Cover Image

Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Marcellino, Massimiliano, Renzetti, Andrea, Tornese, Tommaso
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Nowcasting distributions: a functional MIDAS model
by: Marcellino, Massimiliano, et al.
Published: (2024)

Bayesian modelling of VAR precision matrices using stochastic block networks
by: Huber, Florian, et al.
Published: (2024)

Machine Learning the Macroeconomic Effects of Financial Shocks
by: Hauzenberger, Niko, et al.
Published: (2024)

Theory coherent shrinkage of Time-Varying Parameters in VARs
by: Renzetti, Andrea
Published: (2023)

Bayesian Neural Networks for Macroeconomic Analysis
by: Hauzenberger, Niko, et al.
Published: (2022)

Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification
by: Huber, Florian, et al.
Published: (2023)

Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels
by: Hiraki, Daichi, et al.
Published: (2026)

Nowcasting with Mixed Frequency Data Using Gaussian Processes
by: Hauzenberger, Niko, et al.
Published: (2024)

Trade Dynamics with Heterogeneous Fluctuations
by: Hu, Yongheng
Published: (2025)

Asymmetries in Financial Spillovers
by: Huber, Florian, et al.
Published: (2024)

Macroeconomic Spillovers of Weather Shocks across U.S. States
by: Bacchiocchi, Emanuele, et al.
Published: (2024)

Learning the Macroeconomic Language
by: Chib, Siddhartha, et al.
Published: (2025)

VAR models with an index structure: A survey with new results
by: Cubadda, Gianluca
Published: (2024)

What drives the European carbon market? Macroeconomic factors and forecasts
by: Bastianin, Andrea, et al.
Published: (2024)

Origins and Nature of Macroeconomic Instability in Vector Autoregressions
by: Amir-Ahmadi, Pooyan, et al.
Published: (2025)

Control VAR: a counterfactual based approach to inference in macroeconomics
by: Pala, Raimondo
Published: (2025)

The Distributional Effects of Economic Uncertainty
by: Huber, Florian, et al.
Published: (2024)

Scenario Synthesis and Macroeconomic Risk
by: Adrian, Tobias, et al.
Published: (2025)

Macroeconomic Factors, Industrial Indexes and Bank Spread in Brazil
by: Junior, Carlos Alberto Durigan, et al.
Published: (2024)

Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
by: Ballarin, Giovanni, et al.
Published: (2022)

Estimator Averaging of Local Projection and VAR Impulse Responses
by: Chen, Chaoyi, et al.
Published: (2026)

Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs
by: González-Casasús, Oriol, et al.
Published: (2025)

An Adaptive Moving Average for Macroeconomic Monitoring
by: Coulombe, Philippe Goulet, et al.
Published: (2025)

Macroeconomic Forecasting with Large Language Models
by: Carriero, Andrea, et al.
Published: (2024)

Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting
by: Mogliani, Matteo, et al.
Published: (2024)

Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications
by: Mlikota, Marko
Published: (2022)

A large non-Gaussian structural VAR with application to Monetary Policy
by: Prüser, Jan
Published: (2024)

Environmental Policy and Firm Performance in Europe: A Difference-in-Differences Approach with Spillovers
by: Ciaccio, Andrea, et al.
Published: (2025)

Macroeconomic Forecasting and Machine Learning
by: Chi, Ta-Chung, et al.
Published: (2025)

Latent community paths in VAR-type models via dynamic directed spectral co-clustering
by: Kim, Younghoon, et al.
Published: (2026)

A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data
by: Shi, Zhentao, et al.
Published: (2025)

Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework
by: Fu, Bowen, et al.
Published: (2025)

Disentangling Structural Breaks in Factor Models for Macroeconomic Data
by: Koo, Bonsoo, et al.
Published: (2023)

Statistically identified structural VAR model with potentially skewed and fat‐tailed errors
by: Jetro Anttonen, et al.
Published: (2024)

A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors
by: Clark, Todd, et al.
Published: (2025)

Testing Firm Conduct
by: Duarte, Marco, et al.
Published: (2023)

Estimating Macroeconomic News and Surprise Shocks
by: Lutz Kilian, et al.
Published: (2026)

Fake Date Tests: Can We Trust In-sample Accuracy of LLMs in Macroeconomic Forecasting?
by: Eliseev, Alexander, et al.
Published: (2026)

Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?
by: Adämmer, Philipp, et al.
Published: (2023)

Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
by: Bie, Siyu, et al.
Published: (2024)