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 0 0 0 252 1 7 16 744
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 582 0 4 22 1,716
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 1 5 1 4 17 43
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 3 14 40
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 0 6 158 1 1 20 296
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 1 1 16 1,554
A Measure for Credibility: Tracking US Monetary Developments 0 0 2 44 1 2 29 200
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 57 1 3 12 182
A Monthly Indicator of the Euro Area GDP 0 0 0 218 0 1 9 475
A Monthly Indicator of the Euro Area GDP 0 0 0 91 1 13 40 353
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 0 0 188 0 0 5 623
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 1 12 29
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 2 15 55
A Similarity-based Approach for Macroeconomic Forecasting 0 0 2 63 0 6 18 119
A Simple Benchmark for Forecasts of Growth and Inflation 1 1 1 191 1 3 12 610
A survey of econometric methods for mixed-frequency data 0 2 6 285 2 11 39 634
A survey of econometric methods for mixed-frequency data 1 2 5 165 3 13 29 377
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 1 118 4 8 35 272
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 3 16 104
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 5 30 130
An Overview of the Factor-augmented Error-Correction Model 0 0 2 206 0 2 14 241
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 1 155 1 4 22 261
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 1 1 3 121 1 4 18 289
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 0 5 17 2,426
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 305 0 1 7 1,004
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 4 9 83
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 1 1 17 137
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 1 14 54
Asymmetries in Financial Spillovers 0 0 18 29 0 2 43 63
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 2 0 7 30 41
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 133 0 6 18 69
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 2 187 0 5 15 449
Bayesian VARs: specification choices and forecast accuracy 1 1 6 435 1 7 33 702
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 2 4 17 29
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 1 3 14 15
Bayesian nonparametric methods for macroeconomic forecasting 0 3 9 34 0 9 29 86
Big Data Econometrics: Now Casting and Early Estimates 0 0 3 210 1 10 26 305
Blended Identification in Structural VARs 0 0 0 8 0 4 13 35
Blended Identification in Structural VARs 0 2 3 68 0 3 18 67
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 1 1 88 0 5 20 76
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 44 0 1 12 83
Can Machine Learning Catch the COVID-19 Recession? 0 0 2 2 0 0 10 23
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 0 0 10 39
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 1 1 9 112
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 1 4 20 344
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 4 19 1 3 15 63
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 2 11 543
Characterising the Business Cycle for Accession Countries 0 0 0 312 0 7 17 717
Characterizing the Business Cycle for Accession Countries 0 0 0 175 1 5 14 557
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 1 5 11 364
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 4 667 0 9 36 1,596
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 0 35 2 4 12 38
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 0 5 13 13
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 3 11 277
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 2 4 8 154
Common drifting volatility in large Bayesian VARs 0 0 1 98 0 4 17 295
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 0 3 12 38
Dating the Euro Area Business Cycle 0 0 0 427 0 12 27 1,370
Dating the Euro Area Business Cycle 0 0 0 313 0 11 19 1,092
Dating the Euro Area Business Cycle 0 0 0 347 0 10 19 1,153
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 0 2 12 284
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 1 4 13 74
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 1 5 15 164
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 1 8 150
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 1 15 207
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 2 66 259
Endogenous Uncertainty 0 0 1 167 7 8 17 418
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 0 2 8 129
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 0 6 22 170
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 0 11 18 2,063
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 0 5 16 203
Factor Analysis in a Model with Rational Expectations 0 0 0 119 0 5 22 372
Factor Analysis in a New-Keynesian Model 0 0 0 116 1 4 12 489
Factor Based Index Tracking 0 0 0 538 1 4 13 1,330
Factor Based Index Trading 0 0 1 454 0 1 28 1,372
Factor Forecasts for the UK 0 0 0 161 0 2 13 510
Factor Forecasts for the UK 0 0 0 191 1 4 8 538
Factor analysis in a New-Keynesian model 0 0 0 198 1 5 15 572
Factor based identification-robust inference in IV regressions 0 0 2 49 0 0 8 101
Factor forecasts for the UK 0 0 2 178 1 6 19 605
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 2 5 1 4 15 37
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 0 2 14 122
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 0 8 37 456
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 0 3 17 414
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 0 1 13 726
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 3 202 1 4 20 722
Factor-augmented Error Correction Models 0 0 0 175 0 1 7 360
Factor-augmented Error Correction Models 0 0 0 362 1 2 17 939
Factor-augmented Error Correction Models 0 0 1 200 0 3 12 531
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 1 1 12 37 2 4 32 77
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 0 1 8 444
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 0 0 172 0 5 19 608
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 0 2 15 819
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 200 1 3 15 661
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 1 8 18 365
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 0 3 10 888
Forecast pooling for short time series of macroeconomic variables 0 0 0 421 0 8 17 1,589
Forecasting EMU Macroeconomic Variables 0 0 0 302 1 3 11 1,859
Forecasting EMU macroeconomic variables 0 0 0 325 2 5 11 1,821
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 1 6 306
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 5 12 431
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 76 0 5 23 290
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 0 1 8 46
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 11 1 4 16 58
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 2 39 2 6 17 156
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 8 21 329
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 1 4 16 228
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 2 5 12 23
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 0 3 15 702
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 4 9 563
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 2 11 647
Forecasting Macroeconomic Variables for the Acceding Countries 0 1 1 121 1 8 15 593
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 7 16 125
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 1 4 11 100
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 1 1 14 71
Forecasting economic activity with higher frequency targeted predictors 0 0 2 153 0 3 16 268
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 2 11 206
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 0 0 14 720
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 0 4 11 15
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 3 10 284
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 1 4 13 75
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 0 5 17 71
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 0 4 20 37
Forecasting with Factor-Augmented Error Correction Models 0 0 0 204 0 11 23 389
Forecasting with Factor-augmented Error Correction Models 0 0 1 102 0 4 15 248
Forecasting with Factor-augmented Error Correction Models 0 0 1 62 2 5 14 244
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 0 2 171 0 2 12 318
Forecasting with Shadow-Rate VARs 0 0 0 48 2 7 21 111
Further Results on MSFE Encompassing 0 0 0 62 0 2 14 488
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 154 0 8 19 116
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 2 5 11 18
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 3 18 228
Have standard VARs remained stable since the crisis? 0 0 0 114 1 3 27 279
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 0 4 10 539
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 0 348 0 5 20 1,071
Inflation, Attention and Expectations 1 2 9 16 2 10 37 51
Inflation, Attention and Expectations 0 1 2 17 3 11 43 68
Instability and Non-Linearity in the EMU 0 0 0 100 1 1 13 343
Instability and non-linearity in the EMU 0 0 0 122 1 6 12 548
Interpolation and Backdating with A Large Information Set 0 0 0 97 0 1 8 354
Interpolation and backdating with a large information set 0 0 1 130 2 5 18 444
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 1 6 10 61
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 4 14 22
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 4 15 19
LSM: A DSGE Model for Luxembourg 0 0 0 0 1 3 7 82
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 2 6 23
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 6 10 23
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 153 0 5 16 1,007
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 2 5 12 647
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 1 87 1 2 18 143
Large Vector Autoregressions with Asymmetric Priors 0 1 1 7 2 8 12 50
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 9 21 397
Large time-varying parameter VARs: a non-parametric approach 0 0 1 123 0 3 11 195
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 1 2 11 1,068
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 1 6 22 1,869
Leading Indicators: What Have We Learned? 0 0 0 385 0 3 9 637
Leading Indicators: What Have We Learned? 0 0 1 235 0 1 6 480
Linear Aggregation with Common Trends and Cycles 0 0 0 63 0 1 12 234
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 1 2 5 458 2 11 39 1,160
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 1 3 136 3 4 15 429
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 1 1 12 496
Machine Learning the Macroeconomic Effects of Financial Shocks 0 0 3 30 2 8 25 49
Macro Uncertainty in the Long Run 0 2 3 7 0 6 14 26
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 2 18 77
Macroeconomic Forecasting in a Multi-country Context 0 1 2 8 1 5 12 34
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 0 683 1 5 15 1,851
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 1 2 22 74
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 2 2 31 487
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 3 6 151
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 3 14 45
Markov-Switching Mixed-Frequency VAR Models 0 1 2 129 0 3 18 303
Markov-Switching Three-Pass Regression Filter 0 0 1 27 1 7 20 137
Markov-switching MIDAS models 0 1 5 120 1 7 32 498
Markov-switching three-pass regression filter 0 0 0 33 0 4 19 117
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 0 17 0 1 16 34
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 8 20 146
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 1 8 20 51
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 1 3 11 369
Measuring Uncertainty and Its Impact on the Economy 0 0 2 77 1 4 36 182
Mixed frequency models with MA components 0 0 1 35 2 5 21 129
Mixed frequency models with MA components 0 0 0 79 0 3 8 127
Mixed frequency structural VARs 0 1 3 199 2 4 16 353
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 3 14 212
Model Selection for Non-Linear Dynamic Models 0 0 0 236 0 3 7 673
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 0 305 1 4 19 661
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 0 0 20 408
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 1 7 16 1,493
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 0 2 10 221
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 4 12 414
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 5 11 153
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 1 1 1 45 1 9 22 64
Nonparametric Time Varying IV-SVARs: Estimation and Inference 1 2 8 25 1 4 32 46
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 0 1 11 109
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 1 6 22 251
Nowcasting distributions: a functional MIDAS model 0 0 6 50 2 2 21 84
Nowcasting with Mixed Frequency Data Using Gaussian Processes 1 1 2 39 5 15 38 81
On the importance of sectoral and regional shocks for price setting 0 0 0 18 1 4 21 92
On the importance of sectoral and regional shocks for price-setting 0 0 0 71 0 2 15 242
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 0 2 9 138
On the importance of sectoral shocks for price-setting 0 0 0 7 0 1 13 67
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 1 4 48 48 6 28 124 125
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 0 0 14 14 3 7 54 54
Path Forecast Evaluation 0 0 1 15 0 7 22 105
Path Forecast Evaluation 0 0 0 33 0 3 12 100
Path Forecast Evaluation 0 0 0 75 1 5 14 196
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 0 84 0 4 21 206
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 3 41 0 0 12 77
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 2 2 7 325
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 83 0 2 8 293
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 1 5 12 272
Pooling-based Data Interpolation and Backdating 0 0 0 80 0 2 12 313
Pooling-based data interpolation and backdating 0 0 0 64 1 3 9 334
Principal components at work: The empirical analysis of monetary policy with large datasets 0 2 2 794 0 6 18 2,369
Public Capital and Economic Performance: Evidence from Italy 0 0 1 460 1 4 20 1,247
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 0 153 1 6 21 483
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 5 17 262
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 2 233 1 9 26 488
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 1 6 14 178
Regime Switches in the Risk-Return Trade-off 0 0 0 46 1 3 9 62
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 0 6 2 5 15 73
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 3 128 0 2 17 349
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 202 0 5 17 730
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 13 0 1 11 94
Risky Oil: It's All in the Tails 0 1 4 5 0 7 33 37
Risky Oil: It's All in the Tails 0 0 1 13 0 0 13 42
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 2 5 13 24
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 3 8 547
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 0 1 9 260
Selecting predictors by using Bayesian model averaging in bridge models 0 0 0 71 2 4 12 199
Shadow-rate VARs 0 0 2 36 0 4 22 92
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 1 1 1 173 1 6 19 439
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 3 410 0 6 23 898
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 0 3 11 1,005
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 0 7 24 1,080
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 6 12 490
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 115 0 2 8 443
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 1 358 1 5 21 982
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 0 3 11 89
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 1 5 28 55
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 6 12 786
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 0 0 10 131
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 6 11 198
Survey Data as Coicident or Leading Indicators 0 0 0 72 1 5 16 218
Survey Data as Coincident or Leading Indicators 0 0 0 38 0 1 10 176
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 1 397 0 4 17 1,049
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 7 22 112
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 1 6 0 2 14 32
Tax shocks with high and low uncertainty 0 0 1 123 0 1 10 143
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 0 0 4 324
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 2 6 15 1,602
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 3 9 624
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 1 4 12 268
The Distributional Effects of Economic Uncertainty 1 1 7 12 2 8 40 52
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 0 2 11 96
The Global Component of Inflation Volatility 0 0 1 42 4 9 28 185
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 1 66 0 2 11 177
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 0 1 11 178
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 0 41 0 1 7 182
The Transmission Mechanism in a Changing World 0 0 0 134 2 3 16 515
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 0 2 12 101
The banking and distribution sectors in a small open economy DSGE Model 1 1 2 180 3 5 20 371
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 1 2 282 2 7 22 697
The demand and supply of information about inflation 1 2 4 24 1 10 25 55
The demand and supply of information about inflation 0 1 2 32 1 9 17 86
The economic drivers of volatility and uncertainty 0 1 1 69 1 8 22 138
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 3 12 74
The financial accelerator mechanism: does frequency matter? 0 0 0 12 1 2 8 21
The global component of inflation volatility 0 0 2 150 3 14 84 459
The transmission mechanism in a changing world 0 0 0 214 1 3 7 534
Time Variation in Macro-Financial Linkages 0 0 1 60 0 0 11 196
Time Varying Three Pass Regression Filter 0 0 6 16 1 3 21 41
Time variation in macro-financial linkages 0 0 3 175 0 3 21 452
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 2 3 16 34
Time-Varying Instrumental Variable Estimation 0 0 0 50 0 6 22 93
Time-Varying Instrumental Variable Estimation 0 0 0 40 0 0 10 107
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 10 594 2 5 55 2,076
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 2 11 44 371
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 2 55 1 8 22 130
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 1 1 24 2 5 21 76
Using low frequency information for predicting high frequency variables 0 0 1 142 1 5 12 242
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 0 702 1 2 13 2,906
interpolation with a large information set 0 0 0 55 1 3 6 259
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 0 53 0 2 15 173
Total Working Papers 18 54 351 36,716 207 1,235 4,989 111,446
11 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Credibility Proxy: Tracking US Monetary Developments 1 2 4 106 1 8 25 298
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 0 1 13 928
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 2 8 56
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 0 4 425 1 15 99 1,316
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 2 11 170
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 3 4 16 196 4 11 40 418
A daily indicator of economic growth for the euro area 0 0 3 47 0 2 19 131
A linear benchmark for forecasting GDP growth and inflation? 1 1 1 196 1 3 18 547
A macroeconometric model for the Euro economy 0 0 0 139 0 3 22 383
A parametric estimation method for dynamic factor models of large dimensions 0 0 0 64 0 3 12 164
A similarity‐based approach for macroeconomic forecasting 0 1 1 29 0 4 14 117
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 14 17 8 12 61 113
An empirical investigation of the effects of monetary policy shocks on the Italian economy 0 0 1 1 0 1 6 6
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 0 4 14 564
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 2 30 0 2 16 97
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 126 2 6 22 354
Bayesian neural networks for macroeconomic analysis 0 1 3 3 3 13 86 88
Blended identification in structural VARs 0 1 5 12 2 22 44 73
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 0 1 13 229
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 0 1 16 0 1 15 45
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 1 12 19 5 10 46 73
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 79 2 4 14 177
Common Drifting Volatility in Large Bayesian VARs 0 1 2 58 4 9 40 198
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 1 34 2 8 33 130
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 1 1 196 0 5 18 582
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 5 18 242
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 1 2 13 136
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 0 3 9 108
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 10 77
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 5 10 141
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 1 11 218 2 8 47 555
Factor analysis in a model with rational expectations 0 0 0 79 0 2 7 434
Factor based index tracking 0 0 3 161 0 3 12 413
Factor-GMM estimation with large sets of possibly weak instruments 0 0 0 104 2 8 31 266
Factor‐Based Identification‐Robust Interference in IV Regressions 0 0 1 12 0 3 15 54
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 2 5 14 694
Forecast Bias and MSFE Encompassing 0 0 0 0 1 4 13 22
Forecast Pooling for European Macroeconomic Variables 0 0 1 33 0 1 8 179
Forecasting EMU macroeconomic variables 0 0 1 142 1 3 16 571
Forecasting economic activity by Bayesian bridge model averaging 0 0 2 41 0 4 17 124
Forecasting economic activity with targeted predictors 0 0 4 76 2 4 20 179
Forecasting euro area variables with German pre-EMU data 0 0 0 44 2 4 14 164
Forecasting exchange rates with a large Bayesian VAR 0 1 2 289 0 6 19 804
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 141 2 4 26 375
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 0 3 50 0 1 15 120
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 1 5 28 1 6 13 84
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 4 12 156
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 1 7 14 42
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 0 33 2 2 8 118
Forecasting with factor-augmented error correction models 1 1 4 93 1 6 26 260
Forecasting with shadow rate VARs 0 0 0 0 1 5 33 33
Foreword 0 0 0 6 1 2 9 51
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 0 9 31 37
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 3 4 14 75
Have Standard VARS Remained Stable Since the Crisis? 0 0 1 16 1 2 18 122
Interpolation and backdating with a large information set 0 0 0 77 1 5 19 241
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 0 0 3 120
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 4 22 24
LSM: A DSGE model for Luxembourg 0 0 1 50 1 3 19 213
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 3 13 174 4 12 61 522
Large time‐varying parameter VARs: A nonparametric approach 0 0 0 17 0 4 18 102
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 1 7 21 906
Linear aggregation with common trends and cycles 0 0 0 14 0 0 8 90
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 6 196 2 9 45 749
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 1 1 71 2 9 21 349
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 0 1 12 84
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 1 6 81
Machine learning the macroeconomic effects of financial shocks 1 1 9 10 3 9 27 28
Macro uncertainty in the long run 0 0 2 3 1 2 14 17
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 40 0 5 11 164
Macroeconomic forecasting in a multi‐country context 0 3 6 21 1 6 22 56
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 336 1 6 21 855
Markov-Switching MIDAS Models 0 0 6 215 0 5 26 744
Markov-Switching Three-Pass Regression Filter 0 0 3 39 0 1 11 120
Markov-switching mixed-frequency VAR models 1 1 5 91 2 11 50 365
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors 0 0 0 0 4 6 8 8
Measuring Uncertainty and Its Impact on the Economy 0 3 25 220 3 14 84 682
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 4 8 117
Mixed‐frequency models with moving‐average components 0 0 2 15 2 4 16 72
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 0 3 17 147
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 2 3 13 292
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 0 4 23 226
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 0 0 2 72 0 0 17 244
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 0 1 27 1 2 18 93
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 0 4 13 13
Nowcasting tail risk to economic activity at a weekly frequency 0 0 4 34 1 2 22 97
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 6 19 48
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 0 1 12 130
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 4 7 189
Path forecast evaluation 0 0 0 65 0 2 14 277
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 1 3 11 72
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 0 3 14 101
Predicting Tail-Risks for the Italian Economy 0 0 2 2 3 7 24 24
Principal components at work: the empirical analysis of monetary policy with large data sets 0 1 1 457 0 5 14 1,357
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 0 3 16 321
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 1 4 11 80
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 1 50 0 3 13 226
Regime switches in the risk–return trade-off 0 1 1 34 1 7 15 132
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 1 5 13 21
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 1 17 99
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 1 1 1 48 1 1 27 179
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 165 0 2 12 860
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 0 3 30 572
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 0 9 22 816
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 1 104 0 0 14 274
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 7 1 5 28 33
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 1 3 15 99
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 2 5 17 218
Survey data as coincident or leading indicators 0 0 0 58 0 1 14 190
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 1 9 2 9 19 45
Tax shocks with high and low uncertainty 0 0 4 23 1 3 27 104
Testing for PPP: Should we use panel methods? 0 0 0 364 0 4 19 1,075
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 2 11 34 247
The effects of the monetary policy stance on the transmission mechanism 0 0 2 124 1 2 15 274
The global component of inflation volatility 0 1 3 13 1 3 11 44
The multiscale causal dynamics of foreign exchange markets 0 0 2 53 1 7 22 202
The reliability of real-time estimates of the euro area output gap 1 1 2 91 2 5 20 365
The transmission mechanism in a changing world 0 0 0 175 0 3 9 543
Time Variation in Macro‐Financial Linkages 0 0 1 29 2 6 27 142
Time-varying instrumental variable estimation 0 1 5 23 0 1 19 76
Time‐scale transformations of discrete time processes 0 0 0 32 1 3 8 266
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 4 6 8 164 8 17 37 442
Using low frequency information for predicting high frequency variables 0 0 6 110 6 14 44 444
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 31 1 8 27 101
Total Journal Articles 22 47 262 9,162 134 599 2,614 32,402
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Overview of the Factor-augmented Error-Correction Model 0 0 0 17 2 13 19 89
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 2 1 1 13 20
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 1 4 9 15
Leading Indicators 1 3 7 325 2 15 36 791
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 0 1 6 9 0 3 16 32
Non-linearity and Instability in the Euro Area 0 0 0 0 0 0 2 7
TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING 0 0 0 0 0 2 5 7
Total Chapters 1 4 14 353 6 38 100 961
5 registered items for which data could not be found
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