Massimiliano Marcellino

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Affiliations

• Università Commerciale Luigi Bocconi / Dipartimento di Economia "Ettore Bocconi" (weight: 50%)
  • EDIRC entry
  • location:
• Università Commerciale Luigi Bocconi / Innocenzo Gasparini Institute for Economic Research (IGIER) (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Can Machine Learning Catch the COVID-19 Recession? (RePEc:arx:papers:2103.01201)
  by Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic
• Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:arx:papers:2110.03411)
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
• Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty (RePEc:arx:papers:2112.01995)
  by Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz
• Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:arx:papers:2202.13793)
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino
• Bayesian Neural Networks for Macroeconomic Analysis (RePEc:arx:papers:2211.04752)
  by Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino
• Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification (RePEc:arx:papers:2304.07856)
  by Florian Huber & Massimiliano Marcellino
• Nowcasting with Mixed Frequency Data Using Gaussian Processes (RePEc:arx:papers:2402.10574)
  by Niko Hauzenberger & Massimiliano Marcellino & Michael Pfarrhofer & Anna Stelzer
• Bayesian modelling of VAR precision matrices using stochastic block networks (RePEc:arx:papers:2407.16349)
  by Florian Huber & Gary Koop & Massimiliano Marcellino & Tobias Scheckel
• Asymmetries in Financial Spillovers (RePEc:arx:papers:2410.16214)
  by Florian Huber & Karin Klieber & Massimiliano Marcellino & Luca Onorante & Michael Pfarrhofer
• Nowcasting distributions: a functional MIDAS model (RePEc:arx:papers:2411.05629)
  by Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese
• Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model (RePEc:arx:papers:2411.05695)
  by Massimiliano Marcellino & Andrea Renzetti & Tommaso Tornese
• The Distributional Effects of Economic Uncertainty (RePEc:arx:papers:2411.12655)
  by Florian Huber & Massimiliano Marcellino & Tommaso Tornese
• Measuring Uncertainty and Its Impact on the Economy (RePEc:baf:cbafwp:cbafwp1639)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Macroeconomic activity and risk indicators: an unstable relationship (RePEc:baf:cbafwp:cbafwp1756)
  by Angela Abbate & Massimiliano Marcellino
• Big Data Econometrics: Now Casting and Early Estimates (RePEc:baf:cbafwp:cbafwp1882)
  by Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias
• Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks (RePEc:baf:cbafwp:cbafwp21169)
  by Massimo Guidolin & Davide La Cara & Massimiliano Marcellino
• Macro Uncertainty in the Long Run (RePEc:baf:cbafwp:cbafwp22188)
  by Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese
• Blended Identification in Structural VARs (RePEc:baf:cbafwp:cbafwp23200)
  by Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese
• Bayesian nonparametric methods for macroeconomic forecasting (RePEc:baf:cbafwp:cbafwp24224)
  by Massimiliano MARCELLINO & Michael PFARRHOFER
• Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis (RePEc:bbh:wpaper:20-14)
  by Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic
• Can Machine Learning Catch the COVID-19 Recession? (RePEc:bbh:wpaper:21-01)
  by Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic
• The demand and supply of information about inflation (RePEc:bbh:wpaper:22-06)
  by Massimiliano Marcellino & Dalibor Stevanovic
• Regime Switches in the Risk-Return Trade-Off (RePEc:bca:bocawp:13-51)
  by Eric Ghysels & Pierre Guérin & Massimiliano Marcellino
• Markov-Switching Three-Pass Regression Filter (RePEc:bca:bocawp:17-13)
  by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino
• Markov-switching three-pass regression filter (RePEc:bde:wpaper:1748)
  by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino
• Large time-varying parameter VARs: a non-parametric approach (RePEc:bdi:wptemi:td_1122_17)
  by George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti
• The global component of inflation volatility (RePEc:bdi:wptemi:td_1170_18)
  by Andrea Carriero & Francesco Corsello & Massimiliano Marcellino
• The economic drivers of volatility and uncertainty (RePEc:bdi:wptemi:td_1285_20)
  by Andrea Carriero & Francesco Corsello & Massimiliano Marcellino
• Forecasting economic activity with higher frequency targeted predictors (RePEc:bdi:wptemi:td_847_12)
  by Guido Bulligan & Massimiliano Marcellino & Fabrizio Venditti
• Selecting predictors by using Bayesian model averaging in bridge models (RePEc:bdi:wptemi:td_872_12)
  by Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti
• Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility (RePEc:bdi:wptemi:td_896_13)
  by Massimiliano Marcellino & Mario Porqueddu & Fabrizio Venditti
• Some Consequences of Temporal Aggregation in Empirical Analysis (RePEc:bes:jnlbes:v:17:y:1999:i:1:p:129-36)
  by Marcellino, Massimiliano
• Macroeconomic forecasting during the Great Recession: The return of non-linearity? (RePEc:bfr:banfra:383)
  by Ferrara, L. & Marcellino, M. & Mogliani, M.
• Forecasting with Factor-Augmented Error Correction Models (RePEc:bir:birmec:09-06r)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• An Overview of the Factor-augmented Error-Correction Model (RePEc:bir:birmec:15-03)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Unknown item RePEc:bla:ecpoli:v:24:y:2009:i::p:141-184 (article)
• EUROMIND: a monthly indicator of the euro area economic conditions (RePEc:bla:jorssa:v:174:y:2011:i:2:p:439-470)
  by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti
• Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials (RePEc:bla:jorssa:v:178:y:2015:i:1:p:57-82)
  by Claudia Foroni & Massimiliano Marcellino & Christian Schumacher
• Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis (RePEc:bla:jorssa:v:178:y:2015:i:3:p:493-533)
  by Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino
• Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility (RePEc:bla:jorssa:v:178:y:2015:i:4:p:837-862)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Mixed frequency structural vector auto-regressive models (RePEc:bla:jorssa:v:179:y:2016:i:2:p:403-425)
  by Claudia Foroni & Massimiliano Marcellino
• Point, interval and density forecasts of exchange rates with time varying parameter models (RePEc:bla:jorssa:v:181:y:2018:i:1:p:155-179)
  by Angela Abbate & Massimiliano Marcellino
• Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter (RePEc:bla:jorssa:v:182:y:2019:i:1:p:69-99)
  by Christian Hepenstrick & Massimiliano Marcellino
• A similarity‐based approach for macroeconomic forecasting (RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827)
  by Y. Dendramis & G. Kapetanios & M. Marcellino
• Time‐scale transformations of discrete time processes (RePEc:bla:jtsera:v:25:y:2004:i:6:p:873-894)
  by Òscar Jordà & Massimiliano Marcellino
• Pooling‐Based Data Interpolation and Backdating (RePEc:bla:jtsera:v:28:y:2007:i:1:p:53-71)
  by Massimiliano Marcellino
• A parametric estimation method for dynamic factor models of large dimensions (RePEc:bla:jtsera:v:30:y:2009:i:2:p:208-238)
  by George Kapetanios & Massimiliano Marcellino
• Unknown item RePEc:bla:obuest:v:62:y:2000:i:4:p:533-42 (article)
• Forecast Bias and MSFE Encompassing (RePEc:bla:obuest:v:62:y:2000:i:4:p:533-542)
  by Massimiliano Marcellino
• Forecast Pooling for European Macroeconomic Variables (RePEc:bla:obuest:v:66:y:2004:i:1:p:91-112)
  by Massimiliano Marcellino
• Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area (RePEc:bla:obuest:v:66:y:2004:i:4:p:537-565)
  by Michael Artis & Massimiliano Marcellino & Tommaso Proietti
• Modelling and Forecasting Fiscal Variables for the Euro Area (RePEc:bla:obuest:v:67:y:2005:i:s1:p:755-783)
  by Carlo A. Favero & Massimiliano Marcellino
• Leading Indicators for Euro‐area Inflation and GDP Growth (RePEc:bla:obuest:v:67:y:2005:i:s1:p:785-813)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Foreword (RePEc:bla:obuest:v:70:y:2008:i:s1:p:711-714)
  by David F. Hendry & Massimiliano Marcellino & Chiara Monfardini
• Guest Editors’ Introduction to Special Issue on Encompassing (RePEc:bla:obuest:v:70:y:2008:i:s1:p:715-719)
  by David F. Hendry & Massimiliano Marcellino & Grayham E. Mizon
• Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models (RePEc:bla:obuest:v:70:y:2008:i:s1:p:867-893)
  by Massimiliano Marcellino & Barbara Rossi
• Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP (RePEc:bla:obuest:v:72:y:2010:i:4:p:518-550)
  by Massimiliano Marcellino & Christian Schumacher
• Sectoral Survey‐based Confidence Indicators for Europe (RePEc:bla:obuest:v:73:y:2011:i:2:p:175-206)
  by Andrea Carriero & Massimiliano Marcellino
• A survey of econometric methods for mixed-frequency data (RePEc:bno:worpap:2013_06)
  by Claudia Foroni & Massimiliano Marcellino
• Mixed frequency structural models: estimation, and policy analysis (RePEc:bno:worpap:2013_15)
  by Claudia Foroni & Massimiliano Marcellino
• Mixed frequency structural VARs (RePEc:bno:worpap:2014_01)
  by Claudia Foroni & Massimiliano Marcellino
• Have standard VARs remained stable since the crisis? (RePEc:bno:worpap:2014_13)
  by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Using low frequency information for predicting high frequency variables (RePEc:bno:worpap:2015_13)
  by Claudia Foroni & Pierre Guérin & Massimiliano Marcellino
• A Credibility Proxy: Tracking US Monetary Developments (RePEc:bpj:bejmac:v:12:y:2012:i:1:n:12)
  by Demertzis Maria & Marcellino Massimiliano & Viegi Nicola
• The effects of the monetary policy stance on the transmission mechanism (RePEc:bpj:sndecm:v:18:y:2014:i:3:p:20:n:2)
  by Galvao Ana Beatriz & Marcellino Massimiliano
• Path Forecast Evaluation (RePEc:cda:wpaper:131)
  by Oscar Jorda & Massimiliano Marcellino
• Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data (RePEc:cda:wpaper:273)
  by Oscar Jorda & Massimiliano Marcellino
• Time-Scale Transformations of Discrete-Time Processes (RePEc:cda:wpaper:65)
  by Oscar Jorda & Massimiliano Marcellino
• Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis (RePEc:cir:cirwor:2020s-32)
  by Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic
• Can Machine Learning Catch the COVID-19 Recession? (RePEc:cir:cirwor:2021s-09)
  by Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic
• The demand and supply of information about inflation (RePEc:cir:cirwor:2022s-27)
  by Massimiliano Marcellino & Dalibor Stevanovic
• Factor based identification-robust inference in IV regressions (RePEc:cpr:ceprdp:10390)
  by Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda
• Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs (RePEc:cpr:ceprdp:10610)
  by Marcellino, Massimiliano & Sivec, Vasja
• Structural Analysis with Multivariate Autoregressive Index Models (RePEc:cpr:ceprdp:10801)
  by Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea
• Have Standard VARs Remained Stable Since the Crisis? (RePEc:cpr:ceprdp:11558)
  by Marcellino, Massimiliano & Aastveit, Knut Are & Carriero, Andrea & Clark, Todd
• Point, interval and density forecasts of exchange rates with time-varying parameter models (RePEc:cpr:ceprdp:11559)
  by Marcellino, Massimiliano & Abbate, Angela
• Large Time-Varying Parameter VARs: A Non-Parametric Approach (RePEc:cpr:ceprdp:11560)
  by Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio
• Tax shocks with high and low uncertainty (RePEc:cpr:ceprdp:12335)
  by Marcellino, Massimiliano & Bertolotti, Fabio
• Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model (RePEc:cpr:ceprdp:12339)
  by Marcellino, Massimiliano & Foroni, Claudia & Casarin, Roberto & Ravazzolo, Francesco
• The Global Component of Inflation Volatility (RePEc:cpr:ceprdp:13470)
  by Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco
• Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:cpr:ceprdp:13970)
  by Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea
• A Similarity-based Approach for Macroeconomic Forecasting (RePEc:cpr:ceprdp:14469)
  by Marcellino, Massimiliano & Kapetanios, George & Dendramis, Yiannis
• Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis (RePEc:cpr:ceprdp:15114)
  by Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor
• Time-Varying Instrumental Variable Estimation (RePEc:cpr:ceprdp:15210)
  by Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas
• Can Machine Learning Catch the COVID-19 Recession? (RePEc:cpr:ceprdp:15867)
  by Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe
• Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (RePEc:cpr:ceprdp:15964)
  by Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea & Mertens, Elmar
• Measuring Uncertainty and Its Effects in the COVID-19 Era (RePEc:cpr:ceprdp:15965)
  by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd & Mertens, Elmar
• Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty (RePEc:cpr:ceprdp:16346)
  by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd
• Nowcasting Tail Risk to Economic Activity at a Weekly Frequency (RePEc:cpr:ceprdp:16496)
  by Marcellino, Massimiliano & Clark, Todd & Carriero, Andrea
• Macroeconomic Forecasting in a Multi-country Context (RePEc:cpr:ceprdp:16994)
  by Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
• Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:cpr:ceprdp:17461)
  by Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael
• Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions (RePEc:cpr:ceprdp:17512)
  by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
• Blended Identification in Structural VARs (RePEc:cpr:ceprdp:17640)
  by Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso
• Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty (RePEc:cpr:ceprdp:17646)
  by Hauzenberger, Niko & Huber, Florian & Marcellino, Massimiliano & Petz, Nico
• Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:cpr:ceprdp:18244)
  by Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano
• Fiscal Solvency and Fiscal Forecasting in Europe (RePEc:cpr:ceprdp:1836)
  by Artis, Michael J & Marcellino, Massimiliano
• Time Varying Three Pass Regression Filter (RePEc:cpr:ceprdp:18547)
  by Dendramis, Yiannis & Kapetanios, George & Marcellino, Massimiliano
• Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model (RePEc:cpr:ceprdp:18549)
  by Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael
• Specification Choices in Quantile Regression for Empirical Macroeconomics (RePEc:cpr:ceprdp:18901)
  by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
• Bayesian nonparametric methods for macroeconomic forecasting (RePEc:cpr:ceprdp:18970)
  by Marcellino, Massimiliano & Pfarrhofer, Michael
• Risky Oil: It's All in the Tails (RePEc:cpr:ceprdp:19129)
  by Baumeister, Christiane & Huber, Florian & Marcellino, Massimiliano
• Bayesian Neural Networks for Macroeconomic Analysis (RePEc:cpr:ceprdp:19381)
  by Hauzenberger , Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano
• Fiscal Forecasting: the Track Record of the IMF, OECD, and EC (RePEc:cpr:ceprdp:2206)
  by Artis, Michael J & Marcellino, Massimiliano
• Large Datasets, Small Models and Monetary Policy in Europe (RePEc:cpr:ceprdp:3098)
  by Favero, Carlo A. & Marcellino, Massimiliano
• Factor Forecasts for the UK (RePEc:cpr:ceprdp:3119)
  by Artis, Michael & Banerjee, Anindya & Marcellino, Massimiliano
• Factor Based Index Tracking (RePEc:cpr:ceprdp:3265)
  by Marcellino, Massimiliano & Corielli, Francesco
• Instability and Non-Linearity in the EMU (RePEc:cpr:ceprdp:3312)
  by Marcellino, Massimiliano
• Forecast Pooling for Short Time Series of Macroeconomic Variables (RePEc:cpr:ceprdp:3313)
  by Marcellino, Massimiliano
• Forecasting EMU Macroeconomic Variables (RePEc:cpr:ceprdp:3529)
  by Marcellino, Massimiliano
• Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area (RePEc:cpr:ceprdp:3635)
  by Marcellino, Massimiliano
• Dating the Euro Area Business Cycle (RePEc:cpr:ceprdp:3696)
  by Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso
• Leading Indicators for Euro Area Inflation and GDP Growth (RePEc:cpr:ceprdp:3893)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• The Transmission Mechanism in a Changing World (RePEc:cpr:ceprdp:4014)
  by Artis, Michael & Marcellino, Massimiliano & Galvão, Ana Beatriz
• Characterizing the Business Cycle for Accession Countries (RePEc:cpr:ceprdp:4457)
  by Artis, Michael & Marcellino, Massimiliano & Proietti, Tommaso
• Interpolation and Backdating with A Large Information Set (RePEc:cpr:ceprdp:4533)
  by Henry, Jerome & Marcellino, Massimiliano & Angelini, Elena
• A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series (RePEc:cpr:ceprdp:4976)
  by Stock, James & Watson, Mark & Marcellino, Massimiliano
• Leading Indicators: What Have We Learned? (RePEc:cpr:ceprdp:4977)
  by Marcellino, Massimiliano
• Factor Analysis in a New-Keynesian Model (RePEc:cpr:ceprdp:5266)
  by Farmer, Roger & Henry, Jerome & Marcellino, Massimiliano & Beyer, Andreas
• Modelling and Forecasting Fiscal Variables for the euro Area (RePEc:cpr:ceprdp:5294)
  by Favero, Carlo A. & Marcellino, Massimiliano
• Pooling-based data interpolation and backdating (RePEc:cpr:ceprdp:5295)
  by Marcellino, Massimiliano
• A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions (RePEc:cpr:ceprdp:5620)
  by Marcellino, Massimiliano & Kapetanios, George
• Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation (RePEc:cpr:ceprdp:5621)
  by Marcellino, Massimiliano & Kapetanios, George
• A Simple Benchmark for Forecasts of Growth and Inflation (RePEc:cpr:ceprdp:6012)
  by Marcellino, Massimiliano
• Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (RePEc:cpr:ceprdp:6706)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• Factor-augmented Error Correction Models (RePEc:cpr:ceprdp:6707)
  by Banerjee, Anindya & Marcellino, Massimiliano
• Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP (RePEc:cpr:ceprdp:6708)
  by Schumacher, Christian & Marcellino, Massimiliano
• A Monthly Indicator of the Euro Area GDP (RePEc:cpr:ceprdp:7007)
  by Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi
• Forecasting Exchange Rates with a Large Bayesian VAR (RePEc:cpr:ceprdp:7008)
  by Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea
• Path Forecast Evaluation (RePEc:cpr:ceprdp:7009)
  by Marcellino, Massimiliano & Jordà , Òscar
• A Measure for Credibility: Tracking US Monetary Developments (RePEc:cpr:ceprdp:7036)
  by Demertzis, Maria & Viegi, Nicola & Marcellino, Massimiliano
• Pooling versus model selection for nowcasting with many predictors: An application to German GDP (RePEc:cpr:ceprdp:7197)
  by Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir
• MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area (RePEc:cpr:ceprdp:7445)
  by Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir
• Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (RePEc:cpr:ceprdp:7446)
  by Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea
• Forecasting with Factor-augmented Error Correction Models (RePEc:cpr:ceprdp:7677)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• The Reliability of Real Time Estimates of the Euro Area Output Gap (RePEc:cpr:ceprdp:7716)
  by Marcellino, Massimiliano & Musso, Alberto
• Factor-GMM Estimation with Large Sets of Possibly Weak Instruments (RePEc:cpr:ceprdp:7726)
  by Marcellino, Massimiliano & Kapetanios, George
• The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap (RePEc:cpr:ceprdp:7763)
  by Marcellino, Massimiliano & Musso, Alberto
• Forecasting Government Bond Yields with Large Bayesian VARs (RePEc:cpr:ceprdp:7796)
  by Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea
• Empirical Simultaneous Confidence Regions for Path-Forecasts (RePEc:cpr:ceprdp:7797)
  by Marcellino, Massimiliano & Knüppel, Malte & Jordà , Òscar
• Endogenous Monetary Policy Regimes and the Great Moderation (RePEc:cpr:ceprdp:7827)
  by Marcellino, Massimiliano & Galvão, Ana Beatriz
• Markov-switching MIDAS models (RePEc:cpr:ceprdp:8234)
  by Marcellino, Massimiliano
• Bayesian VARs: Specification Choices and Forecast Accuracy (RePEc:cpr:ceprdp:8273)
  by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd
• Classical time-varying FAVAR models - Estimation, forecasting and structural analysis (RePEc:cpr:ceprdp:8321)
  by Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang
• The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR (RePEc:cpr:ceprdp:8341)
  by Marcellino, Massimiliano & Eickmeier, Sandra & Lemke, Wolfgang
• On the importance of sectoral and regional shocks for price-setting (RePEc:cpr:ceprdp:8357)
  by Hubrich, Kirstin & Marcellino, Massimiliano & Beck, Günter
• U-MIDAS: MIDAS regressions with unrestricted lag polynomials (RePEc:cpr:ceprdp:8828)
  by Schumacher, Christian & Marcellino, Massimiliano & Foroni, Claudia
• Common Drifting Volatility in Large Bayesian VARs (RePEc:cpr:ceprdp:8894)
  by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd
• Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility (RePEc:cpr:ceprdp:9312)
  by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd
• Macroeconomic forecasting during the Great Recession: The return of non-linearity? (RePEc:cpr:ceprdp:9313)
  by Marcellino, Massimiliano & Ferrara, Laurent & Mogliani, Matteo
• Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility (RePEc:cpr:ceprdp:9334)
  by Marcellino, Massimiliano & Venditti, Fabrizio & Porqueddu, Mario
• Time Variation in Macro-Financial Linkages (RePEc:cpr:ceprdp:9436)
  by Marcellino, Massimiliano & Eickmeier, Sandra & Prieto, Esteban
• Regime Switches in the Risk-Return Trade-off (RePEc:cpr:ceprdp:9698)
  by Ghysels, Eric & Marcellino, Massimiliano
• Markov-Switching Mixed-Frequency VAR Models (RePEc:cpr:ceprdp:9815)
  by Marcellino, Massimiliano & Foroni, Claudia
• No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates (RePEc:cpr:ceprdp:9848)
  by Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd
• Structural FECM: Cointegration in large-scale structural FAVAR models (RePEc:cpr:ceprdp:9858)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• The Central and Eastern European Countries and the European Union (RePEc:cup:cbooks:9780521142052)
  by None
• The Central and Eastern European Countries and the European Union (RePEc:cup:cbooks:9780521849548)
  by None
• Robust Decision Theory And The Lucas Critique (RePEc:cup:macdyn:v:6:y:2002:i:01:p:167-185_02)
  by Marcellino, Massimiliano & Salmon, Mark
• Modeling High-Frequency Foreign Exchange Data Dynamics (RePEc:cup:macdyn:v:7:y:2003:i:04:p:618-635_02)
  by Jordà, Òscar & Marcellino, Massimiliano
• Nowcasting Gdp Growth In A Small Open Economy (RePEc:cup:nierev:v:256:y:2021:i::p:127-161_7)
  by Marcellino, Massimiliano & Sivec, Vasja
• Can Machine Learning Catch The Covid-19 Recession? (RePEc:cup:nierev:v:256:y:2021:i::p:71-109_5)
  by Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor
• Interpolation and backdating with a large information set (RePEc:ecb:ecbwps:2003252)
  by Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano
• Forecasting macroeconomic variables for the new member states of the European Union (RePEc:ecb:ecbwps:2005482)
  by Marcellino, Massimiliano & Banerjee, Anindya & Masten, Igor
• Factor analysis in a New-Keynesian model (RePEc:ecb:ecbwps:2005510)
  by Beyer, Andreas & Farmer, Roger E. A. & Henry, Jérôme & Marcellino, Massimiliano
• Regional inflation dynamics within and across euro area countries and a comparison with the US (RePEc:ecb:ecbwps:2006681)
  by Hubrich, Kirstin & Marcellino, Massimiliano & Beck, Günter W.
• Econometric analyses with backdated data: unified Germany and the euro area (RePEc:ecb:ecbwps:2007752)
  by Angelini, Elena & Marcellino, Massimiliano
• Real time estimates of the euro area output gap: reliability and forecasting performance (RePEc:ecb:ecbwps:20101157)
  by Marcellino, Massimiliano & Musso, Alberto
• On the importance of sectoral and regional shocks for price-setting (RePEc:ecb:ecbwps:20111334)
  by Hubrich, Kirstin & Marcellino, Massimiliano & Beck, Günter W.
• Mixed frequency models with MA components (RePEc:ecb:ecbwps:20182206)
  by Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor
• Forecasting the Covid-19 recession and recovery: lessons from the financial crisis (RePEc:ecb:ecbwps:20202468)
  by Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor
• The financial accelerator mechanism: does frequency matter? (RePEc:ecb:ecbwps:20222637)
  by Foroni, Claudia & Gelain, Paolo & Marcellino, Massimiliano
• Testing for PPP: Should We Use Panel Methods? (RePEc:ecj:ac2002:13)
  by Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat
• Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 (RePEc:ecm:wc2000:0911)
  by Massimiliano Marcellino & Grayham E. Mizon
• Factor analysis in a model with rational expectations (RePEc:ect:emjrnl:v:11:y:2008:i:2:p:271-286)
  by Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino
• Fiscal forecasting: The track record of the IMF, OECD and EC (RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36)
  by Michael Artis & Massimiliano Marcellino
• Some cautions on the use of panel methods for integrated series of macroeconomic data (RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340)
  by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat
• Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (RePEc:eee:csdana:v:100:y:2016:i:c:p:369-382)
  by Kapetanios, George & Marcellino, Massimiliano & Papailias, Fotis
• Factor-GMM estimation with large sets of possibly weak instruments (RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675)
  by Kapetanios, George & Marcellino, Massimiliano
• Interpolation and backdating with a large information set (RePEc:eee:dyncon:v:30:y:2006:i:12:p:2693-2724)
  by Angelini, Elena & Henry, Jerome & Marcellino, Massimiliano
• Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK (RePEc:eee:ecmode:v:17:y:2000:i:3:p:387-413)
  by Marcellino, Massimiliano & Mizon, Grayham E.
• Econometric analyses with backdated data: Unified Germany and the euro area (RePEc:eee:ecmode:v:28:y:2011:i:3:p:1405-1414)
  by Angelini, Elena & Marcellino, Massimiliano
• The reliability of real-time estimates of the euro area output gap (RePEc:eee:ecmode:v:28:y:2011:i:4:p:1842-1856)
  by Marcellino, Massimiliano & Musso, Alberto
• LSM: A DSGE model for Luxembourg (RePEc:eee:ecmode:v:28:y:2011:i:6:p:2862-2872)
  by Deák, Szabolcs & Fontagné, Lionel & Maffezzoli, Marco & Marcellino, Massimiliano
• Leading Indicators (RePEc:eee:ecofch:1-16)
  by Marcellino, Massimiliano
• Cross-sectional averaging and instrumental variable estimation with many weak instruments (RePEc:eee:ecolet:v:108:y:2010:i:1:p:36-39)
  by Kapetanios, George & Marcellino, Massimiliano
• Explaining the time-varying effects of oil market shocks on US stock returns (RePEc:eee:ecolet:v:155:y:2017:i:c:p:84-88)
  by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano
• Macro uncertainty in the long run (RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000927)
  by Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso
• A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (RePEc:eee:econom:v:135:y:2006:i:1-2:p:499-526)
  by Marcellino, Massimiliano & Stock, James H. & Watson, Mark W.
• Structural analysis with Multivariate Autoregressive Index models (RePEc:eee:econom:v:192:y:2016:i:2:p:332-348)
  by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
• Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs (RePEc:eee:econom:v:193:y:2016:i:2:p:335-348)
  by Marcellino, Massimiliano & Sivec, Vasja
• Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (RePEc:eee:econom:v:212:y:2019:i:1:p:137-154)
  by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano
• Time-varying instrumental variable estimation (RePEc:eee:econom:v:224:y:2021:i:2:p:394-415)
  by Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano
• Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty (RePEc:eee:econom:v:225:y:2021:i:1:p:47-73)
  by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano
• Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (RePEc:eee:eecrev:v:47:y:2003:i:1:p:1-18)
  by Marcellino, Massimiliano & Stock, James H. & Watson, Mark W.
• Regime switches in the risk–return trade-off (RePEc:eee:empfin:v:28:y:2014:i:c:p:118-138)
  by Ghysels, Eric & Guérin, Pierre & Marcellino, Massimiliano
• Forecasting EMU macroeconomic variables (RePEc:eee:intfor:v:20:y:2004:i:2:p:359-372)
  by Marcellino, Massimliano
• Are there any reliable leading indicators for US inflation and GDP growth? (RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151)
  by Banerjee, Anindya & Marcellino, Massimiliano
• A comparison of methods for the construction of composite coincident and leading indexes for the UK (RePEc:eee:intfor:v:23:y:2007:i:2:p:219-236)
  by Carriero, Andrea & Marcellino, Massimiliano
• Forecasting exchange rates with a large Bayesian VAR (RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417)
  by Carriero, A. & Kapetanios, G. & Marcellino, M.
• MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area (RePEc:eee:intfor:v:27:y::i:2:p:529-542)
  by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian
• MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area (RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542)
  by Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian
• Empirical simultaneous prediction regions for path-forecasts (RePEc:eee:intfor:v:29:y:2013:i:3:p:456-468)
  by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
• A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates (RePEc:eee:intfor:v:30:y:2014:i:3:p:554-568)
  by Foroni, Claudia & Marcellino, Massimiliano
• Forecasting with factor-augmented error correction models (RePEc:eee:intfor:v:30:y:2014:i:3:p:589-612)
  by Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor
• Forecasting economic activity with targeted predictors (RePEc:eee:intfor:v:31:y:2015:i:1:p:188-206)
  by Bulligan, Guido & Marcellino, Massimiliano & Venditti, Fabrizio
• Macroeconomic forecasting during the Great Recession: The return of non-linearity? (RePEc:eee:intfor:v:31:y:2015:i:3:p:664-679)
  by Ferrara, Laurent & Marcellino, Massimiliano & Mogliani, Matteo
• Markov-switching mixed-frequency VAR models (RePEc:eee:intfor:v:31:y:2015:i:3:p:692-711)
  by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano
• EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries (RePEc:eee:intfor:v:31:y:2015:i:3:p:712-738)
  by Grassi, Stefano & Proietti, Tommaso & Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gianluigi
• Using low frequency information for predicting high frequency variables (RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787)
  by Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano
• Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis (RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612)
  by Foroni, Claudia & Marcellino, Massimiliano & Stevanovic, Dalibor
• Factor based index tracking (RePEc:eee:jbfina:v:30:y:2006:i:8:p:2215-2233)
  by Corielli, Francesco & Marcellino, Massimiliano
• Forecasting government bond yields with large Bayesian vector autoregressions (RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047)
  by Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano
• The multiscale causal dynamics of foreign exchange markets (RePEc:eee:jimfin:v:33:y:2013:i:c:p:282-305)
  by Bekiros, Stelios & Marcellino, Massimiliano
• Some stylized facts on non-systematic fiscal policy in the Euro area (RePEc:eee:jmacro:v:28:y:2006:i:3:p:461-479)
  by Marcellino, Massimiliano
• A macroeconometric model for the Euro economy (RePEc:eee:jpolmo:v:29:y:2007:i:1:p:1-13)
  by Dreger, Christian & Marcellino, Massimiliano
• Blended identification in structural VARs (RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000345)
  by Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso
• Linear aggregation with common trends and cycles (RePEc:eee:reecon:v:54:y:2000:i:2:p:117-131)
  by Marcellino, Massimiliano
• Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US (RePEc:ekd:002836:283600037)
  by Kirstin Hubrich & Guenter Beck & Massimiliano Marcellino
• An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis (RePEc:ekd:004912:5302)
  by Yuliya Rychalovska & Massimiliano Marcellino (EUI)
• Bayesian nonparametric methods for macroeconomic forecasting (RePEc:elg:eechap:22222_5)
  by Massimiliano Marcellino & Michael Pfarrhofer
• Unknown item RePEc:eme:aeco11:s0731-9053(1999)0000013009 (chapter)
• Unknown item RePEc:eme:aeco11:s0731-9053(2013)0000031007 (chapter)
• Unknown item RePEc:eme:aeco11:s0731-905320150000035001 (chapter)
• Temporal Disaggregation, Missing Observations, Outliers, And Forecasting (RePEc:eme:aecozz:s0731-9053(1999)0000013009)
  by Massimiliano Marcellino
• Mixed-Frequency Vector Autoregressive Models☆This views expressed herein are solely those of the authors and do not necessarily reflect the views of the Norges Bank. The usual disclaimers apply (RePEc:eme:aecozz:s0731-9053(2013)0000031007)
  by Claudia Foroni & Eric Ghysels & Massimiliano Marcellino
• An Overview of the Factor-augmented Error-Correction Model (RePEc:eme:aecozz:s0731-905320150000035001)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Unknown item RePEc:eme:cea111:s0573-8555(05)76006-5 (chapter)
• Non-linearity and Instability in the Euro Area (RePEc:eme:ceazzz:s0573-8555(05)76006-5)
  by Massimiliano Marcellino
• Unknown item RePEc:eme:feg111:s1574-8715(07)00204-7 (chapter)
• Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (RePEc:eme:fegzzz:s1574-8715(07)00204-7)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data (RePEc:eui:euiwps:eco2000/20)
  by Banerjee, A. & Marcellino, M. & Osbat, C.
• Factor Forecasts for the UK (RePEc:eui:euiwps:eco2001/15)
  by Michael ARTIS & Anindya BANERJEE & Massimiliano MARCELLINO
• Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? (RePEc:eui:euiwps:eco2002/21)
  by Anindya BANERJEE & Massimiliano MARCELLINO
• Dating the Euro Area Business Cycle (RePEc:eui:euiwps:eco2002/24)
  by Michael ARTIS & Massimiliano MARCELLINO & Tommaso PROIETTI
• The transmission mechanism in a changing world (RePEc:eui:euiwps:eco2003/18)
  by Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO
• Forecasting Euro-Area Variables with German Pre-EMU Data (RePEc:eui:euiwps:eco2006/30)
  by Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino
• Factor-augmented Error Correction Models (RePEc:eui:euiwps:eco2008/15)
  by Anindya Banerjee & Massimiliano Marcellino
• Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP (RePEc:eui:euiwps:eco2008/16)
  by Massimiliano Marcellino & Christian Schumacher
• Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (RePEc:eui:euiwps:eco2008/17)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• A Monthly Indicator of the Euro Area GDP (RePEc:eui:euiwps:eco2008/32)
  by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti
• Forecasting Exchange Rates with a Large Bayesian VAR (RePEc:eui:euiwps:eco2008/33)
  by A. Carriero & G. Kapetanios & M. Marcellino
• Path Forecast Evaluation (RePEc:eui:euiwps:eco2008/34)
  by Òscar Jordà & Massimiliano Marcellino
• A Measure for Credibility: Tracking US Monetary Developments (RePEc:eui:euiwps:eco2008/38)
  by Maria Demertzis & Massimiliano Marcellino & Nicola Viegi
• Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP (RePEc:eui:euiwps:eco2009/13)
  by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher
• Survey Data as Coicident or Leading Indicators (RePEc:eui:euiwps:eco2009/19)
  by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti
• Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (RePEc:eui:euiwps:eco2009/31)
  by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
• MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area (RePEc:eui:euiwps:eco2009/32)
  by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher
• the Reliability of Real Time Estimates of the EURO Area Output Gap (RePEc:eui:euiwps:eco2010/06)
  by Massimiliano Marcellino & Alberto Musso
• Endogenous Monetary Policy Regimes and the Great Moderation (RePEc:eui:euiwps:eco2010/22)
  by Ana Beatriz Galvao & Massimiliano Marcellino
• The Multiscale Causal Dynamics of Foreign Exchange Markets (RePEc:eui:euiwps:eco2011/23)
  by Stelios Bekiros & Massimiliano Marcellino
• A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables (RePEc:eui:euiwps:eco2012/07)
  by Claudia FORONI & Massimiliano MARCELLINO
• Common Drifting Volatility in Large Bayesian VARs (RePEc:eui:euiwps:eco2012/08)
  by Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO
• A survey of econometric methods for mixed-frequency data (RePEc:eui:euiwps:eco2013/02)
  by Claudia Foroni & Massimiliano Marcellino
• Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures (RePEc:eui:euiwps:eco97/30)
  by Marcellino, M.
• Fiscal Solvency and Fiscal Forecasting in Europe (RePEc:eui:euiwps:eco98/2)
  by Artis, M. & Marcellino, M.
• Fiscal Forecasting: the Track Record of the IMF, OECD and EC (RePEc:eui:euiwps:eco99/22)
  by Artis, M. & Marcellino, M.
• Bayesian VARs: specification choices and forecast accuracy (RePEc:fip:fedcwp:1112)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Common drifting volatility in large Bayesian VARs (RePEc:fip:fedcwp:1206)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility (RePEc:fip:fedcwp:1227)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Have Standard VARs Remained Stable since the Crisis? (RePEc:fip:fedcwp:1411)
  by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Large Vector Autoregressions with Stochastic Volatility and Flexible Priors (RePEc:fip:fedcwp:1617)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Measuring Uncertainty and Its Impact on the Economy (RePEc:fip:fedcwp:1622)
  by Andrea Carriero & Todd E. Clark & Marcellino Massimiliano
• Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:fip:fedcwp:1803)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Endogenous Uncertainty (RePEc:fip:fedcwp:1805)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (RePEc:fip:fedcwq:180301)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions (RePEc:fip:fedcwq:87375)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Nowcasting Tail Risks to Economic Activity with Many Indicators (RePEc:fip:fedcwq:87955)
  by Andrea Carriero & Todd E. Clark & Marcellino Massimiliano
• No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates (RePEc:fip:fedcwq:88748)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Measuring Uncertainty and Its Effects in the COVID-19 Era (RePEc:fip:fedcwq:88976)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens
• Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (RePEc:fip:fedcwq:89757)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens
• Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:fip:fedcwq:90366)
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
• Forecasting with Shadow-Rate VARs (RePEc:fip:fedcwq:91780)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens
• Macroeconomic Forecasting in a Multi-country Context (RePEc:fip:fedcwq:93660)
  by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:fip:fedcwq:93787)
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino
• Specification Choices in Quantile Regression for Empirical Macroeconomics (RePEc:fip:fedcwq:94690)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• The financial accelerator mechanism: does frequency matter? (RePEc:fip:fedcwq:94980)
  by Claudia Foroni & Paolo Gelain & Massimiliano Marcellino
• Empirical simultaneous prediction regions for path-forecasts (RePEc:fip:fedfwp:2012-05)
  by Òscar Jordà & Malte Knuppel & Massimiliano Marcellino
• Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data (RePEc:fth:caldec:00-02)
  by Oscar Jorda & Massimiliano Marcellino
• Public Capital and Economic Performance: Evidence from Italy (RePEc:gde:journl:gde_v59_n2_p221-244)
  by Federico Bonaglia & Eliana La Ferrara & Massimiliano Marcellino
• LSM: A DSGE Model for Luxembourg (RePEc:hal:cesptp:hal-00639888)
  by Szabolcs Deak & Lionel Fontagné & Massimiliano Marcellino & Marco Maffezzoli
• LSM: A DSGE Model for Luxembourg (RePEc:hal:journl:hal-00639888)
  by Szabolcs Deak & Lionel Fontagné & Massimiliano Marcellino & Marco Maffezzoli
• Macroeconomic forecasting during the Great Recession: the return of non-linearity? (RePEc:hal:journl:hal-01635951)
  by Laurent Ferrara & Massimiliano Marcellino & Matteo Mogliani
• LSM: A DSGE Model for Luxembourg (RePEc:hal:pseptp:hal-00639888)
  by Szabolcs Deak & Lionel Fontagné & Massimiliano Marcellino & Marco Maffezzoli
• Unknown item RePEc:hum:wpaper:sfb649dp2006-065 (paper)
• A daily indicator of economic growth for the euro area (RePEc:ids:ijcome:v:7:y:2017:i:1/2:p:43-63)
  by Valentina Aprigliano & Claudia Foroni & Massimiliano Marcellino & Gianluigi Mazzi & Fabrizio Venditti
• Ex Post and Ex Ante Analysis of Provisional Data (RePEc:igi:igierp:141)
  by Giampiero M. Gallo & Massimiliano Marcellino
• Fiscal Solvency and Fiscal Forecasting in Europe (RePEc:igi:igierp:142)
  by Michael Artis & Massimiliano Marcellino
• Further Results on MSFE Encompassing (RePEc:igi:igierp:143)
  by Massimiliano Marcellino
• Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK (RePEc:igi:igierp:145)
  by Massimiliano Marcellino & Grayham E. Mizon
• Model Selection for Non-Linear Dynamic Models (RePEc:igi:igierp:159)
  by Massimiliano Marcellino
• Linear Aggregation with Common Trends and Cycles (RePEc:igi:igierp:160)
  by Massimiliano Marcellino
• Public Capital and Economic Performance: Evidence from Italy (RePEc:igi:igierp:163)
  by Federico Bonaglia & Eliana La Ferrara & Massimiliano Marcellino
• Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data (RePEc:igi:igierp:164)
  by Massimiliano Marcellino & Oscar Jorda
• Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data (RePEc:igi:igierp:170)
  by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat
• TFP, Costs, and Public Infrastructure: An Equivocal Relationship (RePEc:igi:igierp:176)
  by Eliana La Ferrara & Massimiliano Marcellino
• A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market (RePEc:igi:igierp:185)
  by Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon
• Testing for PPP: Should We Use Panel Methods? (RePEc:igi:igierp:186)
  by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat
• Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 (RePEc:igi:igierp:188)
  by Massimiliano Marcellino & Grayham E. Mizon
• Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information (RePEc:igi:igierp:201)
  by Massimiliano Marcellino & James H. Stock & Mark W. Watson
• Factor forecasts for the UK (RePEc:igi:igierp:203)
  by Michael Artis & Anindya Banerjee & Massimiliano Marcellino
• Large Datasets, Small Models and Monetary Policy in Europe (RePEc:igi:igierp:208)
  by Carlo A. Favero & Massimiliano Marcellino
• Factor Based Index Trading (RePEc:igi:igierp:209)
  by Francesco Corielli & Massimiliano Marcellino
• Instability and non-linearity in the EMU (RePEc:igi:igierp:211)
  by Massimiliano Marcellino
• Forecast pooling for short time series of macroeconomic variables (RePEc:igi:igierp:212)
  by Massimiliano Marcellino
• Forecasting EMU macroeconomic variables (RePEc:igi:igierp:216)
  by Massimiliano Marcellino
• Principal components at work: The empirical analysis of monetary policy with large datasets (RePEc:igi:igierp:223)
  by Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia
• Some stylized facts on non-systematic fiscal policy in the Euro area (RePEc:igi:igierp:225)
  by Massimiliano Marcellino
• Leading Indicators for Euro-area Inflation and GDP Growth (RePEc:igi:igierp:235)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? (RePEc:igi:igierp:236)
  by Anindya Banerjee & Massimiliano Marcellino
• Dating the Euro Area Business Cycle (RePEc:igi:igierp:237)
  by Michael Artis & Massimiliano Marcellino & Tommaso Proietti
• Forecasting Macroeconomic Variables for the Acceding Countries (RePEc:igi:igierp:260)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Characterising the Business Cycle for Accession Countries (RePEc:igi:igierp:261)
  by Michael Artis & Massimiliano Marcellino & Tommaso Proietti
• A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series (RePEc:igi:igierp:285)
  by Massimiliano Marcellino & James Stock & Mark Watson
• Leading Indicators: What Have We Learned? (RePEc:igi:igierp:286)
  by Massimiliano Marcellino
• Modelling and Forecasting Fiscal Variables for the Euro Area (RePEc:igi:igierp:298)
  by Carlo Favero & Massimiliano Marcellino
• Pooling-based Data Interpolation and Backdating (RePEc:igi:igierp:299)
  by Massimiliano Marcellino
• The Role of Search Frictions and Bargaining for Inflation Dynamics (RePEc:igi:igierp:305)
  by Massimiliano Marcellino & George Kapetanios
• Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation (RePEc:igi:igierp:306)
  by Massimiliano Marcellino & George Kapetanios
• Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes (RePEc:igi:igierp:319)
  by Andrea Carriero & Massimiliano Marcellino
• Sectoral Survey-based Confidence Indicators for Europe (RePEc:igi:igierp:320)
  by Andrea Carriero & Massimiliano Marcellino
• Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 (RePEc:igi:igierp:333)
  by Massimiliano Marcellino & Christian Schumacher
• Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (RePEc:igi:igierp:334)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Factor-augmented Error Correction Models (RePEc:igi:igierp:335)
  by Anindya Banerjee & Massimiliano Marcellino
• The banking and distribution sectors in a small open economy DSGE Model (RePEc:igi:igierp:454)
  by Szabolcs Deák & Lionel Fontagné & Marco Maffezzoli & Massimiliano Marcellino
• A Shrinkage Instrumental Variable Estimator for Large Datasets (RePEc:igi:igierp:558)
  by A. Carriero & G. Kapetanios & M. Marcellino
• Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns (RePEc:igi:igierp:597)
  by Claudia Foroni & Pierre Guérin & Massimiliano Marcellino
• Survey Data as Coincident or Leading Indicators (RePEc:itt:wpaper:wp2009-3)
  by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti
• Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 (RePEc:jae:japmet:v:16:y:2001:i:3:p:359-370)
  by Massimiliano Marcellino & Grayham E. Mizon
• Principal components at work: the empirical analysis of monetary policy with large data sets (RePEc:jae:japmet:v:20:y:2005:i:5:p:603-620)
  by Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia
• The transmission mechanism in a changing world (RePEc:jae:japmet:v:22:y:2007:i:1:p:39-61)
  by Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino
• Path forecast evaluation (RePEc:jae:japmet:v:25:y:2010:i:4:p:635-662)
  by Òscar Jordà & Massimiliano Marcellino
• A linear benchmark for forecasting GDP growth and inflation? (RePEc:jof:jforec:v:27:y:2008:i:4:p:305-340)
  by Massimiliano Marcellino
• Forecasting euro area variables with German pre-EMU data (RePEc:jof:jforec:v:27:y:2008:i:6:p:465-481)
  by Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino
• Introduction to advances in business cycle analysis and forecasting (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:1-5)
  by Massimiliano Marcellino & Gian Luigi Mazzi
• Survey data as coincident or leading indicators (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:109-131)
  by Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti
• Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors (RePEc:msh:ebswps:2023-13)
  by Yu Bai & Massimiliano Marcellino & George Kapetanios
• Factor Analysis in a Model with Rational Expectations (RePEc:nbr:nberwo:13404)
  by Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino
• Risky Oil: It's All in the Tails (RePEc:nbr:nberwo:32524)
  by Christiane Baumeister & Florian Huber & Massimiliano Marcellino
• Business Cycles in the New EU Member Countries and their Conformity with the Euro Area (RePEc:oec:stdkaa:5km7v183wfr5)
  by Michael Artis & Massimiliano Marcellino & Tommaso Proietti
• Regional inflation dynamics within and across euro area countries and a comparison with the United States
  [‘On the relevance and nature of regional inflation differentials: The case of Spain’, Banc (RePEc:oup:ecpoli:v:24:y:2009:i:57:p:142-184.)
  by Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino
• A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions (RePEc:qmw:qmwecw:489)
  by George Kapetanios & Massimiliano Marcellino
• Factor-GMM Estimation with Large Sets of Possibly Weak Instruments (RePEc:qmw:qmwecw:577)
  by George Kapetanios & Massimiliano Marcellino
• A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK (RePEc:qmw:qmwecw:590)
  by Andrea Carriero & Massimiliano Marcellino
• Forecasting Large Datasets with Reduced Rank Multivariate Models (RePEc:qmw:qmwecw:617)
  by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
• A Shrinkage Instrumental Variable Estimator for Large Datasets (RePEc:qmw:qmwecw:626)
  by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
• Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments (RePEc:qmw:qmwecw:627)
  by George Kapetanios & Massimiliano Marcellino
• Forecasting Exchange Rates with a Large Bayesian VAR (RePEc:qmw:qmwecw:634)
  by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
• Forecasting with Dynamic Models using Shrinkage-based Estimation (RePEc:qmw:qmwecw:635)
  by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
• Forecasting Government Bond Yields with Large Bayesian VARs (RePEc:qmw:qmwecw:662)
  by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
• Large Vector Autoregressions with Asymmetric Priors (RePEc:qmw:qmwecw:759)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Time-Varying Instrumental Variable Estimation (RePEc:qmw:qmwecw:911)
  by Luidas Giraitis & George Kapetanios & Massimiliano Marcellino
• Unknown item RePEc:qmw:qmwecw:wp489 (paper)
• Unknown item RePEc:qmw:qmwecw:wp577 (paper)
• Unknown item RePEc:qmw:qmwecw:wp590 (paper)
• Unknown item RePEc:qmw:qmwecw:wp617 (paper)
• Unknown item RePEc:qmw:qmwecw:wp626 (paper)
• Unknown item RePEc:qmw:qmwecw:wp627 (paper)
• Unknown item RePEc:qmw:qmwecw:wp634 (paper)
• Unknown item RePEc:qmw:qmwecw:wp635 (paper)
• Unknown item RePEc:qmw:qmwecw:wp662 (paper)
• Unknown item RePEc:qmw:qmwecw:wp759 (paper)
• A Shrinkage Instrumental Variable Estimator For Large Datasets (RePEc:ris:actuec:0113)
  by Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano
• Forecasting with Factor-augmented Error Correction Models (RePEc:rsc:rsceui:2009/32)
  by Igor Masten & Massimiliano Marcellino & Anindya Banerjeey
• An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis (RePEc:rsc:rsceui:2012/34)
  by Massimiliano Marcellino & Yuliya Rychalovska
• The banking and distribution sectors in a small open economy DSGE Model (RePEc:rsc:rsceui:2012/53)
  by Szabolcs Deák & Lionel Fontagné & Marco Maffezzoli & Massimiliano Marcellino
• EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries (RePEc:rtv:ceisrp:287)
  by Cecilia Frale & Stefano Grassi & Massimiliano Marcellino & Gianluigi Mazzi & Tommaso Proietti
• interpolation with a large information set (RePEc:sce:scecf2:72)
  by Angelini, Henry, Marcellino
• Regional Inflation Dynamics within and across Euro Area and a Comparison with the US (RePEc:sce:scecfa:338)
  by Guenter Beck & Massimiliano Marcellino
• Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter (RePEc:snb:snbwpa:2016-04)
  by Dr. Christian Hepenstrick & Massimiliano Marcellino
• A Markov-switching vector equilibrium correction model of the UK labour market (RePEc:spr:empeco:v:27:y:2002:i:2:p:233-254)
  by Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig
• Testing for PPP: Should we use panel methods? (RePEc:spr:empeco:v:30:y:2005:i:1:p:77-91)
  by Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat
• Forecasting economic activity by Bayesian bridge model averaging (RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1199-9)
  by Lorenzo Bencivelli & Massimiliano Marcellino & Gianluca Moretti
• Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:str:wpaper:2307)
  by Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
• Markov-Switching MIDAS Models (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:45-56)
  by Pierre Guérin & Massimiliano Marcellino
• Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility (RePEc:taf:jnlbes:v:34:y:2016:i:1:p:118-127)
  by Massimiliano Marcellino & Mario Porqueddu & Fabrizio Venditti
• Common Drifting Volatility in Large Bayesian VARs (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Markov-Switching Three-Pass Regression Filter (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:285-302)
  by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino
• Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model (RePEc:taf:jnlbes:v:42:y:2024:i:4:p:1302-1317)
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
• Measuring Uncertainty and Its Impact on the Economy (RePEc:tpr:restat:v:100:y:2018:i:5:p:799-815)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (RePEc:tpr:restat:v:106:y:2024:i:5:p:1403-1417)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens
• EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro (RePEc:ukc:ukcedp:1406)
  by Stefano Grassi & Tommaso Proietti & Cecilia Frale & Massimiliano Marcellino & Gianluigi Mazzi
• Tail Forecasting With Multivariate Bayesian Additive Regression Trees (RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022)
  by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
• Forecasting large datasets with Bayesian reduced rank multivariate models (RePEc:wly:japmet:v:26:y:2011:i:5:p:735-761)
  by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
• Pooling Versus Model Selection For Nowcasting Gdp With Many Predictors: Empirical Evidence For Six Industrialized Countries (RePEc:wly:japmet:v:28:y:2013:i:3:p:392-411)
  by Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher
• Mixed‐Frequency Structural Models: Identification, Estimation, And Policy Analysis (RePEc:wly:japmet:v:29:y:2014:i:7:p:1118-1144)
  by Claudia Foroni & Massimiliano Marcellino
• Bayesian VARs: Specification Choices and Forecast Accuracy (RePEc:wly:japmet:v:30:y:2015:i:1:p:46-73)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Factor‐Based Identification‐Robust Interference in IV Regressions (RePEc:wly:japmet:v:31:y:2016:i:5:p:821-842)
  by Georges Kapetanios & Lynda Khalaf & Massimiliano Marcellino
• Time Variation in Macro‐Financial Linkages (RePEc:wly:japmet:v:31:y:2016:i:7:p:1215-1233)
  by Esteban Prieto & Sandra Eickmeier & Massimiliano Marcellino
• On the Importance of Sectoral and Regional Shocks for Price‐Setting (RePEc:wly:japmet:v:31:y:2016:i:7:p:1234-1253)
  by Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino
• Have Standard VARS Remained Stable Since the Crisis? (RePEc:wly:japmet:v:32:y:2017:i:5:p:931-951)
  by Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Structural FECM: Cointegration in large‐scale structural FAVAR models (RePEc:wly:japmet:v:32:y:2017:i:6:p:1069-1086)
  by Anindya Banerjee & Massimiliano Marcellino & Igor Masten
• Mixed‐frequency models with moving‐average components (RePEc:wly:japmet:v:34:y:2019:i:5:p:688-706)
  by Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic
• Tax shocks with high and low uncertainty (RePEc:wly:japmet:v:34:y:2019:i:6:p:972-993)
  by Fabio Bertolotti & Massimiliano Marcellino
• Large time‐varying parameter VARs: A nonparametric approach (RePEc:wly:japmet:v:34:y:2019:i:7:p:1027-1049)
  by George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti
• Assessing international commonality in macroeconomic uncertainty and its effects (RePEc:wly:japmet:v:35:y:2020:i:3:p:273-293)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• No‐arbitrage priors, drifting volatilities, and the term structure of interest rates (RePEc:wly:japmet:v:36:y:2021:i:5:p:495-516)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• The global component of inflation volatility (RePEc:wly:japmet:v:37:y:2022:i:4:p:700-721)
  by Andrea Carriero & Francesco Corsello & Massimiliano Marcellino
• Nowcasting tail risk to economic activity at a weekly frequency (RePEc:wly:japmet:v:37:y:2022:i:5:p:843-866)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Macroeconomic forecasting in a multi‐country context (RePEc:wly:japmet:v:37:y:2022:i:6:p:1230-1255)
  by Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union (RePEc:wly:jforec:v:33:y:2014:i:5:p:315-338)
  by Massimiliano Marcellino & Yuliya Rychalovska
• The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR (RePEc:wly:jmoncb:v:48:y:2016:i:4:p:573-601)
  by Angela Abbate & Sandra Eickmeier & Wolfgang Lemke & Massimiliano Marcellino
• Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions (RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1099-1127)
  by Andrea Carriero & Todd E. Clark & Massimiliano Marcellino
• Characterising the Business Cycle for Accession Countries (RePEc:wpa:wuwpem:0403006)
  by Michael Artis & Massimiliano Marcellino & Tommaso Proietti
• Unknown item RePEc:wrk:wrkemf:17 (paper)
• Empirical simultaneous confidence regions for path-forecasts (RePEc:zbw:bubdp1:201006)
  by Jordà, Òscar & Knüppel, Malte & Marcellino, Massimiliano
• Classical time-varying FAVAR models - estimation, forecasting and structural analysis (RePEc:zbw:bubdp1:201104)
  by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano
• The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR (RePEc:zbw:bubdp1:201105)
  by Eickmeier, Sandra & Lemke, Wolfgang & Marcellino, Massimiliano
• U-MIDAS: MIDAS regressions with unrestricted lag polynomials (RePEc:zbw:bubdp1:201135)
  by Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian
• Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP (RePEc:zbw:bubdp1:7034)
  by Marcellino, Massimiliano & Schumacher, Christian
• Pooling versus model selection for nowcasting with many predictors: an application to German GDP (RePEc:zbw:bubdp1:7572)
  by Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian
• MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area (RePEc:zbw:bubdp1:7576)
  by Kuzin, Vladimir N. & Marcellino, Massimiliano & Schumacher, Christian
• Mixed frequency models with MA components (RePEc:zbw:bubdps:022018)
  by Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor
• Time variation in macro-financial linkages (RePEc:zbw:bubdps:132013)
  by Prieto, Esteban & Eickmeier, Sandra & Marcellino, Massimiliano
• Addressing COVID-19 outliers in BVARs with stochastic volatility (RePEc:zbw:bubdps:132022)
  by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar
• Shadow-rate VARs (RePEc:zbw:bubdps:142023)
  by Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar
• Point, interval and density forecasts of exchange rates with time-varying parameter models (RePEc:zbw:bubdps:192016)
  by Abbate, Angela & Marcellino, Massimiliano
• Regional inflation dynamics within and across euro area countries and a comparison with the US (RePEc:zbw:cfswop:200701)
  by Beck, Günter W. & Hubrich, Kirstin & Marcellino, Massimiliano
• On the importance of sectoral shocks for price-setting (RePEc:zbw:cfswop:200932)
  by Beck, Guenter W. & Hubrich, Kirstin & Marcellino, Massimiliano
• On the importance of sectoral and regional shocks for price setting (RePEc:zbw:imfswp:63)
  by Beck, Guenter W. & Hubrich, Kirstin & Marcellino, Massimiliano
• Forecasting euro-area variables with German pre-EMU data (RePEc:zbw:sfb649:sfb649dp2006-065)
  by Brüggemann, Ralf & Lütkepohl, Helmut & Marcellino, Massimiliano