Massimiliano Marcellino

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Andrea CarrieroProfessor of Economics, Queen Mary Univeristy of LondonCorreu electrònic verificat a qmul.ac.uk
Todd ClarkFederal Reserve Bank of ClevelandCorreu electrònic verificat a clev.frb.org
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonCorreu electrònic verificat a kcl.ac.uk
claudia foroniEuropean Central BankCorreu electrònic verificat a ecb.europa.eu
Tommaso ProiettiUniversity of Rome Tor Vergata, Dipartimento di Economia e FinanzaCorreu electrònic verificat a uniroma2.it
Fotis PapailiasKing's Business School, King's College LondonCorreu electrònic verificat a kcl.ac.uk
Christian SchumacherDeutsche BundesbankCorreu electrònic verificat a bundesbank.de
Mark WatsonDepartment of Economics, Princeton UniversityCorreu electrònic verificat a princeton.edu
Chiara OsbatEuropean Central BankCorreu electrònic verificat a ecb.int
Pierre GuérinInternational Monetary FundCorreu electrònic verificat a imf.org
Florian HuberProfessor of Economics, University of SalzburgCorreu electrònic verificat a plus.ac.at
Dalibor StevanovicDépartement des sciences économiques, UQAMCorreu electrònic verificat a uqam.ca
Kirstin HubrichDeutsche BundesbankCorreu electrònic verificat a bundesbank.de
Oscar JordaFederal Reserve Bank of San Francisco and U.C. DavisCorreu electrònic verificat a sf.frb.org
carlo faveroBocconi University and CEPRCorreu electrònic verificat a unibocconi.it
Elmar MertensDeutsche BundesbankCorreu electrònic verificat a elmarmertens.com
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillCorreu electrònic verificat a unc.edu
Angela AbbateEconomist, Swiss National BankCorreu electrònic verificat a snb.ch
Jerome HenryEcbCorreu electrònic verificat a ecb.int
Dario BuonoUniversità di Napoli, Dipartimento di Meccanica ed EnergeticaCorreu electrònic verificat a unina.it

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Massimiliano Marcellino

Università Bocconi

Correu electrònic verificat a unibocconi.it

Econometrics Time Series Analysis Empirical Macro


Títol Ordena per cites Ordena per any Ordena per títol	Citada per Citada per	Any
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series M Marcellino, JH Stock, MW Watson Journal of econometrics 135 (1-2), 499-526, 2006	1026	2006
Macroeconomic forecasting in the euro area: Country specific versus area-wide information M Marcellino, JH Stock, MW Watson European Economic Review 47 (1), 1-18, 2003	613	2003
Some cautions on the use of panel methods for integrated series of macroeconomic data A Banerjee, M Marcellino, C Osbat The Econometrics Journal 7 (2), 322-340, 2004	531	2004
Factor MIDAS for nowcasting and forecasting with ragged‐edge data: A model comparison for German GDP M Marcellino, C Schumacher Oxford Bulletin of Economics and Statistics 72 (4), 518-550, 2010	449	2010
Testing for PPP: Should we use panel methods? A Banerjee, M Marcellino, C Osbat Empirical Economics 30, 77-91, 2005	441	2005
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area V Kuzin, M Marcellino, C Schumacher International Journal of Forecasting 27 (2), 529-542, 2011	434	2011
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials C Foroni, M Marcellino, C Schumacher Journal of the Royal Statistical Society Series A: Statistics in Society 178 …, 2015	405	2015
Dating business cycles: a methodological contribution with an application to the Euro area M Artis, M Marcellino, T Proietti Oxford Bulletin of Economics and Statistics 66 (4), 537-565, 2004	368*	2004
Some consequences of temporal aggregation in empirical analysis M Marcellino Journal of Business & Economic Statistics 17 (1), 129-136, 1999	358	1999
Measuring uncertainty and its impact on the economy A Carriero, TE Clark, M Marcellino Review of Economics and Statistics 100 (5), 799-815, 2018	341	2018
Bayesian VARs: specification choices and forecast accuracy A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 30 (1), 46-73, 2015	327	2015
Factor forecasts for the UK MJ Artis, A Banerjee, M Marcellino Journal of forecasting 24 (4), 279-298, 2005	275	2005
Common drifting volatility in large Bayesian VARs A Carriero, TE Clark, M Marcellino Journal of Business & Economic Statistics 34 (3), 375-390, 2016	269	2016
Regional inflation dynamics within and across euro area countries and a comparison with the United States GW Beck, K Hubrich, M Marcellino Economic Policy 24 (57), 142-184, 2009	266	2009
Leading indicators for euro‐area inflation and GDP growth A Banerjee, M Marcellino, I Masten Oxford Bulletin of Economics and Statistics 67, 785-813, 2005	247	2005
A survey of econometric methods for mixed-frequency data C Foroni, MG Marcellino Available at SSRN 2268912, 2013	245	2013
Forecasting exchange rates with a large Bayesian VAR A Carriero, G Kapetanios, M Marcellino International Journal of Forecasting 25 (2), 400-417, 2009	235	2009
Are there any reliable leading indicators for US inflation and GDP growth? A Banerjee, M Marcellino International Journal of Forecasting 22 (1), 137-151, 2006	235	2006
Leading indicators M Marcellino Handbook of economic forecasting 1, 879-960, 2006	231	2006
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors A Carriero, TE Clark, M Marcellino Journal of Econometrics 212 (1), 137-154, 2019	227	2019

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