Massimiliano Marcellino

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Andrea CarrieroProfessor of Economics, Queen Mary Univeristy of LondonVerifisert e-postadresse på qmul.ac.uk
Todd ClarkFederal Reserve Bank of ClevelandVerifisert e-postadresse på clev.frb.org
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonVerifisert e-postadresse på kcl.ac.uk
claudia foroniEuropean Central BankVerifisert e-postadresse på ecb.europa.eu
Tommaso ProiettiUniversity of Rome Tor Vergata, Dipartimento di Economia e FinanzaVerifisert e-postadresse på uniroma2.it
Fotis PapailiasKing's Business School, King's College LondonVerifisert e-postadresse på kcl.ac.uk
Christian SchumacherDeutsche BundesbankVerifisert e-postadresse på bundesbank.de
Mark WatsonDepartment of Economics, Princeton UniversityVerifisert e-postadresse på princeton.edu
Chiara OsbatEuropean Central BankVerifisert e-postadresse på ecb.int
Pierre GuérinInternational Monetary FundVerifisert e-postadresse på imf.org
Florian HuberProfessor of Economics, University of SalzburgVerifisert e-postadresse på plus.ac.at
Dalibor StevanovicDépartement des sciences économiques, UQAMVerifisert e-postadresse på uqam.ca
Kirstin HubrichDeutsche BundesbankVerifisert e-postadresse på bundesbank.de
Oscar JordaFederal Reserve Bank of San Francisco and U.C. DavisVerifisert e-postadresse på sf.frb.org
carlo faveroBocconi University and CEPRVerifisert e-postadresse på unibocconi.it
Elmar MertensDeutsche BundesbankVerifisert e-postadresse på elmarmertens.com
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillVerifisert e-postadresse på unc.edu
Angela AbbateEconomist, Swiss National BankVerifisert e-postadresse på snb.ch
Jerome HenryEcbVerifisert e-postadresse på ecb.int
Dario BuonoUniversità di Napoli, Dipartimento di Meccanica ed EnergeticaVerifisert e-postadresse på unina.it

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Massimiliano Marcellino

Università Bocconi

Verifisert e-postadresse på unibocconi.it

Econometrics Time Series Analysis Empirical Macro


Tittel Sorter etter sitater Sorter etter år Sorter etter tittel	Sitert av Sitert av	År
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	614	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	450	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	436	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	369*	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	342	2018
Bayesian VARs: specification choices and forecast accuracy A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 30 (1), 46-73, 2015	330	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	270	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	248	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	237	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	237	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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