Massimiliano Marcellino

Discussion Papers

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
DP11559 06 October 2016 Point, interval and density forecasts of exchange rates with time-varying parameter models
Author(s): Massimiliano Marcellino, Angela Abbate
DP11558 06 October 2016 Have Standard VARs Remained Stable Since the Crisis?
Author(s): Massimiliano Marcellino, Knut Are Aastveit, Andrea Carriero, Todd Clark
DP10801 06 September 2015 Structural Analysis with Multivariate Autoregressive Index Models
Author(s): Massimiliano Marcellino, George Kapetanios, Andrea Carriero

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