MARCELLINO, MASSIMILIANO
MARCELLINO, MASSIMILIANO
Dipartimento di Economia
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
2006 Marcellino, M.; Stock, J. H.; Watson, M. W.
A comparison of methods for the construction of composite coincident and leading indexes for the UK
2007 Marcellino, Massimiliano; Carriero, A.
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
2014 C., Foroni; Marcellino, Massimiliano
A Credibility Proxi: Tracking US Monetary Developments
2012 Marcellino, Massimiliano; M., Demertzis; N., Viegi
A linear benchmark for forecasting GDP growth and inflation?
2008 Marcellino, Massimiliano
A macroeconometric model for the Euro economy
2007 Dreger, C; Marcellino, M
A Markov-switching vector equilibrium correction model of the UK labour market
2002 Krolzig, Hm; Marcellino, M; Mizon, Ge
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions
2009 Marcellino, Massimiliano; G., Kapetanios
A similarity-based approach for macroeconomic forecasting
2020 Dendramis, Yannis; Kapetanios, George; Marcellino, Massimiliano
A survey of econometric methods for mixed-frequency data
2017 Foroni, Claudia; Marcellino, Massimiliano
Addressing COVID-19 outliers in BVARs with stochastic volatility
2024 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar
Advances in Business Cycle Analysis and Forecasting
2009 Marcellino, Massimiliano; G., Mazzi
Aggregazione di processi I(2)
1996 Marcellino, Massimiliano
Aggregazione e disaggregazione temporale di processi ARMA
1998 Marcellino, Massimiliano
Applied econometrics : an introduction
2018 Marcellino, Massimiliano
Applied economic forecasting using time series methods
2018 Ghysels, Eric; Marcellino, Massimiliano
Are there any reliable leading indicators for the US inflation and GDP growth
2006 Marcellino, Massimiliano; Banerjee, A.
Assessing international commonality in macroeconomic uncertainty and its effects
2020 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Bayesian VARs: specification choices and forecasting performance
2015 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Capturing macroeconomic tail risks with Bayesian vector autoregressions
2024 Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Titolo | Data di pubblicazione | Autore(i) | Rivista | Editore |
---|---|---|---|---|
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series | 1-gen-2006 | Marcellino, M.; Stock, J. H.; Watson, M. W. | JOURNAL OF ECONOMETRICS | - |
A comparison of methods for the construction of composite coincident and leading indexes for the UK | 1-gen-2007 | Marcellino, Massimiliano; Carriero, A. | INTERNATIONAL JOURNAL OF FORECASTING | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates | 1-gen-2014 | C., Foroni; Marcellino, Massimiliano | INTERNATIONAL JOURNAL OF FORECASTING | - |
A Credibility Proxi: Tracking US Monetary Developments | 1-gen-2012 | Marcellino, Massimiliano; M., Demertzis; N., Viegi | THE B.E. JOURNAL OF MACROECONOMICS | - |
A linear benchmark for forecasting GDP growth and inflation? | 1-gen-2008 | Marcellino, Massimiliano | JOURNAL OF FORECASTING | - |
A macroeconometric model for the Euro economy | 1-gen-2007 | Dreger, C; Marcellino, M | JOURNAL OF POLICY MODELING | North- Holland- Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680 |
A Markov-switching vector equilibrium correction model of the UK labour market | 1-gen-2002 | Krolzig, Hm; Marcellino, M; Mizon, Ge | EMPIRICAL ECONOMICS | - |
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions | 1-gen-2009 | Marcellino, Massimiliano; G., Kapetanios | JOURNAL OF TIME SERIES ANALYSIS | - |
A similarity-based approach for macroeconomic forecasting | 1-gen-2020 | Dendramis, Yannis; Kapetanios, George; Marcellino, Massimiliano | JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY | - |
A survey of econometric methods for mixed-frequency data | 1-gen-2017 | Foroni, Claudia; Marcellino, Massimiliano | - | Publications Office of the European Union |
Addressing COVID-19 outliers in BVARs with stochastic volatility | 1-gen-2024 | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano; Mertens, Elmar | THE REVIEW OF ECONOMICS AND STATISTICS | - |
Advances in Business Cycle Analysis and Forecasting | 1-gen-2009 | Marcellino, Massimiliano; G., Mazzi | JOURNAL OF FORECASTING | Wiley |
Aggregazione di processi I(2) | 1-gen-1996 | Marcellino, Massimiliano | - | -- |
Aggregazione e disaggregazione temporale di processi ARMA | 1-gen-1998 | Marcellino, Massimiliano | ANNALI DI STATISTICA | - |
Applied econometrics : an introduction | 1-gen-2018 | Marcellino, Massimiliano | - | Egea |
Applied economic forecasting using time series methods | 1-gen-2018 | Ghysels, Eric; Marcellino, Massimiliano | - | Oxford University Press |
Are there any reliable leading indicators for the US inflation and GDP growth | 1-gen-2006 | Marcellino, Massimiliano; Banerjee, A. | INTERNATIONAL JOURNAL OF FORECASTING | Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598 |
Assessing international commonality in macroeconomic uncertainty and its effects | 1-gen-2020 | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano | JOURNAL OF APPLIED ECONOMETRICS | - |
Bayesian VARs: specification choices and forecasting performance | 1-gen-2015 | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano | JOURNAL OF APPLIED ECONOMETRICS | - |
Capturing macroeconomic tail risks with Bayesian vector autoregressions | 1-gen-2024 | Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano | JOURNAL OF MONEY, CREDIT, AND BANKING | - |