Access Statistics for Massimiliano Marcellino

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 6 11 40 174 15 23 82 332
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 5 14 34 140 8 24 82 364
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 12 29 85 528 49 92 201 919
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 6 13 87 2 15 38 134
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 0 6 13 80 343
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 8 24 76 330 18 47 165 850
A Measure for Credibility: Tracking US Monetary Developments 0 2 22 22 0 3 38 38
A Measure for Credibility: Tracking US Monetary Developments 1 10 29 45 3 18 75 86
A Measure for Credibility: Tracking US Monetary Developments 0 2 4 4 4 13 25 25
A Monthly Indicator of the Euro Area GDP 4 9 31 31 10 25 67 67
A Monthly Indicator of the Euro Area GDP 6 13 97 97 10 24 128 128
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 7 11 37 129 13 29 113 358
A Shrinkage Instrumental Variable Estimator for Large Datasets 1 2 17 61 1 5 36 88
A Simple Benchmark for Forecasts of Growth and Inflation 0 2 25 134 5 16 78 314
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 3 10 54 287 8 40 154 1,081
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 1 3 13 277 2 6 31 878
Characterising the Business Cycle for Accession Countries 5 8 22 227 8 14 38 442
Characterising the Business Cycle for Accession Countries 3 7 15 132 4 13 39 308
Characterizing the Business Cycle for Accession Countries 2 3 15 106 6 10 35 298
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 1 2 8 39 3 10 48 94
Dating the Euro Area Business Cycle 4 16 42 288 6 23 76 669
Dating the Euro Area Business Cycle 3 11 29 211 8 23 65 643
Dating the Euro Area Business Cycle 5 18 37 232 13 34 86 722
Econometric analyses with backdated data - unified Germany and the euro area 0 1 7 34 2 8 30 140
Ex Post and Ex Ante Analysis of Provisional Data 2 4 16 167 12 29 118 1,383
Factor Analysis in a Model with Rational Expectations 2 7 18 80 2 14 45 156
Factor Analysis in a New-Keynesian Model 0 2 15 77 7 19 82 279
Factor Based Index Tracking 7 16 53 426 14 32 106 881
Factor Based Index Trading 5 8 34 378 9 24 92 1,076
Factor Forecasts for the UK 0 0 7 132 3 9 27 362
Factor Forecasts for the UK 3 9 30 151 7 18 58 387
Factor analysis in a New-Keynesian model 0 1 13 169 2 5 29 414
Factor forecasts for the UK 1 4 15 115 5 12 39 386
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 3 13 35 111 5 21 71 206
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 2 6 26 69 4 14 58 169
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 1 3 9 19 5 12 29 70
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 4 8 24 57 15 30 75 158
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 1 1 9 24 4 9 37 82
Factor-augmented Error Correction Models 2 4 27 50 3 13 45 102
Factor-augmented Error Correction Models 2 8 32 88 5 21 90 178
Factor-augmented Error Correction Models 0 6 34 109 0 16 80 203
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 2 9 40 205
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 5 22 117 3 10 50 372
Fiscal Solvency and Fiscal Forecasting in Europe 1 7 19 207 3 13 41 555
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 3 7 22 143
Fiscal Solvency and Fiscal Forecasting in Europe 0 1 14 133 2 9 32 452
Forecast Pooling for Short Time Series of Macroeconomic Variables 2 2 19 243 10 21 85 745
Forecast pooling for short time series of macroeconomic variables 5 11 40 301 11 34 111 1,020
Forecasting EMU Macroeconomic Variables 0 2 16 273 2 24 153 1,722
Forecasting EMU macroeconomic variables 0 3 27 257 5 37 264 1,429
Forecasting Euro-Area Variables with German Pre-EMU Data 0 1 9 33 0 4 28 104
Forecasting Euro-Area Variables with German Pre-EMU Data 1 2 8 37 3 12 55 209
Forecasting Exchange Rates with a Large Bayesian VAR 3 7 30 30 7 24 54 54
Forecasting Exchange Rates with a Large Bayesian VAR 7 25 71 125 16 44 134 173
Forecasting Exchange Rates with a Large Bayesian VAR 1 15 82 82 6 29 133 133
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 8 30 30 30 5 15 15 15
Forecasting Large Datasets with Reduced Rank Multivariate Models 1 3 20 100 6 14 56 174
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 1 7 32 110 5 32 129 328
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 1 1 15 56 8 25 106 253
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 1 2 23 33 6 15 71 105
Forecasting Macroeconomic Variables for the Acceding Countries 1 3 7 84 4 15 45 372
Forecasting macroeconomic variables for the new member states of the European Union 0 3 23 134 4 29 158 488
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 5 24 40 3 10 43 47
Forecasting with Factor-Augmented Error Correction Models 5 13 51 51 7 29 48 48
Forecasting with Factor-augmented Error Correction Models 6 11 47 47 10 20 29 29
Further Results on MSFE Encompassing 2 2 10 48 3 7 38 391
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 3 16 111 4 18 57 378
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 2 4 28 151 4 18 82 394
Instability and Non-Linearity in the EMU 0 0 3 72 1 3 12 211
Instability and non-linearity in the EMU 1 2 10 78 1 3 18 350
Interpolation and Backdating with A Large Information Set 1 3 8 78 1 12 33 248
Interpolation and backdating with a large information set 1 6 12 65 5 14 27 226
Large Datasets, Small Models and Monetary Policy in Europe 0 3 11 82 6 14 51 484
Large Datasets, Small Models and Monetary Policy in Europe 0 3 18 101 9 22 106 640
Leading Indicators for Euro Area Inflation and GDP Growth 0 2 30 270 5 22 94 797
Leading Indicators for Euro-area Inflation and GDP Growth 2 16 60 451 8 40 151 1,203
Leading Indicators: What Have We Learned? 1 11 26 221 2 13 44 293
Leading Indicators: What Have We Learned? 1 5 15 135 2 12 42 275
Linear Aggregation with Common Trends and Cycles 1 1 2 52 1 3 5 147
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 8 18 58 58 14 38 62 62
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 4 22 22 22 5 12 12 12
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 3 15 57 371 7 30 124 939
Model Selection for Non-Linear Dynamic Models 1 4 16 174 4 10 35 510
Modelling and Forecasting Fiscal Variables for the Euro Area 3 8 22 92 4 12 39 188
Modelling and Forecasting Fiscal Variables for the euro Area 1 3 12 75 1 12 36 183
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 0 4 16 38 342
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 3 7 25 275 5 15 60 1,198
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 5 53 2 11 55 194
Path Forecast Evaluation 0 1 37 37 2 10 48 48
Path Forecast Evaluation 0 1 46 46 3 7 20 20
Path Forecast Evaluation 2 2 23 23 2 5 16 16
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 3 6 56 56 11 18 75 75
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 2 35 35 9 24 76 76
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 3 5 33 33 3 8 11 11
Pooling-based Data Interpolation and Backdating 1 2 7 49 2 5 18 145
Pooling-based data interpolation and backdating 1 2 7 44 4 12 47 204
Principal components at work: The empirical analysis of monetary policy with large datasets 3 17 53 546 16 58 163 1,465
Public Capital and Economic Performance: Evidence from Italy 1 7 29 361 4 13 52 969
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 2 16 91 2 9 35 197
Regional inflation dynamics within and across euro area countries and a comparison with the US 3 9 32 118 8 25 97 382
Robust Decision Theory and the Lucas Critique 0 0 3 3 1 2 19 19
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 3 10 87 0 6 34 436
Sectoral Survey-based Confidence Indicators for Europe 0 0 5 22 2 7 32 96
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 0 1 5 18 305
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 2 5 15 220 3 10 33 873
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 1 6 17 302 3 11 40 658
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 4 13 304
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 1 2 10 95 2 7 31 333
Some Temporal Aggregation Issues in Empirical Analysis 0 2 8 105 1 4 13 213
Some stylized facts on non-systematic fiscal policy in the Euro area 2 2 17 228 8 15 46 558
Stochastic Processes Subject to Time Scale Transformations: An Application to High-Frequency FX Data 0 2 4 5 6 14 22 27
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 1 3 15 124 5 20 72 520
Survey Data as Coicident or Leading Indicators 3 5 31 31 5 14 28 28
Survey Data as Coincident or Leading Indicators 1 1 5 5 3 6 23 23
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 3 6 32 278 5 21 76 621
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 4 9 19 233
Testing for PPP: Should We Use Panel Methods? 0 0 7 262 0 2 22 421
Testing for PPP: Should We Use Panel Methods? 3 7 16 348 6 15 67 965
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 1 2 16 2 8 19 63
The Transmission Mechanism in a Changing World 1 4 11 95 1 6 23 257
The transmission mechanism in a changing world 0 1 10 175 2 7 32 364
Time-Scale Transformations of Discrete-Time Processes 0 2 3 3 1 13 19 19
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 2 7 29 600 12 32 131 2,540
interpolation with a large information set 0 1 4 44 0 4 10 187
Total Working Papers 228 727 2,872 15,884 674 2,100 7,514 48,324

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov-switching vector equilibrium correction model of the UK labour market 5 9 40 206 10 22 92 632
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 1 7 20 61 1 14 44 156
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 7 25 0 3 17 57
A linear benchmark for forecasting GDP growth and inflation? 5 12 57 80 6 20 119 165
A macroeconometric model for the Euro economy 0 0 19 79 1 5 48 163
A parametric estimation method for dynamic factor models of large dimensions 2 7 12 12 3 16 27 27
Are there any reliable leading indicators for US inflation and GDP growth? 0 5 22 79 3 11 45 232
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 4 6 25 104 7 19 78 355
Factor analysis in a model with rational expectations 1 5 25 43 5 16 72 109
Factor based index tracking 1 3 17 79 3 9 37 169
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 1 6 55 417
Forecast Bias and MSFE Encompassing 0 3 9 34 1 12 25 140
Forecast Pooling for European Macroeconomic Variables 1 2 4 24 2 4 11 112
Forecasting EMU macroeconomic variables 2 2 8 115 3 5 24 447
Forecasting euro area variables with German pre-EMU data 1 2 10 14 3 10 35 46
Forecasting exchange rates with a large Bayesian VAR 2 22 41 41 33 95 152 152
Foreword 1 1 4 4 3 4 13 13
Guest Editors' Introduction to Special Issue on Encompassing 0 0 10 10 2 4 22 22
Interpolation and backdating with a large information set 0 3 6 21 1 8 16 68
Leading Indicators for Euro-area Inflation and GDP Growth 0 7 27 150 5 23 77 566
Linear aggregation with common trends and cycles 0 0 0 9 0 1 3 34
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 2 9 9 2 6 17 17
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 1 7 15 134 4 13 46 321
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models 0 1 8 8 2 4 34 34
Modelling and Forecasting Fiscal Variables for the Euro Area 0 1 3 38 1 8 21 136
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 1 3 6 35 1 5 20 132
Pooling-Based Data Interpolation and Backdating 0 0 2 6 1 3 12 36
Principal components at work: the empirical analysis of monetary policy with large data sets 5 12 41 285 14 39 137 843
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 4 13 35 93
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 1 2 2 2 8 14 14
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 2 9 9 2 14 37 37
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 1 1 7 140 2 5 16 758
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 0 4 28 307
Some cautions on the use of panel methods for integrated series of macroeconomic data 1 9 32 154 1 15 56 396
Some stylized facts on non-systematic fiscal policy in the Euro area 1 3 14 48 1 4 26 113
Testing for PPP: Should we use panel methods? 1 2 30 174 3 8 82 530
The transmission mechanism in a changing world 1 4 19 63 7 16 56 204
Time-scale transformations of discrete time processes 0 2 4 17 0 10 37 114
Total Journal Articles 38 146 564 2,324 140 482 1,686 8,167

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Leading Indicators 1 4 22 66 4 13 67 159
Total Chapters 1 4 22 66 4 13 67 159

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Statistics updated 2009-12-07