Marta Banbura
Names
first:
Marta
last:
Banbura
Contact
email:
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Affiliations
European Central Bank
website location: Frankfurt am Main, Germany
Research profile
author of:
Bayesian VARs with Large Panels by Banbura, Marta Giannone, Domenico Reichlin, Lucrezia
Large Bayesian VARs by Martha Banbura Domenico Giannone Lucrezia Reichlin
Large Bayesian vector auto regressions by Marta Banbura Domenico Giannone Lucrezia Reichlin
Nowcasting by Banbura, Marta Giannone, Domenico Reichlin, Lucrezia
Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data by Bańbura, Marta Modugno, Michele
Nowcasting by Martha Banbura Domenico Giannone Lucrezia Reichlin
Estimating and forecasting the euro area monthly national accounts from a dynamic factor model by Elena Angelini Marta Banbura Gerhard Rünstler
Large Bayesian vector auto regressions by Domenico Giannone Martha Banbura Lucrezia Reichlin
Nowcasting by Giannone, Domenico Reichlin, Lucrezia Bańbura, Marta
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP by Banbura, Marta Rünstler, Gerhard
Now-Casting and the Real-Time Data Flow by Martha Banbura Domenico Giannone Michèle Modugno Lucrezia Reichlin
Now-casting and the real-time data flow by Banbura, Marta Giannone, Domenico Modugno, Michele Reichlin, Lucrezia
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP by Bańbura, Marta Rünstler, Gerhard
Large Bayesian VARs by Marta Bańbura
Nowcasting with Daily Data by Michele Modugno Lucrezia Reichlin Domenico Giannone Marta Banbura
Now-casting and the real-time data flow by Giannone, Domenico Reichlin, Lucrezia Bańbura, Marta Modugno, Michele
Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections by Martha Banbura Domenico Giannone Michèle Lenza
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections by Banbura, Marta Giannone, Domenico Lenza, Michele
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections by Giannone, Domenico Bańbura, Marta Lenza, Michele
MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA by Marta Bańbura Michele Modugno
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections by Bańbura, Marta Giannone, Domenico Lenza, Michele
Large Bayesian VARs by Giannone, Domenico Reichlin, Lucrezia Bańbura, Marta
A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP by Rünstler, Gerhard Bańbura, Marta
Estimating and forecasting the euro area monthly national accounts from a dynamic factor model by Angelini, Elena Rünstler, Gerhard Bańbura, Marta
Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean by Marta Banbura Andries van Vlodrop
Business investment in EU countries by 21 authors Bańbura, Marta Albani, Maria Ambrocio, Gene Bursian, Dirk Buss, Ginters de Winter, Jasper Gavura, Miroslav Giordano, Claire Júlio, Paulo Le Roux, Julien Lozej, Matija Malthe-Thagaard, Sune Maria, José R. Martínez Carrascal, Carmen Meinen, Philipp Michail, Nektarios Papageorgiou, Dimitris Pool, Sebastian Ravnik, Rafael San Juan del Peso, Lucio Tóth, Máté Zevi, Giordano