empirical Analysis
   1999/01/01 by Massimiliano Marcellino · 1 citation
5. A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
   2005/08/26 by Massimiliano Marcellino, James H. Stock, Mark W. Watson · 1 voice · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Forecasting Techniques and Applications #Monetary Policy and Economic Impact