Articoli pubblicati da:
Carriero, AndreaRisultato della ricerca: (4 titoli )
| Common Drifting Volatility in Large Bayesian VARs |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2012
| Forecasting Exchange Rates with a Large Bayesian VAR |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2008
| Forecasting Government Bond Yields with Large Bayesian VARs |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2010
| Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models |
European University Institute of Badia Fiesolana (Fi). Department of Economics - Working papers - 2009