Publicaciones (9) Publicaciones de MATTEO CICCARELLI

2004

  1. Forecasting and turning point predictions in a Bayesian panel VAR model

    Journal of Econometrics, Vol. 120, Núm. 2, pp. 327-359

  2. Similarities and convergence in G-7 cycles

    Documentos de trabajo - Banco de España

  3. Testing restrictions in hierarchical normal data models using Gibbs sampling

    Research in Economics, Vol. 58, Núm. 2, pp. 135-157

2003

  1. Measuring contagion with a bayesian time-varying coefficient model

    Working papers = Documentos de trabajo: Serie AD

2002

  1. From gibrat's legacy to gibrat's fallacy. a bayesian approach to study the growth of firms

    Working papers = Documentos de trabajo: Serie AD

  2. Panel index var models: specification, estimation, testing and leading indicators

    Working papers = Documentos de trabajo: Serie AD

2001

  1. Testing restrictions in normal data models using gibbs sampling

    Working papers = Documentos de trabajo: Serie AD

  2. The transmission mechanism of european monetary policy: is there heterogeneity is it changing over time?

    Documentos de trabajo - Banco de España

2000

  1. Forecasting and turning point predictions in a bayesian panel var model

    Working papers = Documentos de trabajo: Serie AD