44
H index
112
i10 index
6860
Citations
Massimiliano Marcellino : Citation Profile
Università Commerciale Luigi Bocconi (50% share) | RESEARCH PRODUCTION: 112 Articles 263 Papers 9 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1997 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Massimiliano Marcellino. | Is cited by:
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Main data
Where Massimiliano Marcellino has published?
Recent works citing Massimiliano Marcellino (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | Forecasting total energy’s CO2 emissions. (2022). Leccadito, Arturo ; Algieri, Bernardina ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022003. Full description at Econpapers || Download paper | |
| 2022 | Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan. In: NAC Analytica Working Paper. RePEc:ajx:wpaper:24. Full description at Econpapers || Download paper | |
| 2022 | Monetization, wars, and the Italian fiscal multiplier. (2022). Valentini, Francesco ; Lucchetti, Riccardo (Jack) ; Giri, Federico ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:176. Full description at Econpapers || Download paper | |
| 2023 | Are the Effects of Uncertainty Shocks Big or Small?. (2023). Vicondoa, Alejandro ; Gazzani, Andrea ; Alessandri, Piergiorgio. In: Working Papers. RePEc:aoz:wpaper:244. Full description at Econpapers || Download paper | |
| 2022 | Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092. Full description at Econpapers || Download paper | |
| 2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906. Full description at Econpapers || Download paper | |
| 2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
| 2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper | |
| 2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
| 2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
| 2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780. Full description at Econpapers || Download paper | |
| 2022 | Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944. Full description at Econpapers || Download paper | |
| 2022 | Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783. Full description at Econpapers || Download paper | |
| 2023 | Factor-augmented tree ensembles. (2021). Pellegrino, Filippo. In: Papers. RePEc:arx:papers:2111.14000. Full description at Econpapers || Download paper | |
| 2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
| 2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper | |
| 2022 | The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069. Full description at Econpapers || Download paper | |
| 2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
| 2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834. Full description at Econpapers || Download paper | |
| 2022 | Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695. Full description at Econpapers || Download paper | |
| 2022 | Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540. Full description at Econpapers || Download paper | |
| 2022 | Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872. Full description at Econpapers || Download paper | |
| 2022 | Benchmarking Econometric and Machine Learning Methodologies in Nowcasting. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2205.03318. Full description at Econpapers || Download paper | |
| 2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
| 2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
| 2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
| 2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438. Full description at Econpapers || Download paper | |
| 2023 | Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. (2022). Grzeszkiewicz, Karolina ; Koziell, Warrick Poklewski ; de Iorio, Maria ; Beskos, Alexandros ; Franzolini, Beatrice. In: Papers. RePEc:arx:papers:2208.00952. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948. Full description at Econpapers || Download paper | |
| 2022 | Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis. In: Papers. RePEc:arx:papers:2210.07154. Full description at Econpapers || Download paper | |
| 2023 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper | |
| 2022 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper | |
| 2023 | Reservoir 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. Full description at Econpapers || Download paper | |
| 2022 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
| 2023 | Bayesian 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. Full description at Econpapers || Download paper | |
| 2023 | A GRU-Based Dynamic Generative Factor Model for CVaR Portfolio Optimization. (2023). Yan, Xing ; Ma, Wenxuan ; Sun, Chuting. In: Papers. RePEc:arx:papers:2301.07318. Full description at Econpapers || Download paper | |
| 2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper | |
| 2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
| 2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper | |
| 2023 | A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920. Full description at Econpapers || Download paper | |
| 2023 | A Comparative Analysis of Forecasting Models Using Moroccan Economic Data: The Factor-Augmented Error Correction Model in Perspective. (2023). Marouane, Daoui. In: Papers. RePEc:arx:papers:2302.14180. Full description at Econpapers || Download paper | |
| 2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
| 2023 | Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887. Full description at Econpapers || Download paper | |
| 2023 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117. Full description at Econpapers || Download paper | |
| 2023 | sparseDFM: 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. Full description at Econpapers || Download paper | |
| 2023 | Financial Time Series Forecasting using CNN and Transformer. (2023). Veloso, Manuela ; Balch, Tucker ; Rahimi, Saba ; Siddagangappa, Suchetha ; Kaur, Rachneet ; Zeng, Zhen. In: Papers. RePEc:arx:papers:2304.04912. Full description at Econpapers || Download paper | |
| 2023 | GDP nowcasting with artificial neural networks: How much does long-term memory matter?. (2023). Hadh, D'Aniel. In: Papers. RePEc:arx:papers:2304.05805. Full description at Econpapers || Download paper | |
| 2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
| 2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
| 2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper | |
| 2023 | Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673. Full description at Econpapers || Download paper | |
| 2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
| 2022 | Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies. (2022). Yanchev, Mihail. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:7:p:20-41. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10. Full description at Econpapers || Download paper | |
| 2022 | Risk and State-Dependent Financial Frictions. (2022). Wouters, Rafael ; Harding, Martin. In: Staff Working Papers. RePEc:bca:bocawp:22-37. Full description at Econpapers || Download paper | |
| 2022 | Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models. (2022). Gaglianone, Wagner ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:561. Full description at Econpapers || Download paper | |
| 2022 | Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564. Full description at Econpapers || Download paper | |
| 2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18. Full description at Econpapers || Download paper | |
| 2022 | Data outliers and Bayesian VARs in the Euro Area. (2022). Alvarez, Luis ; Odendahl, Florens. In: Working Papers. RePEc:bde:wpaper:2239. Full description at Econpapers || Download paper | |
| 2023 | Assessing the pass-through of energy prices to inflation in the euro area. (2023). Corsello, Francesco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_745_23. Full description at Econpapers || Download paper | |
| 2023 | Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23. Full description at Econpapers || Download paper | |
| 2022 | Aporte de las expectativas de empresarios al pronóstico de las variables macroeconómicas. (2022). Muoz-Martinez, Jonathan Alexander ; Hernandez-Ortega, Ramon ; Hernandez-Montes, Maria Alejandra. In: Borradores de Economia. RePEc:bdr:borrec:1202. Full description at Econpapers || Download paper | |
| 2022 | Weather Shocks and Inflation Expectations in Semi-Structural Models. (2022). Romero, José ; Naranjo-Saldarriaga, Sara. In: Borradores de Economia. RePEc:bdr:borrec:1218. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903. Full description at Econpapers || Download paper | |
| 2023 | Measuring and Comparing Consumption Inequality between France and the United States. (2023). Jude, Cristina ; Penalver, Adrian ; Herbert, Sylverie ; Accardo, Aliocha. In: Working papers. RePEc:bfr:banfra:904. Full description at Econpapers || Download paper | |
| 2023 | Simulation 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. Full description at Econpapers || Download paper | |
| 2023 | Fiscal DSGE model for Latvia. (2023). Buss, Ginters ; Gruning, Patrick. In: Baltic Journal of Economics. RePEc:bic:journl:v:23:y:2023:i:1:p:2173915. Full description at Econpapers || Download paper | |
| 2023 | Long-term debt propagation and real reversals. (2023). Korinek, Anton ; Juselius, Mikael ; Drehmann, Mathias. In: BIS Working Papers. RePEc:bis:biswps:1098. Full description at Econpapers || Download paper | |
| 2022 | Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model. (2022). Lomonosov, Daniil ; Zubarev, Andrey ; Rybak, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:49-78. Full description at Econpapers || Download paper | |
| 2022 | Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004. Full description at Econpapers || Download paper | |
| 2023 | Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767. Full description at Econpapers || Download paper | |
| 2022 | A comparison of multistep commodity price forecasts using direct and iterated smooth transition autoregressive methods. (2022). Ubilava, David. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:5:p:687-701. Full description at Econpapers || Download paper | |
| 2023 | FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449. Full description at Econpapers || Download paper | |
| 2023 | The flood that caused a drought. (2023). Vu, Nam ; Talavera, Oleksandr ; Nikolskorzhevskyy, Alex. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:965-981. Full description at Econpapers || Download paper | |
| 2022 | Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265. Full description at Econpapers || Download paper | |
| 2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
| 2022 | Credit line exposure at default modelling using Bayesian mixed effect quantile regression. (2022). Rosch, Daniel ; Nagl, Maximilian ; Betz, Jennifer. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:4:p:2035-2072. Full description at Econpapers || Download paper | |
| 2022 | Sparse temporal disaggregation. (2022). Gibberd, Alex ; Eckley, Idris A ; Mosley, Luke. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:4:p:2203-2233. Full description at Econpapers || Download paper | |
| 2022 | Seismonomics: Listening to the heartbeat of the economy. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s288-s309. Full description at Econpapers || Download paper | |
| 2023 | What kind of region reaps the benefits of a currency union?. (2023). Cerqua, Augusto ; Pellegrini, Guido ; di Stefano, Roberta. In: Journal of Regional Science. RePEc:bla:jregsc:v:63:y:2023:i:3:p:552-582. Full description at Econpapers || Download paper | |
| 2023 | Directed 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. Full description at Econpapers || Download paper | |
| 2022 | Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | Economic resilience and regionally differentiated cycles: Evidence from a turning point approach in Italy. (2023). Fratesi, Ugo ; Duran, Hasan Engin. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:2:p:219-252. Full description at Econpapers || Download paper | |
| 2022 | Disparities in Assessments of Living Standards Using National Accounts and Household Surveys. (2022). Serajuddin, Umar ; Jolliffe, Dean ; Prydz, Espen Beer. In: Review of Income and Wealth. RePEc:bla:revinw:v:68:y:2022:i:s2:p:s385-s420. Full description at Econpapers || Download paper | |
| 2022 | Spatiotemporal analysis of regional inflation in an emerging country: The case of Indonesia. (2022). Aginta, Harry. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:3:p:667-688. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | On the aggregate effects of global uncertainty: Evidence from an emerging economy. (2022). Ahiadorme, Johnson. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:390-407. Full description at Econpapers || Download paper | |
| 2022 | Public Investment and Regional Resilience: Empirical Evidence from the Greek Regions. (2022). Athanasopoulos, Dimitrios ; Panori, Anastasia ; Psycharis, Yannis. In: Tijdschrift voor Economische en Sociale Geografie. RePEc:bla:tvecsg:v:113:y:2022:i:1:p:57-79. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Massimiliano Marcellino has edited the books:
| Year | Title | Type | Cited |
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Works by Massimiliano Marcellino:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Can Machine Learning Catch the COVID-19 Recession? In: Papers. [Full Text][Citation analysis] | paper | 11 |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | ||
| 2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | ||
| 2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2023 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Measuring Uncertainty and Its Impact on the Economy In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 143 |
| 2016 | Measuring Uncertainty and Its Impact on the Economy.(2016) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | paper | |
| 2018 | Measuring Uncertainty and Its Impact on the Economy.(2018) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | article | |
| 2017 | Macroeconomic activity and risk indicators: an unstable relationship In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 2 |
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| 2017 | Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 19 |
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| 2016 | Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
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| 2012 | Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers. [Full Text][Citation analysis] | paper | 39 |
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| 2015 | Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | article | |
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| 2009 | Forecasting with Factor-Augmented Error Correction Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 73 |
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| 2010 | Forecasting with Factor-augmented Error Correction Models.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
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| 2008 | Factor-augmented Error Correction Models.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2008 | Factor-augmented Error Correction Models.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2009 | Forecasting with Factor-augmented Error Correction Models.(2009) In: RSCAS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2015 | An Overview of the Factor-augmented Error-Correction Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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| 2011 | EUROMIND: a monthly indicator of the euro area economic conditions In: Journal of the Royal Statistical Society Series A. [Citation analysis] | article | 39 |
| 2015 | Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 121 |
| 2015 | Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 28 |
| 2015 | Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 71 |
| 2013 | Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | paper | |
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| 2016 | Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 11 |
| 2018 | Point, interval and density forecasts of exchange rates with time varying parameter models In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 16 |
| 2016 | Point, interval and density forecasts of exchange rates with time-varying parameter models.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2016 | Point, interval and density forecasts of exchange rates with time-varying parameter models.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2019 | Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three?pass regression filter In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 4 |
| 2020 | A similarity?based approach for macroeconomic forecasting In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 4 |
| 2020 | A Similarity-based Approach for Macroeconomic Forecasting.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2004 | Time?scale transformations of discrete time processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
| 2003 | Time-Scale Transformations of Discrete-Time Processes.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2007 | Pooling?Based Data Interpolation and Backdating In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2005 | Pooling-based data interpolation and backdating.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
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| 2009 | A parametric estimation method for dynamic factor models of large dimensions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 66 |
| 2006 | A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2000 | Forecast Bias and MSFE Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
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| 2004 | Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 80 |
| 2005 | Modelling and Forecasting Fiscal Variables for the Euro Area* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 36 |
| 2005 | Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2005 | Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2005 | Leading Indicators for Euro?area Inflation and GDP Growth* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 101 |
| 2003 | Leading Indicators for Euro Area Inflation and GDP Growth.(2003) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 2003 | Leading Indicators for Euro-area Inflation and GDP Growth.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 2008 | Foreword In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2008 | Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis?specified Models* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2010 | Factor MIDAS for Nowcasting and Forecasting with Ragged?Edge Data: A Model Comparison for German GDP In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 163 |
| 2011 | Sectoral Survey?based Confidence Indicators for Europe In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 8 |
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| 2013 | A survey of econometric methods for mixed-frequency data In: Working Paper. [Full Text][Citation analysis] | paper | 80 |
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| 2013 | Mixed frequency structural models: estimation, and policy analysis In: Working Paper. [Full Text][Citation analysis] | paper | 6 |
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| 2014 | Have standard VARs remained stable since the crisis? In: Working Paper. [Full Text][Citation analysis] | paper | 42 |
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| 2014 | Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2017 | Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2015 | Using low frequency information for predicting high frequency variables In: Working Paper. [Full Text][Citation analysis] | paper | 33 |
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| 2012 | A Credibility Proxy: Tracking US Monetary Developments In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 28 |
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| 2003 | STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2015 | Factor based identification-robust inference in IV regressions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
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| 2015 | Structural Analysis with Multivariate Autoregressive Index Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
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| 2017 | Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
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| 2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2020 | Assessing international commonality in macroeconomic uncertainty and its effects.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2020 | Time-Varying Instrumental Variable Estimation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
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| 2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
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| 2021 | Measuring Uncertainty and Its Effects in the COVID-19 Era In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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| 1998 | Fiscal Solvency and Fiscal Forecasting in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 1998 | Fiscal Solvency and Fiscal Forecasting in Europe..(1998) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
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| 1999 | Fiscal Forecasting: the Track Record of the IMF, OECD, and EC In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 93 |
| 2001 | Fiscal forecasting: The track record of the IMF, OECD and EC.(2001) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 93 | article | |
| 1999 | Fiscal Forecasting: the Track Record of the IMF, OECD and EC..(1999) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 93 | paper | |
| 2001 | Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
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| 2002 | Factor Forecasts for the UK In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 115 |
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| 2002 | Factor Based Index Tracking In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
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| 2002 | Instability and Non-Linearity in the EMU In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
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| 2002 | Forecast Pooling for Short Time Series of Macroeconomic Variables In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
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| 2002 | Forecasting EMU Macroeconomic Variables In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
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| 2002 | Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 78 |
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| 2003 | Dating the Euro Area Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 101 |
| 2002 | Dating the Euro Area Business Cycle.(2002) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 2003 | Dating the Euro Area Business Cycle.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 2003 | The Transmission Mechanism in a Changing World In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 53 |
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| 2007 | The transmission mechanism in a changing world.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | article | |
| 2004 | Characterizing the Business Cycle for Accession Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
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| 2004 | Characterising the Business Cycle for Accession Countries.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 2004 | Interpolation and Backdating with A Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
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| 2006 | Interpolation and backdating with a large information set.(2006) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2005 | A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 455 |
| 2006 | A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 455 | article | |
| 2005 | A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 455 | paper | |
| 2005 | Leading Indicators: What Have We Learned? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
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| 2006 | Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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| 2008 | Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
| 2008 | Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2008 | Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
| 2008 | Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 2008 | Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2007 | Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP.(2007) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
| 2008 | A Monthly Indicator of the Euro Area GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
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| 2008 | Forecasting Exchange Rates with a Large Bayesian VAR In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 135 |
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| 2008 | Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 135 | paper | |
| 2008 | A Measure for Credibility: Tracking US Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
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| 2009 | Pooling versus model selection for nowcasting with many predictors: An application to German GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2009 | Pooling versus model selection for nowcasting with many predictors: an application to German GDP.(2009) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2009 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 186 |
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| 2011 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | article | |
| 2009 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 186 | paper | |
| 2009 | Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
| 2009 | Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2011 | Forecasting large datasets with Bayesian reduced rank multivariate models.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 66 | article | |
| 2010 | The Reliability of Real Time Estimates of the Euro Area Output Gap In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 84 |
| 2011 | The reliability of real-time estimates of the euro area output gap.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
| 2010 | the Reliability of Real Time Estimates of the EURO Area Output Gap.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
| 2010 | Factor-GMM Estimation with Large Sets of Possibly Weak Instruments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
| 2010 | Factor-GMM estimation with large sets of possibly weak instruments.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | article | |
| 2006 | Factor-GMM Estimation with Large Sets of Possibly Weak Instruments.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2010 | The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2010 | Forecasting Government Bond Yields with Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Forecasting Government Bond Yields with Large Bayesian VARs.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2010 | Empirical Simultaneous Confidence Regions for Path-Forecasts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2013 | Empirical simultaneous prediction regions for path-forecasts.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
| 2010 | Empirical simultaneous confidence regions for path-forecasts.(2010) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2010 | Endogenous Monetary Policy Regimes and the Great Moderation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | Markov-switching MIDAS models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 53 |
| 2013 | Markov-Switching MIDAS Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | article | |
| 2011 | Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 152 |
| 2011 | Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | paper | |
| 2015 | Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 152 | article | |
| 2011 | Classical time-varying FAVAR models - Estimation, forecasting and structural analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2011 | Classical time-varying FAVAR models - estimation, forecasting and structural analysis.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
| 2016 | The Changing International Transmission of Financial Shocks: Evidence from a Classical Time?Varying FAVAR.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
| 2011 | The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2011 | On the importance of sectoral and regional shocks for price-setting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
| 2011 | On the importance of sectoral and regional shocks for price-setting.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2016 | On the Importance of Sectoral and Regional Shocks for Price?Setting.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2012 | On the importance of sectoral and regional shocks for price setting.(2012) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2012 | U-MIDAS: MIDAS regressions with unrestricted lag polynomials In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| 2011 | U-MIDAS: MIDAS regressions with unrestricted lag polynomials.(2011) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2012 | Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 146 |
| 2012 | Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
| 2012 | Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
| 2016 | Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | article | |
| 2013 | Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
| 2016 | Time Variation in Macro?Financial Linkages.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
| 2013 | Time variation in macro-financial linkages.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2014 | Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2015 | Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2014 | No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2021 | No?arbitrage priors, drifting volatilities, and the term structure of interest rates.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | Structural FECM: Cointegration in large-scale structural FAVAR models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2017 | Structural FECM: Cointegration in large?scale structural FAVAR models.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2002 | ROBUST DECISION THEORY AND THE LUCAS CRITIQUE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 17 |
| 2003 | MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
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| 2005 | Forecasting macroeconomic variables for the new member states of the European Union In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2006 | Regional inflation dynamics within and across euro area countries and a comparison with the US In: Working Paper Series. [Full Text][Citation analysis] | paper | 45 |
| 2000 | Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US.(2000) In: Regional and Urban Modeling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2006 | Regional inflation dynamics within and across euro area countries and a comparison with the US.(2006) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2007 | Econometric analyses with backdated data: unified Germany and the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Econometric analyses with backdated data: Unified Germany and the euro area.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2010 | Real time estimates of the euro area output gap: reliability and forecasting performance In: Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
| 2018 | Mixed frequency models with MA components In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Mixed frequency models with MA components.(2018) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2022 | The financial accelerator mechanism: does frequency matter? In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2022 | The financial accelerator mechanism: does frequency matter?.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2002 | Testing for PPP: Should We Use Panel Methods? In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 249 |
| Testing for PPP: Should We Use Panel Methods?.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 249 | paper | ||
| 2005 | Testing for PPP: Should we use panel methods?.(2005) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 249 | article | |
| 2000 | Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 8 |
| 2008 | Factor analysis in a model with rational expectations In: Econometrics Journal. [Full Text][Citation analysis] | article | 17 |
| 2007 | Factor Analysis in a Model with Rational Expectations.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2004 | Some cautions on the use of panel methods for integrated series of macroeconomic data In: Econometrics Journal. [Full Text][Citation analysis] | article | 343 |
| 2000 | Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data..(2000) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 343 | paper | |
| Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 343 | paper | ||
| 2016 | Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 19 |
| 2000 | Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
| Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | ||
| 2011 | LSM: A DSGE model for Luxembourg In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2011 | LSM: A DSGE Model for Luxembourg.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2011 | LSM: A DSGE Model for Luxembourg.(2011) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2011 | LSM: A DSGE Model for Luxembourg.(2011) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2006 | Leading Indicators In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 18 |
| 2010 | Cross-sectional averaging and instrumental variable estimation with many weak instruments In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2008 | Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Explaining the time-varying effects of oil market shocks on US stock returns In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2017 | Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2023 | Macro uncertainty in the long run In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 103 |
| 2021 | Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 323 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 323 | paper | ||
| 2006 | Are there any reliable leading indicators for US inflation and GDP growth? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 103 |
| 2002 | Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?.(2002) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 2003 | Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 2007 | A comparison of methods for the construction of composite coincident and leading indexes for the UK In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 2007 | A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 79 |
| 2015 | Forecasting economic activity with targeted predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2015 | EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2013 | EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries.(2013) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | Forecasting government bond yields with large Bayesian vector autoregressions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 49 |
| 2013 | The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 41 |
| 2011 | The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2007 | A macroeconometric model for the Euro economy In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 27 |
| 2000 | Linear aggregation with common trends and cycles In: Research in Economics. [Full Text][Citation analysis] | article | 0 |
| Linear Aggregation with Common Trends and Cycles.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
| 2013 | An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis In: EcoMod2013. [Full Text][Citation analysis] | paper | 1 |
| 2012 | An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis.(2012) In: RSCAS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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| 1999 | TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Mixed-Frequency Vector Autoregressive Models?This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The usual disclaimers apply. In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
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| 2006 | Forecasting Euro-Area Variables with German Pre-EMU Data In: Economics Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2006 | Forecasting Euro-Area Variables with German Pre-EMU Data.(2006) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2008 | Forecasting euro area variables with German pre-EMU data.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2009 | Survey Data as Coicident or Leading Indicators In: Economics Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2009 | Survey Data as Coincident or Leading Indicators.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2010 | Survey data as coincident or leading indicators.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2012 | A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables In: Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1997 | Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures In: Economics Working Papers. [Citation analysis] | paper | 2 |
| 2016 | Large Vector Autoregressions with Stochastic Volatility and Flexible Priors In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 13 |
| 2018 | Endogenous Uncertainty In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 4 |
| 2020 | Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2020 | Nowcasting Tail Risks to Economic Activity with Many Indicators In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2021 | Forecasting with Shadow-Rate VARs In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Macroeconomic Forecasting in a Multi-country Context In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Macroeconomic forecasting in a multi?country context.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2022 | Specification Choices in Quantile Regression for Empirical Macroeconomics In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Empirical simultaneous prediction regions for path-forecasts In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2013 | Empirical simultaneous prediction regions for path-forecasts.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2000 | Public Capital and Economic Performance: Evidence from Italy In: Giornale degli Economisti. [Citation analysis] | article | 65 |
| Public Capital and Economic Performance: Evidence from Italy.() In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | ||
| 2017 | A daily indicator of economic growth for the euro area In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 4 |
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| 2002 | A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | article | |
| Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994. In: Working Papers. [Full Text][Citation analysis] | paper | 18 | |
| 2001 | Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994.(2001) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
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| 2005 | Principal components at work: the empirical analysis of monetary policy with large data sets.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | article | |
| 2004 | Forecasting Macroeconomic Variables for the Acceding Countries In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2006 | The Role of Search Frictions and Bargaining for Inflation Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2012 | The banking and distribution sectors in a small open economy DSGE Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The banking and distribution sectors in a small open economy DSGE Model.(2012) In: RSCAS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | A Shrinkage Instrumental Variable Estimator for Large Datasets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A Shrinkage Instrumental Variable Estimator for Large Datasets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS.(2015) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2008 | A linear benchmark for forecasting GDP growth and inflation? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 31 |
| 2010 | Introduction to advances in business cycle analysis and forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2005 | Business Cycles in the New EU Member Countries and their Conformity with the Euro Area In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 17 |
| 2009 | Regional inflation dynamics within and across euro area countries and a comparison with the United States In: Economic Policy. [Full Text][Citation analysis] | article | 59 |
| 2003 | A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions In: Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2007 | Forecasting Large Datasets with Reduced Rank Multivariate Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Forecasting with Dynamic Models using Shrinkage-based Estimation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Large Vector Autoregressions with Asymmetric Priors In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2003 | A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions In: Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2006 | Factor-GMM Estimation with Large Sets of Possibly Weak Instruments In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2007 | A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2007 | Forecasting Large Datasets with Reduced Rank Multivariate Models In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | A Shrinkage Instrumental Variable Estimator for Large Datasets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Forecasting Exchange Rates with a Large Bayesian VAR In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Forecasting with Dynamic Models using Shrinkage-based Estimation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Forecasting Government Bond Yields with Large Bayesian VARs In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2015 | Large Vector Autoregressions with Asymmetric Priors In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2002 | interpolation with a large information set In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Regional Inflation Dynamics within and across Euro Area and a Comparison with the US In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 30 |
| 2016 | Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Forecasting economic activity by Bayesian bridge model averaging In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
| 2014 | EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro In: Studies in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2013 | POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES In: Journal of Applied Econometrics. [Citation analysis] | article | 82 |
| 2014 | MIXED?FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2016 | Factor?Based Identification?Robust Interference in IV Regressions In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Mixed?frequency models with moving?average components In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2022 | Nowcasting tail risk to economic activity at a weekly frequency In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union In: Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2018 | Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks In: EMF Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] | paper | 18 |
| 2023 | Shadow-rate VARs In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | On the importance of sectoral shocks for price-setting In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
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