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