Marta Banbura : Citation Profile


Are you Marta Banbura?

European Central Bank

10

H index

10

i10 index

2757

Citations

RESEARCH PRODUCTION:

9

Articles

29

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 196
   Journals where Marta Banbura has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 17 (0.61 %)

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   Permalink: http://citec.repec.org/pba582
   Updated: 2024-01-16    RAS profile: 2022-01-24    
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Relations with other researchers


Works with:

BOBEICA, Elena (3)

Menz, Jan-Oliver (3)

Leiva-Leon, Danilo (3)

Paredes, Joan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marta Banbura.

Is cited by:

Marcellino, Massimiliano (101)

Koop, Gary (101)

Giannone, Domenico (98)

mumtaz, haroon (86)

Theodoridis, Konstantinos (82)

Lenza, Michele (78)

GUPTA, RANGAN (75)

Ricco, Giovanni (74)

Chan, Joshua (68)

Reichlin, Lucrezia (62)

Carriero, Andrea (59)

Cites to:

Reichlin, Lucrezia (99)

Giannone, Domenico (93)

Forni, Mario (35)

Lippi, Marco (33)

Clark, Todd (24)

Marcellino, Massimiliano (23)

Hallin, Marc (21)

Lenza, Michele (21)

Primiceri, Giorgio (18)

Watson, Mark (16)

Cristadoro, Riccardo (15)

Main data


Where Marta Banbura has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Journal of Applied Econometrics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank10
Working Papers ECARES / ULB -- Universite Libre de Bruxelles5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles2
Occasional Paper Series / European Central Bank2
2008 Meeting Papers / Society for Economic Dynamics2

Recent works citing Marta Banbura (2024 and 2023)


YearTitle of citing document
2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2023Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

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2023Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000.

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2023Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices. (2022). Ricco, Giovanni ; Pellegrino, Filippo ; Hasenzagl, Thomas ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2201.05556.

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2023Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

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2023Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2023Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Multidimensional dynamic factor models. (2023). Pellegrino, Filippo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2301.12499.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2023sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings. (2023). Gibberd, Alex ; Chan, Tak-Shing ; Mosley, Luke. In: Papers. RePEc:arx:papers:2303.14125.

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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2023Parameter Estimation Methods of Required Rate of Return. (2023). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2305.19708.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023Simulation stochastique du modèle FR-BDF et évaluation de lincertitude entourant les prévisions conditionnelles. (2023). Matthieu, Lemoine ; Anastasia, Zhutova ; Harry, Turunen. In: Working papers. RePEc:bfr:banfra:920.

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2023Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:921.

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2023Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2023.

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2023Conditional Forecasting With a Bayesian Vector Autoregression: Working Paper 2023-08. (2023). Yoo, Byoung Hark. In: Working Papers. RePEc:cbo:wpaper:59629.

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2023The Price of War: Macroeconomic and Cross-Sectional Effects of Sanctions on Russia. (2023). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp756.

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2023A tail of labor supply and a tale of monetary policy. (2023). ferroni, filippo ; Cantore, Cristiano ; Theophilopoulou, Angeliki ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2308.

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2023Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969.

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2023Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766.

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2023DSGE model forecasting: rational expectations vs. adaptive learning. (2023). Warne, Anders. In: Working Paper Series. RePEc:ecb:ecbwps:20232768.

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2023The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Density forecasts of inflation: a quantile regression forest approach. (2023). Paredes, Joan ; Moutachaker, Ines ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20232830.

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2023Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848.

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2023Changing patterns of risk-sharing channels in the United States and the euro area. (2023). Cimadomo, Jacopo ; Mumtaz, Haroon ; Lengyel, Andras ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20232849.

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2023The effect of monetary policy on inflation heterogeneity along the income distribution. (2023). Ehrmann, Michael ; Ampudia, Miguel ; Strasser, Georg. In: Working Paper Series. RePEc:ecb:ecbwps:20232858.

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2023What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875.

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2023Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023The cross-industry effects of monetary policy: New evidence from Bangladesh. (2023). Roy, Ripon ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002912.

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2023Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US. (2023). de Nora, Giorgia. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002264.

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2023Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665.

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2023Nowcasting the output gap. (2023). Wong, Benjamin ; Morley, James ; Berger, Tino. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:18-34.

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2023Factor-based imputation of missing values and covariances in panel data of large dimensions. (2023). Bai, Jushan ; Ng, Serena ; Cahan, Ercument. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:113-131.

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2023Large dimensional latent factor modeling with missing observations and applications to causal inference. (2023). Pelger, Markus ; Xiong, Ruoxuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:271-301.

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2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023Global robust Bayesian analysis in large models. (2023). Ho, Paul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:608-642.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023Large stochastic volatility in mean VARs. (2023). Poon, Aubrey ; Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x.

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2023High-Dimensional Dynamic Factor Models: A Selective Survey and Lines of Future Research. (2023). Anderson, Brian ; Deistler, Manfred ; Lippi, Marco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:3-16.

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2023Monetary–fiscal crosswinds in the European Monetary Union. (2023). Ricco, Giovanni ; Tarbe, Matthieu ; Reichlin, Lucrezia. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122002082.

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2023Sources of Economic Policy Uncertainty in the euro area. (2023). Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik ; Azqueta-Gavaldon, Andres. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000028.

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2023Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic. (2023). Wong, Benjamin ; Morley, James ; Sun, Yiqiao ; Rodriguez-Palenzuela, Diego. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000144.

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2023Inflation and wage growth since the pandemic: A comment. (2023). Lenza, Michele. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s0014292123001678.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377.

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2023Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000090.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2023Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227.

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2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

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2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

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2023FRED-SD: A real-time database for state-level data with forecasting applications. (2023). Owyang, Michael T ; Kliesen, Kevin L ; Jackson, Laura E ; Bokun, Kathryn O. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:279-297.

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2023Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313.

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2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363.

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2023Does the Phillips curve help to forecast euro area inflation?. (2023). Bobeica, Elena ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:364-390.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2023Penalized estimation of panel vector autoregressive models: A panel LASSO approach. (2023). Camehl, Annika. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1185-1204.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023News indices on country fundamentals. (2023). Kocsis, Zalan ; Fulop, Andras. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001565.

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2023Global financial cycles since 1880. (2023). Wolters, Maik ; Potjagailo, Galina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000025.

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2023Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815.

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2023Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110.

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2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

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2023A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333.

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2023Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models. (2023). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000042.

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2023Subsidizing new jobs in the Euro-zone periphery. (2023). Tancioni, Massimiliano ; Beqiraj, Elton. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:380-401.

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2023The motifs of risk transmission in multivariate time series: Application to commodity prices. (2023). Spelta, Alessandro ; Pagnottoni, Paolo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122002609.

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2023Improving Inflation Forecasts Using Robust Measures. (2022). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:94549.

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2023Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting. (2023). Wu, Ping ; Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:96086.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

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2023Nowcasting Economic Activity Using Electricity Market Data: The Case of Lithuania. (2023). Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Lukauskas, Mantas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:5:p:134-:d:1137785.

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2023The Impact of Socioeconomic and Environmental Indicators on Economic Development: An Interdisciplinary Empirical Study. (2023). Pacifico, Antonio. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:265-:d:1140881.

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2023The Road of Post-Industrialization Transformation in Developing Countries Based on Weighted Markov and Grey Correlation Theory, Taking the Change of Industrial Structure in Heilongjiang Province of Ch. (2023). Yang, Tianjian ; Shao, Yan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8413-:d:1152852.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023The Greek-Turkish rivalry: A Bayesian VAR approach. (2023). Kechrinioti, Alexandra ; Karamanis, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:116827.

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2023Vulnerability to Climate Change: Evidence from a Dynamic Factor Model. (2023). Marotta, Fulvia ; Mumtaz, Haroon. In: Working Papers. RePEc:qmw:qmwecw:961.

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2023The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556.

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2023Measuring tourism demand nowcasting performance using a monotonicity test. (2023). Liu, Ying ; Song, Haiyan ; Wang, Yongjing. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:5:p:1302-1327.

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2023Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors. (2023). Grzegorczyk, Marco ; Salam, Abdul. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01258-9.

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2023Nowcasting Japan’s GDP. (2023). Tachi, Yuta ; Hayashi, Fumio. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02301-w.

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2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

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2023Dissecting Brazilian agriculture business cycles in high-dimensional and time-irregular span contexts. (2023). Castro, Nicole Renno ; Maranho, Andre Nunes. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02391-0.

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2023Global and local components of output gaps. (2023). Muhlebach, Nina ; Eckert, Florian. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02419-5.

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2023Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

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2023The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8.

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2023A panel threshold VAR with stochastic volatility-in-mean model: an application to the effects of financial and uncertainty shocks in emerging economies. (2023). Soave, Gian Paulo. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:4:p:397-431.

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More than 100 citations found, this list is not complete...

Works by Marta Banbura:


YearTitleTypeCited
2007Bayesian VARs with Large Panels In: CEPR Discussion Papers.
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paper935
2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 935
paper
2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 935
article
2008Large Bayesian VARs.(2008) In: 2008 Meeting Papers.
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This paper has nother version. Agregated cites: 935
paper
2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 935
paper
2010Nowcasting In: CEPR Discussion Papers.
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2010Nowcasting.(2010) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 2
paper
2010Nowcasting.(2010) In: Working Paper Series.
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This paper has nother version. Agregated cites: 2
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2012Now-casting and the real-time data flow In: CEPR Discussion Papers.
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paper250
2012Now-Casting and the Real-Time Data Flow.(2012) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 250
paper
2013Now-casting and the real-time data flow.(2013) In: Working Paper Series.
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This paper has nother version. Agregated cites: 250
paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections In: CEPR Discussion Papers.
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paper126
2014Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections.(2014) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 126
paper
2014Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2014) In: Working Paper Series.
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This paper has nother version. Agregated cites: 126
paper
2015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections.(2015) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 126
article
2020Short-term forecasting of euro area economic activity at the ECB In: Economic Bulletin Articles.
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article1
2018Business investment in EU countries In: Occasional Paper Series.
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paper2
2021Inflation expectations and their role in Eurosystem forecasting In: Occasional Paper Series.
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paper4
2020PCCI – a data-rich measure of underlying inflation in the euro area In: Statistics Paper Series.
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paper4
2007A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP In: Working Paper Series.
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paper138
2011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP.(2011) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 138
article
2011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138
article
2008Estimating and forecasting the euro area monthly national accounts from a dynamic factor model In: Working Paper Series.
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paper57
2010Estimating and forecasting the euro area monthly national accounts from a dynamic factor model.(2010) In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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This paper has nother version. Agregated cites: 57
article
2008Large Bayesian VARs In: Working Paper Series.
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paper103
2008Large Bayesian VARs.(2008) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 103
paper
2008Large Bayesian VARs.(2008) In: 2008 Meeting Papers.
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This paper has nother version. Agregated cites: 103
paper
2010Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data In: Working Paper Series.
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paper261
2014MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA.(2014) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 261
article
2020Does the Phillips curve help to forecast euro area inflation? In: Working Paper Series.
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paper10
2021Combining Bayesian VARs with survey density forecasts: does it pay off? In: Working Paper Series.
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paper2
2021Do inflation expectations improve model-based inflation forecasts? In: Working Paper Series.
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paper5
2021Do inflation expectations improve model-based inflation forecasts?.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 5
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2012Nowcasting with Daily Data In: 2012 Meeting Papers.
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paper7
2018Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean In: Tinbergen Institute Discussion Papers.
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paper18
2010Large Bayesian vector auto regressions In: Journal of Applied Econometrics.
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article832
2010Large Bayesian vector auto regressions.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 832
article
2010Large Bayesian vector auto regressions.(2010) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 832
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team