Massimiliano Marcellino

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Andrea CarrieroProfessor of Economics, Queen Mary Univeristy of LondonAdresse e-mail validée de qmul.ac.uk
Todd ClarkFederal Reserve Bank of ClevelandAdresse e-mail validée de clev.frb.org
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonAdresse e-mail validée de kcl.ac.uk
claudia foroniEuropean Central BankAdresse e-mail validée de ecb.europa.eu
Tommaso ProiettiUniversity of Rome Tor Vergata, Dipartimento di Economia e FinanzaAdresse e-mail validée de uniroma2.it
Fotis PapailiasKing's Business School, King's College LondonAdresse e-mail validée de kcl.ac.uk
Mark WatsonDepartment of Economics, Princeton UniversityAdresse e-mail validée de princeton.edu
Christian SchumacherDeutsche BundesbankAdresse e-mail validée de bundesbank.de
Chiara OsbatEuropean Central BankAdresse e-mail validée de ecb.int
Pierre GuérinInternational Monetary FundAdresse e-mail validée de imf.org
Oscar JordaFederal Reserve Bank of San Francisco and U.C. DavisAdresse e-mail validée de sf.frb.org
Dalibor StevanovicDépartement des sciences économiques, UQAMAdresse e-mail validée de uqam.ca
carlo faveroBocconi University and CEPRAdresse e-mail validée de unibocconi.it
Kirstin HubrichDeutsche BundesbankAdresse e-mail validée de bundesbank.de
Florian HuberProfessor of Economics, University of SalzburgAdresse e-mail validée de plus.ac.at
Elmar MertensDeutsche BundesbankAdresse e-mail validée de elmarmertens.com
Jerome HenryEcbAdresse e-mail validée de ecb.int
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillAdresse e-mail validée de unc.edu
Angela AbbateEconomist, Swiss National BankAdresse e-mail validée de snb.ch
Ana Beatriz GalvaoProfessor of Economic Modelling and Forecasting, University of WarwickAdresse e-mail validée de wbs.ac.uk

Suivre

Massimiliano Marcellino

Università Bocconi

Adresse e-mail validée de unibocconi.it

Econometrics Time Series Analysis Empirical Macro


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
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	1006	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	619	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	526	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	445	2010
Testing for PPP: Should we use panel methods? A Banerjee, M Marcellino, C Osbat Empirical Economics 30, 77-91, 2005	434	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	431	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	394	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	370*	2004
Some consequences of temporal aggregation in empirical analysis M Marcellino Journal of Business & Economic Statistics 17 (1), 129-136, 1999	356	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	335	2018
Bayesian VARs: specification choices and forecast accuracy A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 30 (1), 46-73, 2015	321	2015
Factor forecasts for the UK MJ Artis, A Banerjee, M Marcellino Journal of forecasting 24 (4), 279-298, 2005	272	2005
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	271	2009
Common drifting volatility in large Bayesian VARs A Carriero, TE Clark, M Marcellino Journal of Business & Economic Statistics 34 (3), 375-390, 2016	260	2016
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	250	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	232	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	231	2006
Fiscal forecasting: The track record of the IMF, OECD and EC M Artis, M Marcellino The Econometrics Journal 4 (1), 20-36, 2001	219	2001
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	218	2019

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