44
H index
112
i10 index
6853
Citations
Massimiliano Marcellino : Citation Profile
Università Commerciale Luigi Bocconi (50% share) | RESEARCH PRODUCTION: 99 Articles 272 Papers 9 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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27 years (1997 - 2024). 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 (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | . 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 | |
| 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 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. 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 | |
| 2024 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
| 2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. 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 | |
| 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 | |
| 2024 | 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 | |
| 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 | |
| 2024 | 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 | |
| 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 | |
| 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 | |
| 2024 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | |
| 2024 | 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 | 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 | 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 | |
| 2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
| 2024 | Theory coherent shrinkage of Time-Varying Parameters in VARs. (2023). Renzetti, Andrea. In: Papers. RePEc:arx:papers:2311.11858. Full description at Econpapers || Download paper | |
| 2023 | Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671. Full description at Econpapers || Download paper | |
| 2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
| 2023 | Bayesian Nonlinear Regression using Sums of Simple Functions. (2023). Huber, Florian. In: Papers. RePEc:arx:papers:2312.01881. Full description at Econpapers || Download paper | |
| 2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper | |
| 2024 | Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2405.10449. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | . 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 | |
| 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 | |
| 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 | |
| 2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper | |
| 2023 | Effects of Supply, Demand, and Labor Market Shocks in the Mexican Manufacturing Sector. (2023). Leonardo, Torre Cepeda ; Fernando, Colunga L. In: Working Papers. RePEc:bdm:wpaper:2023-10. Full description at Econpapers || Download paper | |
| 2023 | El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-Barón, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225. Full description at Econpapers || Download paper | |
| 2023 | Tweeting Inflation: Real-Time measures of Inflation Perception in Colombia. (2023). Ramos-Veloza, Mario ; Orozco, David ; Muoz-Martinez, Jonathan Alexander. In: Borradores de Economia. RePEc:bdr:borrec:1256. 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 | Data science in central banking: applications and tools. (2023). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:59. 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 | |
| 2024 | Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods. (2024). Pankratova, Anastasiia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:32-52. 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 | Time?varying impact of global, region?, and country?specific uncertainties on the volatility of international trade. (2021). GUPTA, RANGAN ; Gul, Selcuk. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:4:p:691-700. Full description at Econpapers || Download paper | |
| 2024 | The effect of economic uncertainty on remittance flows from developed countries. (2024). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:2:p:267-280. Full description at Econpapers || Download paper | |
| 2023 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. 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 | |
| 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 | |
| 2023 | . 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 | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297. Full description at Econpapers || Download paper | |
| 2023 | Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9. Full description at Econpapers || Download paper | |
| 2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113. Full description at Econpapers || Download paper | |
| 2023 | Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers || Download paper | |
| 2023 | Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers || Download paper | |
| 2023 | Risky news and credit market sentiment. (2023). Thorsrud, Leif Anders ; Labonne, Paul. In: Working Papers. RePEc:bny:wpaper:0125. Full description at Econpapers || Download paper | |
| 2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8. Full description at Econpapers || Download paper | |
| 2023 | Expected, unexpected, good and bad aggregate uncertainty. (2023). Uribe, Jorge ; Chuliá, Helena ; Helena, Chulia. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:265-284:n:7. Full description at Econpapers || Download paper | |
| 2024 | Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Andres, Ramirez-Hassan ; Fung, Kwok Chun ; Liana, Jacobi ; Nhung, Nghiem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10. Full description at Econpapers || Download paper | |
| 2024 | The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418. Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | Monitoring Banking System Connectedness with Big Data. (2023). Lopez, Jose ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt17h5v7rj. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245. 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 | 12 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | ||
| 2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2021 | Can Machine Learning Catch the COVID-19 Recession?.(2021) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | ||
| 2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 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 nother version. Agregated cites: 9 | paper | |
| 2024 | Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2022 | Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2024 | Bayesian Neural Networks for Macroeconomic Analysis 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 |
| 2024 | Nowcasting with Mixed Frequency Data Using Gaussian Processes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Bayesian modelling of VAR precision matrices using stochastic block networks In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Asymmetries in Financial Spillovers 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 | 162 |
| 2016 | Measuring Uncertainty and Its Impact on the Economy.(2016) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 162 | 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 nother version. Agregated cites: 162 | article | |
| 2017 | Macroeconomic activity and risk indicators: an unstable relationship In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Big Data Econometrics: Now Casting and Early Estimates In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | Macro Uncertainty in the Long Run In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Macro uncertainty in the long run.(2023) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2023 | Blended Identification in Structural VARs In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Blended identification in structural VARs.(2024) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Bayesian nonparametric methods for macroeconomic forecasting In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | paper | 53 | |
| 2020 | Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis.(2020) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2020 | Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2020 | Forecasting the Covid-19 recession and recovery: lessons from the financial crisis.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2022 | Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
| In: . [Full Text][Citation analysis] | paper | 1 | |
| 2022 | The demand and supply of information about inflation.(2022) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Regime Switches in the Risk-Return Trade-Off In: Staff Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2013 | Regime Switches in the Risk-Return Trade-off.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2014 | Regime switches in the risk–return trade-off.(2014) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2017 | Markov-Switching Three-Pass Regression Filter In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Markov-switching three-pass regression filter.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Markov-Switching Three-Pass Regression Filter.(2020) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2017 | Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 8 |
| 2016 | Large Time-Varying Parameter VARs: A Non-Parametric Approach.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | The global component of inflation volatility In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 26 |
| 2019 | The Global Component of Inflation Volatility.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2022 | The global component of inflation volatility.(2022) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2020 | The economic drivers of volatility and uncertainty In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 2 |
| 2012 | Forecasting economic activity with higher frequency targeted predictors In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 17 |
| 2012 | Selecting predictors by using Bayesian model averaging in bridge models In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 9 |
| 2013 | Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 54 |
| 2013 | Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 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 nother version. Agregated cites: 54 | article | |
| 1999 | Some Consequences of Temporal Aggregation in Empirical Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 160 |
| 2012 | Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers. [Full Text][Citation analysis] | paper | 41 |
| 2013 | Macroeconomic forecasting during the Great Recession: The return of non-linearity?.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 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 nother version. Agregated cites: 41 | article | |
| 2015 | Macroeconomic forecasting during the Great Recession: the return of non-linearity?.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
| 2009 | Forecasting with Factor-Augmented Error Correction Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 79 |
| 2008 | Factor-augmented Error Correction Models.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 2010 | Forecasting with Factor-augmented Error Correction Models.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 2014 | Forecasting with factor-augmented error correction models.(2014) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
| 2008 | Factor-augmented Error Correction Models.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 2008 | Factor-augmented Error Correction Models.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 2009 | Forecasting with Factor-augmented Error Correction Models.(2009) In: RSCAS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
| 2015 | An Overview of the Factor-augmented Error-Correction Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | An Overview of the Factor-augmented Error-Correction Model.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | chapter | |
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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 | 45 |
| 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 | 148 |
| 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 | 31 |
| 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 | 76 |
| 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 nother version. Agregated cites: 76 | paper | |
| 2012 | Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
| 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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | paper | |
| 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 nother version. Agregated cites: 66 | paper | |
| 2000 | Forecast Bias and MSFE Encompassing. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2000 | Forecast Bias and MSFE Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2004 | Forecast Pooling for European Macroeconomic Variables In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 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 | 37 |
| 2005 | Modelling and Forecasting Fiscal Variables for the euro Area.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2005 | Modelling and Forecasting Fiscal Variables for the Euro Area.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | 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 |
| 2013 | A survey of econometric methods for mixed-frequency data In: Working Paper. [Full Text][Citation analysis] | paper | 87 |
| 2013 | A survey of econometric methods for mixed-frequency data.(2013) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 2013 | Mixed frequency structural models: estimation, and policy analysis In: Working Paper. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Mixed frequency structural VARs In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Have standard VARs remained stable since the crisis? In: Working Paper. [Full Text][Citation analysis] | paper | 44 |
| 2016 | Have Standard VARs Remained Stable Since the Crisis?.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2014 | Have Standard VARs Remained Stable since the Crisis?.(2014) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2017 | Have Standard VARS Remained Stable Since the Crisis?.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
| 2015 | Using low frequency information for predicting high frequency variables In: Working Paper. [Full Text][Citation analysis] | paper | 39 |
| 2018 | Using low frequency information for predicting high frequency variables.(2018) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2012 | A Credibility Proxy: Tracking US Monetary Developments In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 33 |
| 2014 | The effects of the monetary policy stance on the transmission mechanism In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Path Forecast Evaluation In: Working Papers. [Full Text][Citation analysis] | paper | 52 |
| 2008 | Path Forecast Evaluation.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2008 | Path Forecast Evaluation.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2010 | Path forecast evaluation.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2003 | STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA..(2000) In: Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2003 | Time-Scale Transformations of Discrete-Time Processes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 16 |
| 2016 | Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2015 | Structural Analysis with Multivariate Autoregressive Index Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
| 2016 | Structural analysis with Multivariate Autoregressive Index models.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2017 | Tax shocks with high and low uncertainty In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | Tax shocks with high and low uncertainty.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 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 | 28 |
| 2018 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2018) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2019 | Assessing International Commonality in Macroeconomic Uncertainty and Its Effects.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2020 | Assessing international commonality in macroeconomic uncertainty and its effects.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2020 | A Similarity-based Approach for Macroeconomic Forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Time-Varying Instrumental Variable Estimation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Time-varying instrumental variable estimation.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2020 | Time-Varying Instrumental Variable Estimation.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 47 |
| 2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2024 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility.(2024) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
| 2022 | Addressing COVID-19 outliers in BVARs with stochastic volatility.(2022) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2021 | Measuring Uncertainty and Its Effects in the COVID-19 Era In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | Measuring Uncertainty and Its Effects in the COVID-19 Era.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1998 | Fiscal Solvency and Fiscal Forecasting in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 1998 | Fiscal Solvency and Fiscal Forecasting in Europe..(1998) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| Fiscal Solvency and Fiscal Forecasting in Europe.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | ||
| 1999 | Fiscal Forecasting: the Track Record of the IMF, OECD, and EC In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 96 |
| 2001 | Fiscal forecasting: The track record of the IMF, OECD and EC.(2001) In: Econometrics Journal. [Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
| 1999 | Fiscal Forecasting: the Track Record of the IMF, OECD and EC..(1999) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
| 2001 | Large Datasets, Small Models and Monetary Policy in Europe In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| Large Datasets, Small Models and Monetary Policy in Europe.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | ||
| 2002 | Factor Forecasts for the UK In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 115 |
| 2001 | Factor Forecasts for the UK.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | paper | |
| Factor forecasts for the UK.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 115 | paper | ||
| 2002 | Factor Based Index Tracking In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2006 | Factor based index tracking.(2006) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| Factor Based Index Trading.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | ||
| 2002 | Instability and Non-Linearity in the EMU In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
| Instability and non-linearity in the EMU.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | ||
| 2002 | Forecast Pooling for Short Time Series of Macroeconomic Variables In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
| Forecast pooling for short time series of macroeconomic variables.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | ||
| 2002 | Forecasting EMU Macroeconomic Variables In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
| 2004 | Forecasting EMU macroeconomic variables.(2004) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| Forecasting EMU macroeconomic variables.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | ||
| 2002 | Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 79 |
| 2006 | Some stylized facts on non-systematic fiscal policy in the Euro area.(2006) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
| Some stylized facts on non-systematic fiscal policy in the Euro area.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | ||
| 2003 | Dating the Euro Area Business Cycle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 103 |
| 2002 | Dating the Euro Area Business Cycle.(2002) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
| 2003 | Dating the Euro Area Business Cycle.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
| 2003 | Leading Indicators for Euro Area Inflation and GDP Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
| 2003 | Leading Indicators for Euro-area Inflation and GDP Growth.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2003 | The Transmission Mechanism in a Changing World In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 53 |
| 2003 | The transmission mechanism in a changing world.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2007 | The transmission mechanism in a changing world.(2007) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
| 2004 | Characterizing the Business Cycle for Accession Countries In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
| 2004 | Characterising the Business Cycle for Accession Countries.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2004 | Characterising the Business Cycle for Accession Countries.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2004 | Interpolation and Backdating with A Large Information Set In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
| 2003 | Interpolation and backdating with a large information set.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2006 | Interpolation and backdating with a large information set.(2006) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | 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 | 475 |
| 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 nother version. Agregated cites: 475 | 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 nother version. Agregated cites: 475 | paper | |
| 2005 | Leading Indicators: What Have We Learned? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2005 | Leading Indicators: What Have We Learned?.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2005 | Factor Analysis in a New-Keynesian Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | Factor analysis in a New-Keynesian model.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2005 | Pooling-based data interpolation and backdating In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Pooling-based Data Interpolation and Backdating.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 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 nother version. Agregated cites: 2 | paper | |
| 2006 | A Simple Benchmark for Forecasts of Growth and Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 73 |
| 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 nother version. Agregated cites: 73 | 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 nother version. Agregated cites: 73 | 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 nother 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 nother version. Agregated cites: 37 | paper | |
| 2008 | A Monthly Indicator of the Euro Area GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | A Monthly Indicator of the Euro Area GDP.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2008 | Forecasting Exchange Rates with a Large Bayesian VAR In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 139 |
| 2009 | Forecasting exchange rates with a large Bayesian VAR.(2009) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | article | |
| 2008 | Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
| 2008 | Forecasting Exchange Rates with a Large Bayesian VAR.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
| 2008 | A Measure for Credibility: Tracking US Monetary Developments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 2008 | A Measure for Credibility: Tracking US Monetary Developments.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2009 | Pooling versus model selection for nowcasting with many predictors: An application to German GDP In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
| 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 nother version. Agregated cites: 21 | 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 nother version. Agregated cites: 21 | paper | |
| 2009 | MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 200 |
| 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 nother version. Agregated cites: 200 | article | |
| 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 nother version. Agregated cites: 200 | 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 nother version. Agregated cites: 200 | paper | |
| 2009 | Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 68 |
| 2009 | Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models.(2009) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | paper | |
| 2011 | Forecasting large datasets with Bayesian reduced rank multivariate models.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
| 2010 | The Reliability of Real Time Estimates of the Euro Area Output Gap In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 86 |
| 2011 | The reliability of real-time estimates of the euro area output gap.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | 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 nother version. Agregated cites: 86 | paper | |
| 2010 | Factor-GMM Estimation with Large Sets of Possibly Weak Instruments In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
| 2010 | Factor-GMM estimation with large sets of possibly weak instruments.(2010) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
| 2006 | Factor-GMM Estimation with Large Sets of Possibly Weak Instruments.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2010 | The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 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 nother version. Agregated cites: 8 | paper | |
| 2010 | Empirical Simultaneous Confidence Regions for Path-Forecasts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2013 | Empirical simultaneous prediction regions for path-forecasts.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2010 | Empirical simultaneous confidence regions for path-forecasts.(2010) In: Discussion Paper Series 1: Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2010 | Endogenous Monetary Policy Regimes and the Great Moderation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Endogenous Monetary Policy Regimes and the Great Moderation.(2010) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2011 | Markov-switching MIDAS models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 56 |
| 2013 | Markov-Switching MIDAS Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 2011 | Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 163 |
| 2011 | Bayesian VARs: specification choices and forecast accuracy.(2011) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | paper | |
| 2015 | Bayesian VARs: Specification Choices and Forecast Accuracy.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 163 | 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 nother 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 | 42 |
| 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 nother version. Agregated cites: 42 | paper | |
| 2011 | On the importance of sectoral and regional shocks for price-setting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 2011 | On the importance of sectoral and regional shocks for price-setting.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 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 nother version. Agregated cites: 15 | 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 nother version. Agregated cites: 39 | paper | |
| 2012 | Common Drifting Volatility in Large Bayesian VARs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 156 |
| 2012 | Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
| 2012 | Common drifting volatility in large Bayesian VARs.(2012) In: Working Papers (Old Series). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
| 2016 | Common Drifting Volatility in Large Bayesian VARs.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | article | |
| 2013 | Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Time variation in macro-financial linkages.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 nother 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 nother version. Agregated cites: 4 | paper | |
| 2014 | Structural FECM: Cointegration in large-scale structural FAVAR models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 nother 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 nother 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 nother 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 | 24 |
| 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 nother 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 nother 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 | 254 |
| Testing for PPP: Should We Use Panel Methods?.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 254 | paper | ||
| 2005 | Testing for PPP: Should we use panel methods?.(2005) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 254 | 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 nother 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 | 348 |
| 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 nother version. Agregated cites: 348 | 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 nother version. Agregated cites: 348 | 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 nother 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 nother version. Agregated cites: 10 | paper | |
| 2011 | LSM: A DSGE Model for Luxembourg.(2011) In: Post-Print. [Citation analysis] This paper has nother 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 nother 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 nother 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 | 26 |
| 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 nother version. Agregated cites: 26 | paper | |
| 2019 | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 115 |
| 2021 | Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 329 |
| Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 329 | paper | ||
| 2006 | Are there any reliable leading indicators for US inflation and GDP growth? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 105 |
| 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 nother version. Agregated cites: 105 | 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 nother version. Agregated cites: 105 | 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 nother 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 | 92 |
| 2015 | Forecasting economic activity with targeted predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
| 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 | 9 |
| 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 nother version. Agregated cites: 9 | paper | |
| 2012 | Forecasting government bond yields with large Bayesian vector autoregressions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 52 |
| 2013 | The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 46 |
| 2011 | The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | 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 nother 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 nother 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 |
| 2008 | Forecasting euro area variables with German pre-EMU data.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | ||
| 2009 | Survey Data as Coicident or Leading Indicators In: Economics Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2009 | Survey Data as Coincident or Leading Indicators.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2010 | Survey data as coincident or leading indicators.(2010) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | 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 | 20 |
| 2020 | Nowcasting Tail Risks to Economic Activity with Many Indicators In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | 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 | Specification Choices in Quantile Regression for Empirical Macroeconomics In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Empirical simultaneous prediction regions for path-forecasts In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Empirical simultaneous prediction regions for path-forecasts.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 nother version. Agregated cites: 65 | paper | ||
| 2006 | Forecasting Euro-Area Variables with German Pre-EMU Data In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 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 |
| Ex Post and Ex Ante Analysis of Provisional Data In: Working Papers. [Full Text][Citation analysis] | paper | 4 | |
| Further Results on MSFE Encompassing In: Working Papers. [Full Text][Citation analysis] | paper | 1 | |
| Model Selection for Non-Linear Dynamic Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 | |
| TFP, Costs, and Public Infrastructure: An Equivocal Relationship In: Working Papers. [Full Text][Citation analysis] | paper | 27 | |
| A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers. [Full Text][Citation analysis] | paper | 72 | |
| 2002 | A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 18 | article | |
| Principal components at work: The empirical analysis of monetary policy with large datasets In: Working Papers. [Full Text][Citation analysis] | paper | 118 | |
| 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 nother version. Agregated cites: 118 | 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 |
| 2007 | Sectoral Survey-based Confidence Indicators for Europe In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 nother 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 nother 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 nother version. Agregated cites: 0 | article | |
| 2008 | A linear benchmark for forecasting GDP growth and inflation? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 34 |
| 2010 | Introduction to advances in business cycle analysis and forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2023 | Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Risky Oil: Its All in the Tails In: NBER Working Papers. [Full Text][Citation analysis] | paper | 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 | 61 |
| 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 | 6 |
| 2017 | Forecasting economic activity by Bayesian bridge model averaging In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
| 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 | 83 |
| 2022 | Nowcasting tail risk to economic activity at a weekly frequency In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
| 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 | 20 |
| 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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