Massimiliano Marcellino

Discussion Papers

DP13970 30 August 2019 Assessing International Commonality in Macroeconomic Uncertainty and Its Effects
Author(s): Massimiliano Marcellino, Todd Clark, Andrea Carriero
DP13470 21 January 2019 The Global Component of Inflation Volatility
Author(s): Massimiliano Marcellino, Andrea Carriero, Francesco Corsello
DP12339 28 September 2017 Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model
Author(s): Massimiliano Marcellino, Claudia Foroni, Roberto Casarin, Francesco Ravazzolo
DP12335 26 September 2017 Tax shocks with high and low uncertainty
Author(s): Massimiliano Marcellino, Fabio Bertolotti
DP11560 06 October 2016 Large Time-Varying Parameter VARs: A Non-Parametric Approach
Author(s): Massimiliano Marcellino, George Kapetanios, Fabrizio Venditti

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