Massimiliano Marcellino

Discussion Papers

DP15965 25 March 2021 Measuring Uncertainty and Its Effects in the COVID-19 Era
Author(s): Massimiliano Marcellino, Andrea Carriero, Todd Clark, Elmar Mertens
DP15964 25 March 2021 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
Author(s): Massimiliano Marcellino, Todd Clark, Andrea Carriero, Elmar Mertens
DP15867 02 March 2021 Can Machine Learning Catch the COVID-19 Recession?
Author(s): Massimiliano Marcellino, Dalibor Stevanovic, Philippe Goulet Coulombe
DP15210 27 August 2020 Time-Varying Instrumental Variable Estimation
Author(s): Massimiliano Marcellino, george kapetanios, Liudas Giraitis
DP15114 30 July 2020 Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis
Author(s): Claudia Foroni, Massimiliano Marcellino, Dalibor Stevanovic