IRIS
MARCELLINO, MASSIMILIANO
 Distribuzione geografica
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Continente #
EU - Europa 6.162
NA - Nord America 6.159
AS - Asia 4.131
SA - Sud America 514
AF - Africa 93
OC - Oceania 28
Continente sconosciuto - Info sul continente non disponibili 17
Totale 17.104
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Nazione #
US - Stati Uniti d'America 5.677
CN - Cina 1.678
IE - Irlanda 1.271
SG - Singapore 1.008
IT - Italia 1.002
GB - Regno Unito 802
UA - Ucraina 761
DE - Germania 569
SE - Svezia 441
CA - Canada 414
BR - Brasile 400
RU - Federazione Russa 383
HK - Hong Kong 352
TR - Turchia 305
VN - Vietnam 253
FI - Finlandia 207
BG - Bulgaria 124
FR - Francia 119
KR - Corea 91
ES - Italia 73
JP - Giappone 73
IN - India 72
NL - Olanda 69
CH - Svizzera 55
BE - Belgio 54
IL - Israele 54
MX - Messico 53
AR - Argentina 35
CZ - Repubblica Ceca 35
PL - Polonia 32
AT - Austria 27
IR - Iran 26
ZA - Sudafrica 26
BD - Bangladesh 25
CY - Cipro 25
AU - Australia 23
GR - Grecia 22
PT - Portogallo 21
CO - Colombia 20
IQ - Iraq 19
PE - Perù 18
TW - Taiwan 17
LT - Lituania 15
RO - Romania 15
AE - Emirati Arabi Uniti 14
AL - Albania 14
EC - Ecuador 14
EU - Europa 14
ID - Indonesia 14
PK - Pakistan 14
MA - Marocco 13
SA - Arabia Saudita 12
SI - Slovenia 12
GE - Georgia 10
KE - Kenya 10
TN - Tunisia 10
NO - Norvegia 8
DK - Danimarca 7
PH - Filippine 7
TH - Thailandia 7
CL - Cile 6
EG - Egitto 6
HU - Ungheria 6
JO - Giordania 6
MY - Malesia 6
MZ - Mozambico 6
PY - Paraguay 6
UY - Uruguay 6
UZ - Uzbekistan 6
KG - Kirghizistan 5
NP - Nepal 5
NZ - Nuova Zelanda 5
VE - Venezuela 5
DO - Repubblica Dominicana 4
KZ - Kazakistan 4
MU - Mauritius 4
A1 - Anonimo 3
AZ - Azerbaigian 3
BO - Bolivia 3
DZ - Algeria 3
ET - Etiopia 3
LK - Sri Lanka 3
LU - Lussemburgo 3
QA - Qatar 3
TT - Trinidad e Tobago 3
AO - Angola 2
BA - Bosnia-Erzegovina 2
BY - Bielorussia 2
EE - Estonia 2
HR - Croazia 2
JM - Giamaica 2
LA - Repubblica Popolare Democratica del Laos 2
LI - Liechtenstein 2
MN - Mongolia 2
MO - Macao, regione amministrativa speciale della Cina 2
MT - Malta 2
NI - Nicaragua 2
RW - Ruanda 2
SN - Senegal 2
SZ - Regno dello Swaziland 2
Totale 17.084
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Città #
Dublin 1.264
Chandler 665
Jacksonville 617
Hefei 578
Singapore 518
Dallas 452
Ashburn 400
Ann Arbor 377
Milan 364
Toronto 347
Beijing 339
Hong Kong 298
Dearborn 222
Frankfurt am Main 193
Dong Ket 183
Southend 151
Izmir 136
Redwood City 136
Lawrence 135
Wilmington 127
New York 126
Boston 115
Modena 102
Moscow 95
Los Angeles 93
Helsinki 88
Woodbridge 79
Seoul 75
Boardman 71
Mountain View 69
Rome 61
São Paulo 59
Tel Aviv 51
Tokyo 51
Houston 46
Shanghai 46
Council Bluffs 42
Brussels 39
Kunming 37
Seattle 36
Fremont 35
Nanjing 35
London 33
Fairfield 32
Guangzhou 31
San Mateo 30
Munich 29
Florence 28
The Dalles 28
Zhengzhou 27
Warsaw 26
Denver 24
Falls Church 24
Ho Chi Minh City 24
Santa Clara 24
Castelnuovo 23
Montreal 23
Stockholm 23
Zhangzhou 23
Mexico City 22
Poplar 21
Chongqing 20
Mumbai 20
Ottawa 20
Amsterdam 18
Bologna 18
Chicago 18
Brooklyn 17
Johannesburg 17
Nanchang 17
Taipei 17
Zurich 17
Atlanta 16
Washington 15
Jinan 14
Norwalk 14
Paris 14
Secaucus 14
Hanoi 13
Orem 13
Wuhan 13
Assago 12
Auburn Hills 12
Belo Horizonte 12
Central District 12
Phoenix 12
Vienna 12
Melbourne 11
Nicosia 11
Ankara 10
Edinburgh 10
Istanbul 10
Lima 10
Turin 10
Basel 9
Bogotá 9
Chengdu 9
Chennai 9
Dhaka 9
Dongguan 9
Totale 9.971
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Nome #
Markov-switching three-pass regression filter 347
Assessing international commonality in macroeconomic uncertainty and its effects 329
A similarity-based approach for macroeconomic forecasting 312
Applied economic forecasting using time series methods 302
The econometric analysis of mixed frequency data sampling 232
Applied econometrics : an introduction 205
Modelling and Forecasting Fiscal Variables for the Euro Area 200
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 196
Factor based index tracking 196
Macroeconomic uncertainty through the lenses of a mixed-frequency panel Markov-switching model 196
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three-pass regression filter 187
The challenge of Big Data 183
Bayesian VARs: specification choices and forecasting performance 173
Common drifting volatility in large Bayesian VARs 170
A macroeconometric model for the Euro economy 163
Have standard VARS remained stable since the crisis? 160
Measuring uncertainty and its impact on the economy 159
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 159
TFP, costs and public infrastructure: An equivocal relationship 158
Forecasting Large Datasets with Bayesian Reduced RankMultivariate Models 152
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 152
A survey of econometric methods for mixed-frequency data 152
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility 149
Capturing macroeconomic tail risks with Bayesian vector autoregressions 145
A linear benchmark for forecasting GDP growth and inflation? 144
Addressing COVID-19 outliers in BVARs with stochastic volatility 143
Explaining the time-varying effects of oil market shocks on US stock returns 143
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 141
Are there any reliable leading indicators for the US inflation and GDP growth 138
Time-varying instrumental variable estimation 137
Structural analysis with multivariate autoregressive index models 136
No-arbitrage priors, drifting volatilities, and the term structure of interest rates 136
Public capital and economic performance: Evidence from Italy 135
Sectoral Survey-based Confidence Indicators for Europe 135
Structural FECM: Cointegration in large-scale structural FAVAR models 135
Guidance and recommendations on the use of Big data for macroeconomic nowcasting 135
Using low frequency information for predicting high frequency variables 135
Advances in Business Cycle Analysis and Forecasting 134
U-MIDAS: MIDAS regressions with unrestricted lag polynomial 133
Aggregazione e disaggregazione temporale di processi ARMA 133
Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs 132
A comparison of methods for the construction of composite coincident and leading indexes for the UK 132
Combined forecasting methods and rapid estimates 132
Forecasting Government Bond Yields with Large Bayesian VARs 131
A Credibility Proxi: Tracking US Monetary Developments 131
Pooling versus model selection for nowcasting GDP with many predictors: Empirical evidence for six industrialized countries 129
Classical time varying factor-augmented vector auto-regressive models-estimation, forecasting and structural analysis 129
Un'analisi econometrica delle relazioni tra variabili fiscali, Pil e inflazione 128
The banking and distribution sectors in a small open economy DSGE Model 127
Forecasting economic activity with targeted predictors 127
Forecasting Exchange Rates with a Large Bayesian VAR 126
A Markov-switching vector equilibrium correction model of the UK labour market 126
LSM: A DSGE Model for Luxembourg 126
Mixed frequency structural vector auto-regressive models 126
Mixed-frequency models with moving-average components 125
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 124
Principal components at work: the empirical analysis of monetary policy with large datasets 122
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 122
MIDAS vs Mixed-Frequency VAR for Nowcasting GDP in the Euro Area 119
Characterizing business cycles for accession countries 118
The effects of the monetary policy stance on the transmission mechanism 118
Confronto di modelli non annidati non correttamente specificati 117
Markov-Switching mixed-frequency VAR models 117
Ex Post and Ex Ante analysis of provisional data 116
Aggregazione di processi I(2) 115
Markov Switching MIDAS models 115
Factor forecasts for the UK 114
Factor analysis in a model with rational expectations 113
Introduzione all'Econometria Applicata 112
On the importance of sectoral and regional shocks for price-setting 112
Large datasets, small models and monetary policy in Europe 112
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP" 111
Time variation in macro-financial linkages 111
Macroeconomic forecasting in the Euro area: country specific versus Euro wide information 110
Special Issue on Encompassing 110
Factor-based identification-robust inference in IV regressions 110
Nowcasting tail risk to economic activity at a weekly frequency 109
Factor augmented error correction models 109
Forecast pooling for short time series of macroeconomic variables 107
The Reliability of Real Time Estimates of the Euro Area Output Gap 107
Forecasting economic activity by Bayesian bridge model averaging 107
The multiscale causal dynamics of foreign exchange markets 107
Robust decision theory and the Lucas critique 106
Forecasting with a DSGE model of a small open economy within the monetary union 106
Point, interval and density forecasts of exchange rates with time varying parameter models 105
Tax shocks with high and low uncertainty 105
Modeling High-Frequency Foreign Exchange Data Dynamics 104
Temporal disaggregation, missing observations, outliers, and forecasting: a unifying nonmodel based procedure 104
Forecasting with factor augmented error correction models 104
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 104
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 104
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 103
Forecasting euro-area variables with German pre-EMU data 103
Fiscal forecasting: the track record of IMF, OECD and EC 102
Interpolation with a large information set 102
Principal Components at work: The Empirical Analysis of monetary policy with large datasets 102
Regime switches in the risk-return trade-off 102
Characterizing business cycles for accession countries 101
Lo sviluppo italiano e l’andamento della finanza pubblica 101
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154] 100
Totale 13.819
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Categoria #
all - tutte 80.755
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 80.755
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/20211.083 0 0 0 0 0 128 155 22 190 120 184 284
2021/20221.804 98 348 36 80 143 88 49 329 166 92 212 163
2022/20233.412 200 72 68 273 220 281 48 236 1.698 87 108 121
2023/20241.766 99 108 90 46 154 189 196 182 65 99 277 261
2024/20252.250 100 43 86 119 56 34 248 139 786 199 213 227
2025/20263.059 425 1.067 230 634 584 119 0 0 0 0 0 0
Totale 17.400