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1

A linear benchmark for forecasting GDP growth and inflation?

Massimiliano Marcellino

Journal:

Journal of Forecasting

Year:

2008

Language:

english

File:

PDF, 223 KB

english, 2008

2

Factor based index tracking

Francesco Corielli, Massimiliano Marcellino

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 190 KB

english, 2006

3

The econometric analysis of mixed frequency data sampling

Ghysels, Eric, Marcellino, Massimiliano

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 266 KB

english, 2016

4

Markov-Switching MIDAS Models

Guérin, Pierre, Marcellino, Massimiliano

Journal:

Journal of Business and Economic Statistics

Year:

2013

Language:

english

File:

PDF, 319 KB

english, 2013

5

Forecasting government bond yields with large Bayesian vector autoregressions

Andrea Carriero, George Kapetanios, Massimiliano Marcellino

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 764 KB

english, 2012

6

Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility

Marcellino, Massimiliano, Porqueddu, Mario, Venditti, Fabrizio

Journal:

Journal of Business and Economic Statistics

Year:

2016

Language:

english

File:

PDF, 924 KB

english, 2016

7

LSM: A DSGE model for Luxembourg

Szabolcs Deák, Lionel Fontagné, Marco Maffezzoli, Massimiliano Marcellino

Journal:

Economic Modelling

Year:

2011

Language:

english

File:

PDF, 277 KB

english, 2011

8

Bayesian VARs: Specification Choices and Forecast Accuracy

Carriero, Andrea, Clark, Todd E., Marcellino, Massimiliano

Journal:

Journal of Applied Econometrics

Year:

2015

Language:

english

File:

PDF, 1.04 MB

english, 2015

9

EUROMIND: a monthly indicator of the euro area economic conditions

Cecilia Frale, Massimiliano Marcellino, Gian Luigi Mazzi, Tommaso Proietti

Journal:

Journal of the Royal Statistical Society: Series A (Statistics in Society)

Year:

2011

Language:

english

File:

PDF, 2.00 MB

english, 2011

10

Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP

Massimiliano Marcellino, Christian Schumacher

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2010

Language:

english

File:

PDF, 708 KB

english, 2010

11

A 2-year Double-Blind RCT Follow-up Study with Fermented Papaya Preparation (FPP) Modulating Key Markers in Middle-Age Subjects with Clustered Neurodegenerative Disease-Risk Factors

Marotta, Francesco, Marcellino, Massimiliano, Solimene, Umberto, Cuffari, Biagio, Yadav, Hariom, Khokhlov, Alexander N, Lorenzetti, Aldo, Mantello, Amelie, Cervi, Joseph, Catanzaro, Roberto

Journal:

Clinical Pharmacology & Biopharmaceutics

Year:

2017

Language:

english

File:

PDF, 679 KB

english, 2017

12

Modelling and Forecasting Fiscal Variables for the Euro Area

Carlo A. Favero, Massimiliano Marcellino

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2005

Language:

english

File:

PDF, 286 KB

english, 2005

13

Measuring Uncertainty and its Impact on the Economy

Carriero, Andrea, Clark, Todd E., Marcellino, Massimiliano

Journal:

Review of Economics and Statistics

Year:

2017

Language:

english

File:

PDF, 752 KB

english, 2017

14

Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970–1994

Massimiliano Marcellino, Grayham E. Mizon

Journal:

Journal of Applied Econometrics

Year:

2001

Language:

english

File:

PDF, 122 KB

english, 2001

15

Are there any reliable leading indicators for US inflation and GDP growth?

Anindya Banerjee, Massimiliano Marcellino

Journal:

International Journal of Forecasting

Year:

2006

Language:

english

File:

PDF, 164 KB

english, 2006

16

Forecasting large datasets with Bayesian reduced rank multivariate models

Andrea Carriero, George Kapetanios, Massimiliano Marcellino

Journal:

Journal of Applied Econometrics

Year:

2011

Language:

english

File:

PDF, 208 KB

english, 2011

17

Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials

Foroni, Claudia, Marcellino, Massimiliano, Schumacher, Christian

Journal:

Journal of the Royal Statistical Society Series A (General)

Year:

2015

Language:

english

File:

PDF, 788 KB

english, 2015

18

A Markov–switching vector equilibrium correction model of the UK labour market

Hans-Martin Krolzig, Massimiliano Marcellino, Grayham E. Mizon

Journal:

Empirical Economics

Year:

2002

Language:

english

File:

PDF, 1.28 MB

english, 2002

19

Some Consequences of Temporal Aggregation in Empirical Analysis

Marcellino, Massimiliano

Journal:

Journal of Business and Economic Statistics

Year:

1999

Language:

english

File:

PDF, 1.01 MB

english, 1999

20

Empirical simultaneous prediction regions for path-forecasts

Jordà, Òscar, Knüppel, Malte, Marcellino, Massimiliano

Journal:

International Journal of Forecasting

Year:

2013

Language:

english

File:

PDF, 682 KB

english, 2013

21

Time-scale transformations of discrete time processes

Òscar Jordà, Massimiliano Marcellino

Journal:

Journal of Time Series Analysis

Year:

2004

Language:

english

File:

PDF, 245 KB

english, 2004

22

Regime switches in the risk–return trade-off

Ghysels, Eric, Guérin, Pierre, Marcellino, Massimiliano

Journal:

Journal of Empirical Finance

Year:

2014

Language:

english

File:

PDF, 763 KB

english, 2014

23

The effects of the monetary policy stance on the transmission mechanism

Galvao, Ana Beatriz, Marcellino, Massimiliano

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2014

Language:

english

File:

PDF, 1.89 MB

english, 2014

24

A Survey of Econometric Methods for Mixed-Frequency Data

Foroni, Claudia, Marcellino, Massimiliano Giuseppe

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 563 KB

english, 2013

25

Classical time varying factor-augmented vector auto-regressive models-estimation, forecasting and structural analysis

Eickmeier, Sandra, Lemke, Wolfgang, Marcellino, Massimiliano

Journal:

Journal of the Royal Statistical Society Series A (General)

Year:

2015

Language:

english

File:

PDF, 2.88 MB

english, 2015

26

Regional inflation dynamics within and across euro area countries and a comparison with the United States

Guenter W. Beck, Kirstin Hubrich, Massimiliano Marcellino

Journal:

Economic Policy

Year:

2009

Language:

english

File:

PDF, 280 KB

english, 2009

27

Fiscal forecasting: The track record of the IMF, OECD and EC

Michael Artis, Massimiliano Marcellino

Journal:

The Econometrics Journal

Year:

2001

Language:

english

File:

PDF, 266 KB

english, 2001

28

Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model

Casarin, Roberto, Foroni, Claudia, Marcellino, Massimiliano, Ravazzolo, Francesco

Journal:

The Annals of Applied Statistics

Year:

2018

Language:

english

File:

PDF, 590 KB

english, 2018

29

Some stylized facts on non-systematic fiscal policy in the Euro area

Massimiliano Marcellino

Journal:

Journal of Macroeconomics

Year:

2006

Language:

english

File:

PDF, 446 KB

english, 2006

30

Forecasting with factor-augmented error correction models

Banerjee, Anindya, Marcellino, Massimiliano, Masten, Igor

Journal:

International Journal of Forecasting

Year:

2014

Language:

english

File:

PDF, 441 KB

english, 2014

31

Explaining the time-varying effects of oil market shocks on US stock returns

Foroni, Claudia, Guérin, Pierre, Marcellino, Massimiliano

Journal:

Economics Letters

Year:

2017

Language:

english

File:

PDF, 1.28 MB

english, 2017

32

Fiscal Solvency and Fiscal Forecasting in Europe

Artis, Michael J., Marcellino, Massimiliano Giuseppe

Journal:

SSRN Electronic Journal

Year:

1998

File:

PDF, 376 KB

1998

33

Forecasting economic activity with targeted predictors

Bulligan, Guido, Marcellino, Massimiliano, Venditti, Fabrizio

Journal:

International Journal of Forecasting

Year:

2015

Language:

english

File:

PDF, 584 KB

english, 2015

34

Pooling-Based Data Interpolation and Backdating

Massimiliano Marcellino

Journal:

Journal of Time Series Analysis

Year:

2007

Language:

english

File:

PDF, 533 KB

english, 2007

35

Common Drifting Volatility in Large Bayesian VARs

Carriero, Andrea, Clark, Todd E., Marcellino, Massimiliano

Journal:

Journal of Business and Economic Statistics

Year:

2015

Language:

english

File:

PDF, 958 KB

english, 2015

36

POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES

Vladimir Kuzin, Massimiliano Marcellino, Christian Schumacher

Journal:

Journal of Applied Econometrics

Year:

2012

Language:

english

File:

PDF, 214 KB

english, 2012

37

Time-varying instrumental variable estimation

Giraitis, Liudas, Kapetanios, George, Marcellino, Massimiliano

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 1.94 MB

2020

38

Using low frequency information for predicting high frequency variables

Foroni, Claudia, Guérin, Pierre, Marcellino, Massimiliano

Journal:

International Journal of Forecasting

Year:

2018

Language:

english

File:

PDF, 671 KB

english, 2018

39

Guest Editors’ Introduction to Special Issue on Encompassing

David F. Hendry, Massimiliano Marcellino, Grayham E. Mizon

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2008

Language:

english

File:

PDF, 526 KB

english, 2008

40

Markov-switching mixed-frequency VAR models

Foroni, Claudia, Guérin, Pierre, Marcellino, Massimiliano

Journal:

International Journal of Forecasting

Year:

2015

Language:

english

File:

PDF, 2.75 MB

english, 2015

41

A parametric estimation method for dynamic factor models of large dimensions

George Kapetanios, Massimiliano Marcellino

Journal:

Journal of Time Series Analysis

Year:

2009

Language:

english

File:

PDF, 272 KB

english, 2009

42

Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs

Marcellino, Massimiliano, Sivec, Vasja

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 761 KB

english, 2016

43

[Handbook of Economic Forecasting] Volume 1 || Chapter 16 Leading Indicators

Marcellino, Massimiliano

Year:

2006

Language:

english

File:

PDF, 1.19 MB

english, 2006

44

Principal components at work: the empirical analysis of monetary policy with large data sets

Professor Carlo A. Favero, Massimiliano Marcellino, Francesca Neglia

Journal:

Journal of Applied Econometrics

Year:

2005

Language:

english

File:

PDF, 219 KB

english, 2005

45

Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models

Massimiliano Marcellino, Barbara Rossi

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2008

Language:

english

File:

PDF, 706 KB

english, 2008

46

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area

Vladimir Kuzin, Massimiliano Marcellino, Christian Schumacher

Journal:

International Journal of Forecasting

Year:

2011

Language:

english

File:

PDF, 286 KB

english, 2011

47

Factor analysis in a model with rational expectations

Andreas Beyer, Roger E. A. Farmer, Jérôme Henry and Massimiliano Marcellino

Journal:

The Econometrics Journal

Year:

2008

Language:

english

File:

PDF, 1.52 MB

english, 2008

48

The Central and Eastern European Countries and the European Union || Infrastructure investments as a tool for regional development policy: lessons from the Spanish evidence

Artis, Michael, Banerjee, Anindya, Marcellino, Massimiliano

Year:

2006

Language:

english

File:

PDF, 456 KB

english, 2006

49

Tax shocks with high and low uncertainty

Bertolotti, Fabio, Marcellino, Massimiliano

Journal:

Journal of Applied Econometrics

Year:

2019

Language:

english

File:

PDF, 1.10 MB

english, 2019

50

The reliability of real-time estimates of the euro area output gap

Massimiliano Marcellino, Alberto Musso

Journal:

Economic Modelling

Year:

2011

Language:

english

File:

PDF, 1.35 MB

english, 2011

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