45
H index
118
i10 index
7446
Citations
Università Commerciale Luigi Bocconi (50% share) | 45 H index 118 i10 index 7446 Citations RESEARCH PRODUCTION: 120 Articles 278 Papers 10 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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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: | Cites to: |
Year | Title of citing document | |
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2025 | Tax and macroeconomic framework. The case of Greece. (2025). Asimakopoulos, Panagiotis. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:237-250. Full description at Econpapers || Download paper | |
2024 | A Crude Palm Oil Industry Concentration and Influencing Factors: A Case Study of Indonesia as the Worlds Largest Producer. (2024). Susetyo, Didik ; Suhel, Suhel ; Marwa, Taufiq ; Robiani, Bernadette ; Hidayat, Ariodillah ; Mukhlis, Mukhlis. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:348965. Full description at Econpapers || Download paper | |
2025 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
2024 | The international effects of central bank information shocks. (2019). Stelzer, Anna ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1912.03158. Full description at Econpapers || Download paper | |
2024 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. 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 | |
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 | |
2025 | 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 | |
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 | 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 | |
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 | |
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 | |
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 | |
2024 | 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 | |
2025 | 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 | |
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 | |
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 | |
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 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. 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 | |
2024 | Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092. Full description at Econpapers || Download paper | |
2024 | VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278. Full description at Econpapers || Download paper | |
2024 | Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076. Full description at Econpapers || Download paper | |
2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper | |
2025 | High-frequency Density Nowcasts of U.S. State-Level Carbon Dioxide Emissions. (2025). Garr, Ignacio ; Ramos, Andrey. In: Papers. RePEc:arx:papers:2501.03380. Full description at Econpapers || Download paper | |
2025 | Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs. (2025). Schorfheide, Frank ; Gonz, Oriol. In: Papers. RePEc:arx:papers:2502.03693. Full description at Econpapers || Download paper | |
2025 | Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065. Full description at Econpapers || Download paper | |
2025 | Binary Outcome Models with Extreme Covariates: Estimation and Prediction. (2025). Liu, Laura ; Wang, Yulong. In: Papers. RePEc:arx:papers:2502.16041. Full description at Econpapers || Download paper | |
2025 | Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759. Full description at Econpapers || Download paper | |
2025 | Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Yu, Xuewen ; Matthes, Christian ; Chan, Joshua. In: Papers. RePEc:arx:papers:2503.20668. Full description at Econpapers || Download paper | |
2024 | . 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 | |
2025 | Policy implications of losing credibility: Lessons from Colombia’s post-pandemic inflationary surge. (2025). Pulido, Jose ; Hamann, Franz ; Grajales-Olarte, Anderson ; Naranjo-Saldarriaga, Sara. In: Borradores de Economia. RePEc:bdr:borrec:1304. Full description at Econpapers || Download paper | |
2024 | A Mixed-Frequency Factor Model for Nowcasting French GDP. (2024). Bessec, Marie ; Andre, Julien. In: Working papers. RePEc:bfr:banfra:975. 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 | |
2024 | Forecasting Non-Oil and Gas Revenues in the Russian Budget. (2024). Sheremeta, Sergey ; Finagin, Matvey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:76-97. 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 | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Forms of fiscal governance in the Euro Area – An update. (2024). Baimbridge, Mark ; Catania, Moira ; Litsios, Ioannis. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:3:p:346-378. Full description at Econpapers || Download paper | |
2024 | The evolving international effects of Chinas government spending. (2024). Zhang, Wen. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:5:p:1851-1869. 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 | |
2024 | Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Caporale, Guglielmo Maria ; Piqueras, Pedro Jos ; Gil-Alana, Luis Alberiko. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486. Full description at Econpapers || Download paper | |
2024 | Risk Scenarios and Macroeconomic Forecasts. (2024). Stevanovic, Dalibor ; Moran, Kevin ; Surprenant, Stphane. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-03. Full description at Econpapers || Download paper | |
2025 | Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828. Full description at Econpapers || Download paper | |
2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper | |
2024 | The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Moccero, Diego Nicolas ; Davidson, Sharada Nia. In: Working Paper Series. RePEc:ecb:ecbwps:20242912. Full description at Econpapers || Download paper | |
2024 | Monetary policy pass-through to consumer prices: evidence from granular price data. (2024). Allayioti, Anastasia ; Grnicka, Lucyna ; Holton, Sarah ; Hernndez, Catalina Martnez. In: Working Paper Series. RePEc:ecb:ecbwps:20243003. Full description at Econpapers || Download paper | |
2024 | Forecasting air transportation demand and its impacts on energy consumption and emission. (2024). Martinez-Hernandez, Adrian J ; Tang, Yili ; Javanmard, Majid Emami. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924004148. Full description at Econpapers || Download paper | |
2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. Full description at Econpapers || Download paper | |
2024 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063. Full description at Econpapers || Download paper | |
2024 | Dynamic CVaR portfolio construction with attention-powered generative factor learning. (2024). Yan, Xing ; Wu, QI ; Sun, Chuting. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000137. Full description at Econpapers || Download paper | |
2024 | Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks. (2024). Ma, Jun ; Luo, Sui ; Liao, Wenting ; Huang, Yu-Fan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000630. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2024 | Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671. Full description at Econpapers || Download paper | |
2024 | Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676. Full description at Econpapers || Download paper | |
2024 | Trends and cycles during the COVID-19 pandemic period. (2024). Maria, José ; Júlio, Paulo ; Julio, Paulo. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001871. Full description at Econpapers || Download paper | |
2024 | Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281. Full description at Econpapers || Download paper | |
2024 | Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Costantini, Valeria ; Tancredi, Andrea ; Paglialunga, Elena ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682. Full description at Econpapers || Download paper | |
2024 | Assessing time-varying risk in China’s GDP growth. (2024). Ye, Shiqi ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei ; Jiao, Shoukun. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x. Full description at Econpapers || Download paper | |
2024 | Which daily equity returns improve output forecasts?. (2024). Lang, William J ; Jahan-Pavar, Mohammad R. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003811. Full description at Econpapers || Download paper | |
2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper | |
2024 | US uncertainty shocks on real and financial markets: A multi-country perspective. (2024). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000025. Full description at Econpapers || Download paper | |
2024 | Coherence of the business cycles of prospective members of the euro area and the euro area business cycle. (2024). Jacobs, Jan ; Zijm, Renske ; de Haan, Jakob. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000438. Full description at Econpapers || Download paper | |
2024 | The effects of monetary policy on macroeconomic risk. (2024). Gambetti, Luca ; Forni, Mario ; Maffei-Faccioli, Nicolo ; Sala, Luca. In: European Economic Review. RePEc:eee:eecrev:v:167:y:2024:i:c:s0014292124001181. Full description at Econpapers || Download paper | |
2024 | The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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2021 | Can Machine Learning Catch the COVID-19 Recession? In: Papers. [Full Text][Citation analysis] | paper | 13 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | 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: 13 | 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: 13 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | ||
2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers. [Full Text][Citation analysis] | paper | 11 |
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: 11 | 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: 11 | article | |
2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 1 |
2025 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty.(2025) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers. [Full Text][Citation analysis] | paper | 9 |
2022 | Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 1 |
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 |
2024 | Nowcasting distributions: a functional MIDAS model In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | The Distributional Effects of Economic Uncertainty In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Machine Learning the Macroeconomic Effects of Financial Shocks 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 | 164 |
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: 164 | 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: 164 | 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 | 3 |
2023 | Macro uncertainty in the long run.(2023) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2023 | Blended Identification in Structural VARs In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Blended identification in structural VARs.(2024) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2024 | Bayesian nonparametric methods for macroeconomic forecasting In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Bayesian nonparametric methods for macroeconomic forecasting.(2024) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
In: . [Full Text][Citation analysis] | paper | 58 | |
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: 58 | 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: 58 | 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: 58 | 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: 58 | 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 | |
In: . [Full Text][Citation analysis] | paper | 0 | |
2025 | Inflation, Attention and Expectations.(2025) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 | 5 |
2017 | Markov-switching three-pass regression filter.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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: 5 | article | |
2017 | Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 22 |
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: 22 | paper | |
2019 | Large time‐varying parameter VARs: A nonparametric approach.(2019) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2018 | The global component of inflation volatility In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 29 |
2019 | The Global Component of Inflation Volatility.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | 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: 29 | 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 | 55 |
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: 55 | 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: 55 | article | |
1999 | Some Consequences of Temporal Aggregation in Empirical Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 164 |
2012 | Macroeconomic forecasting during the Great Recession: The return of non-linearity? In: Working papers. [Full Text][Citation analysis] | paper | 40 |
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: 40 | 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: 40 | 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: 40 | 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 | 6 |
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: 6 | 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 | 154 |
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 | 32 |
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 | 79 |
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: 79 | 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: 79 | paper | |
2016 | Mixed frequency structural vector auto-regressive models In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 13 |
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 | 18 |
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: 18 | 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: 18 | 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 | 7 |
2020 | A similarity‐based approach for macroeconomic forecasting In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 7 |
2020 | A Similarity-based Approach for Macroeconomic Forecasting.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother 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 nother version. Agregated cites: 4 | paper | |
2005 | Pooling-based Data Interpolation and Backdating.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 81 |
2005 | Modelling and Forecasting Fiscal Variables for the Euro Area* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 38 |
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: 38 | 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: 38 | paper | |
2005 | Leading Indicators for Euro‐area Inflation and GDP Growth* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 102 |
2003 | Leading Indicators for Euro Area Inflation and GDP Growth.(2003) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
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: 102 | 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 | 183 |
2011 | Sectoral Survey‐based Confidence Indicators for Europe In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 8 |
2007 | Sectoral Survey-based Confidence Indicators for Europe.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
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 | 8 |
2014 | Have standard VARs remained stable since the crisis? In: Working Paper. [Full Text][Citation analysis] | paper | 43 |
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: 43 | 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: 43 | 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: 43 | article | |
2015 | Using low frequency information for predicting high frequency variables In: Working Paper. [Full Text][Citation analysis] | paper | 43 |
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: 43 | article | |
2012 | A Credibility Proxy: Tracking US Monetary Developments In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 34 |
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 | 53 |
2008 | Path Forecast Evaluation.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2008 | Path Forecast Evaluation.(2008) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2010 | Path forecast evaluation.(2010) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | 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 | ||
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 | 17 |
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: 17 | article | |
2015 | Structural Analysis with Multivariate Autoregressive Index Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2016 | Structural analysis with Multivariate Autoregressive Index models.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 | 29 |
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: 29 | 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: 29 | 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: 29 | article | |
2020 | Time-Varying Instrumental Variable Estimation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2021 | Time-varying instrumental variable estimation.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2020 | Time-Varying Instrumental Variable Estimation.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
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: 55 | 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: 55 | 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: 55 | 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 | 97 |
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: 97 | 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: 97 | 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 | 33 |
2006 | Factor based index tracking.(2006) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
Factor Based Index Trading.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | 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 | 80 |
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: 80 | 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: 80 | 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 | 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 | 489 |
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: 489 | 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: 489 | 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 | |
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 | 10 |
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: 10 | paper | |
2008 | Forecasting Exchange Rates with a Large Bayesian VAR In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 146 |
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: 146 | 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: 146 | 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: 146 | 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 | 209 |
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: 209 | 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: 209 | 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: 209 | paper | |
2009 | Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 69 |
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: 69 | 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: 69 | article | |
2010 | The Reliability of Real Time Estimates of the Euro Area Output Gap In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 89 |
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: 89 | 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: 89 | 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 | 58 |
2013 | Markov-Switching MIDAS Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | article | |
2011 | Bayesian VARs: Specification Choices and Forecast Accuracy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 165 |
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: 165 | 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: 165 | 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 | 84 |
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 nother version. Agregated cites: 84 | 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 nother version. Agregated cites: 84 | paper | |
2011 | On the importance of sectoral and regional shocks for price-setting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
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: 36 | 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 nother version. Agregated cites: 36 | 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 nother version. Agregated cites: 36 | 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 | 160 |
2012 | Common Drifting Volatility in Large Bayesian VARs.(2012) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 160 | 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: 160 | 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: 160 | article | |
2013 | Time Variation in Macro-Financial Linkages In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 53 |
2016 | Time Variation in Macro‐Financial Linkages.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2013 | Time variation in macro-financial linkages.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
2014 | Markov-Switching Mixed-Frequency VAR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2015 | Markov-switching mixed-frequency VAR models.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2014 | No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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: 5 | 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 nother version. Agregated cites: 5 | article | |
2014 | Structural FECM: Cointegration in large-scale structural FAVAR models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2017 | Structural FECM: Cointegration in large‐scale structural FAVAR models.(2017) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 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 | 258 |
Testing for PPP: Should We Use Panel Methods?.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 258 | 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: 258 | 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 | 18 |
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: 18 | 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 | 27 |
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: 27 | paper | |
2019 | Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 135 |
2021 | Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
2003 | Macroeconomic forecasting in the Euro area: Country specific versus area-wide information In: European Economic Review. [Full Text][Citation analysis] | article | 326 |
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: 326 | paper | ||
2006 | Are there any reliable leading indicators for US inflation and GDP growth? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 106 |
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: 106 | 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: 106 | 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 | 95 |
2015 | Forecasting economic activity with targeted predictors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
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 | 55 |
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 | |
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2009 | Survey Data as Coicident or Leading Indicators In: Economics Working Papers. [Full Text][Citation analysis] | paper | 38 |
2009 | Survey Data as Coincident or Leading Indicators.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | 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: 38 | 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 | 23 |
2024 | Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions.(2024) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2020 | Nowcasting Tail Risks to Economic Activity with Many Indicators In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
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: 20 | 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 nother version. Agregated cites: 0 | article | |
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2025 | Specification Choices in Quantile Regression for Empirical Macroeconomics.(2025) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
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 | |
2025 | Nonparametric Time Varying IV-SVARs: Estimation and Inference In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
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 | 6 |
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Further Results on MSFE Encompassing In: Working Papers. [Full Text][Citation analysis] | paper | 1 | |
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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 | 119 | |
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: 119 | 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 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 | 18 |
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 | 62 |
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 | 31 |
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 | 85 |
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 | 2 |
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 | 14 |
2014 | Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union In: Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
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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