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 1 252 0 0 8 728
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 582 0 0 4 1,694
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 0 4 0 0 3 26
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 1 1 1 26
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 4 5 152 0 6 11 276
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 0 0 1 1,538
A Measure for Credibility: Tracking US Monetary Developments 0 0 2 42 0 0 6 171
A Measure for Credibility: Tracking US Monetary Developments 0 0 0 56 0 0 1 170
A Monthly Indicator of the Euro Area GDP 0 0 5 91 1 3 16 313
A Monthly Indicator of the Euro Area GDP 0 0 2 218 0 1 4 466
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 0 0 188 0 0 4 618
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 1 17
A Shrinkage Instrumental Variable Estimator for Large Datasets 1 1 1 8 1 1 3 40
A Similarity-based Approach for Macroeconomic Forecasting 0 0 0 61 0 0 7 101
A Simple Benchmark for Forecasts of Growth and Inflation 0 0 0 190 0 0 2 598
A survey of econometric methods for mixed-frequency data 0 2 6 279 1 3 14 595
A survey of econometric methods for mixed-frequency data 0 2 4 160 0 3 14 348
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 3 37 0 1 9 88
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 2 117 5 5 17 237
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 7 44 2 4 22 100
An Overview of the Factor-augmented Error-Correction Model 2 2 6 204 6 6 24 227
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 0 118 0 0 1 271
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 1 3 3 154 2 5 6 239
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 2 575 1 1 7 2,409
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 0 304 0 0 2 997
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 0 1 40
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 1 1 1 51 1 1 5 74
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 1 120
Asymmetries in Financial Spillovers 0 1 11 11 1 4 20 20
Bayesian Neural Networks for Macroeconomic Analysis 0 2 6 133 0 6 18 51
Bayesian Neural Networks for Macroeconomic Analysis 1 1 2 2 1 2 11 11
Bayesian VARs: Specification Choices and Forecast Accuracy 1 2 3 185 2 4 8 434
Bayesian VARs: specification choices and forecast accuracy 0 0 5 429 2 4 20 669
Bayesian modelling of VAR precision matrices using stochastic block networks 0 1 14 14 0 2 12 12
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 0 1 1
Bayesian nonparametric methods for macroeconomic forecasting 1 3 25 25 3 7 57 57
Big Data Econometrics: Now Casting and Early Estimates 1 4 6 207 4 9 17 279
Blended Identification in Structural VARs 0 1 6 65 0 1 13 49
Blended Identification in Structural VARs 0 0 5 8 1 2 13 22
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 1 1 87 0 1 4 56
Can Machine Learning Catch the COVID-19 Recession? 0 0 1 44 2 3 7 71
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 0 0 0 2 13
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 0 0 2 103
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 0 0 2 29
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 8 15 0 5 26 48
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 1 5 213 0 4 13 324
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 0 1 532
Characterising the Business Cycle for Accession Countries 0 0 0 312 0 0 2 700
Characterizing the Business Cycle for Accession Countries 0 0 1 175 0 0 1 543
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 114 0 1 2 353
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 1 2 4 663 2 4 24 1,560
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 1 1 3 35 1 1 5 26
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 1 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 1 5 266
Common drifting volatility in large Bayesian VARs 0 0 1 97 0 3 7 278
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 0 0 1 26
Dating the Euro Area Business Cycle 0 0 3 313 0 1 9 1,073
Dating the Euro Area Business Cycle 0 0 2 427 0 0 3 1,343
Dating the Euro Area Business Cycle 0 0 4 347 0 0 5 1,134
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 0 0 3 272
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 0 2 61
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 0 0 149
Empirical simultaneous prediction regions for path-forecasts 0 0 1 58 0 0 2 142
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 0 0 192
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 0 1 193
Endogenous Uncertainty 0 0 0 166 0 0 4 401
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 2 62 0 0 2 121
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 1 68 1 1 2 148
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 0 0 0 2,045
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 3 77 0 0 9 187
Factor Analysis in a Model with Rational Expectations 0 1 1 119 0 1 2 350
Factor Analysis in a New-Keynesian Model 0 0 0 116 0 0 2 477
Factor Based Index Tracking 0 0 0 538 0 1 4 1,317
Factor Based Index Trading 0 0 1 453 0 0 3 1,344
Factor Forecasts for the UK 0 0 0 161 0 0 0 497
Factor Forecasts for the UK 0 0 1 191 0 0 1 530
Factor analysis in a New-Keynesian model 0 0 0 198 0 0 1 557
Factor based identification-robust inference in IV regressions 0 0 0 47 1 1 4 93
Factor forecasts for the UK 0 0 2 176 0 1 4 586
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 0 0 3 108
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 3 0 0 1 22
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 1 144 1 1 5 419
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 1 93 0 0 4 397
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 218 0 0 4 713
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 2 199 0 0 5 702
Factor-augmented Error Correction Models 0 0 4 362 1 1 11 922
Factor-augmented Error Correction Models 0 0 1 199 0 0 3 519
Factor-augmented Error Correction Models 0 0 1 175 0 0 1 353
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 0 2 25 25 0 5 45 45
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 1 1 2 436
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 1 1 1 172 1 1 4 589
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 0 1 3 347
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 0 1 2 804
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 1 200 0 0 2 646
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 0 0 3 878
Forecast pooling for short time series of macroeconomic variables 0 0 2 421 1 5 9 1,572
Forecasting EMU Macroeconomic Variables 0 0 0 302 1 1 1 1,848
Forecasting EMU macroeconomic variables 1 1 1 325 1 1 5 1,810
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 0 0 300
Forecasting Exchange Rates with a Large Bayesian VAR 1 1 2 174 2 4 8 419
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 11 0 2 6 38
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 3 75 0 1 4 267
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 9 0 0 2 42
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 1 37 1 1 3 139
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 0 2 3 212
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 0 0 308
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 1 1 11
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 1 1 127 1 4 5 687
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 219 0 0 3 636
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 141 0 0 5 554
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 120 0 0 2 578
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 0 0 4 109
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 4 30 1 2 9 57
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 30 0 3 5 89
Forecasting economic activity with higher frequency targeted predictors 0 0 0 151 0 1 3 252
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 0 2 195
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 0 1 5 706
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 0 0 2 4
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 2 274
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 2 2 62
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 0 0 0 54
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 2 3 0 0 2 17
Forecasting with Factor-Augmented Error Correction Models 0 0 3 204 0 2 8 366
Forecasting with Factor-augmented Error Correction Models 0 0 0 101 0 0 0 233
Forecasting with Factor-augmented Error Correction Models 1 1 2 61 2 2 3 230
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 1 3 169 1 2 10 306
Forecasting with Shadow-Rate VARs 0 0 0 48 0 1 3 90
Further Results on MSFE Encompassing 0 0 0 62 0 0 0 474
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 152 0 0 6 97
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 3 0 0 4 7
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 0 0 77
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 0 1 210
Have standard VARs remained stable since the crisis? 0 0 0 114 1 1 13 252
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 0 0 1 529
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 0 348 0 1 2 1,051
Inflation, Attention and Expectations 0 1 15 15 5 8 25 25
Inflation, Attention and Expectations 2 3 7 7 3 7 14 14
Instability and Non-Linearity in the EMU 0 0 0 100 0 0 1 330
Instability and non-linearity in the EMU 0 0 0 122 0 0 0 536
Interpolation and Backdating with A Large Information Set 0 0 1 97 0 0 4 346
Interpolation and backdating with a large information set 0 0 0 129 0 0 2 426
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 2 36 0 0 5 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 3 8
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 1 1 1 0 1 4 4
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 1 17
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 1 75
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 0 13
Large Datasets, Small Models and Monetary Policy in Europe 0 0 2 112 0 0 6 635
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 152 0 0 3 991
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 1 2 86 1 2 6 125
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 1 206 0 2 7 376
Large time-varying parameter VARs: a non-parametric approach 1 1 1 122 2 2 9 184
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 1 343 1 2 5 1,057
Leading Indicators for Euro-area Inflation and GDP Growth 2 2 4 670 2 3 10 1,847
Leading Indicators: What Have We Learned? 0 0 1 234 0 0 1 474
Leading Indicators: What Have We Learned? 0 0 0 385 0 0 2 628
Linear Aggregation with Common Trends and Cycles 0 0 0 63 2 2 3 222
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 1 2 7 453 1 4 17 1,121
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 1 120 2 2 8 484
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 133 0 0 1 414
Machine Learning the Macroeconomic Effects of Financial Shocks 0 3 27 27 3 6 24 24
Macro Uncertainty in the Long Run 0 0 1 4 1 1 3 12
Macroeconomic Forecasting in a Multi-country Context 0 0 0 6 1 2 6 22
Macroeconomic Forecasting in a Multi-country Context 0 0 1 67 0 0 5 59
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 1 2 5 683 1 2 9 1,836
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 0 0 0 52
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 1 4 456
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 0 0 145
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 1 1 31
Markov-Switching Mixed-Frequency VAR Models 1 2 2 127 1 4 8 285
Markov-Switching Three-Pass Regression Filter 0 0 0 26 0 0 2 117
Markov-switching MIDAS models 0 0 2 115 0 0 11 466
Markov-switching three-pass regression filter 0 0 0 33 0 1 1 98
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 1 17 0 0 6 18
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 2 3 6 126
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 11 0 0 2 31
Measuring Uncertainty and Its Impact on the Economy 0 1 1 201 0 2 6 358
Measuring Uncertainty and Its Impact on the Economy 1 1 2 75 1 4 14 146
Mixed frequency models with MA components 0 1 1 34 0 3 10 108
Mixed frequency models with MA components 0 0 0 79 0 0 4 119
Mixed frequency structural VARs 0 0 1 196 0 0 3 337
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 1 2 3 198
Model Selection for Non-Linear Dynamic Models 0 0 1 236 0 0 2 666
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 5 305 0 0 8 642
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 0 1 6 388
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 0 0 2 1,477
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 0 0 2 211
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 0 1 402
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 1 2 142
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 0 0 3 42
Nonparametric Time Varying IV-SVARs: Estimation and Inference 0 1 17 17 0 4 14 14
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 2 3 39 1 4 9 98
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 0 96 0 1 9 229
Nowcasting distributions: a functional MIDAS model 0 0 44 44 1 4 63 63
Nowcasting with Mixed Frequency Data Using Gaussian Processes 1 2 6 37 2 6 25 43
On the importance of sectoral and regional shocks for price setting 0 0 0 18 0 0 1 71
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 0 0 1 129
On the importance of sectoral and regional shocks for price-setting 0 0 1 71 0 0 1 227
On the importance of sectoral shocks for price-setting 0 0 0 7 0 0 0 54
Path Forecast Evaluation 1 1 3 14 1 2 6 83
Path Forecast Evaluation 1 1 1 75 1 1 1 182
Path Forecast Evaluation 0 0 1 33 0 0 3 88
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 1 1 84 1 2 10 185
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 0 38 0 0 1 65
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 2 122 0 0 4 318
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 1 1 83 0 1 1 285
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 0 86 0 1 1 260
Pooling-based Data Interpolation and Backdating 0 0 0 80 0 1 2 301
Pooling-based data interpolation and backdating 0 0 0 64 0 0 0 325
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 1 792 0 1 4 2,351
Public Capital and Economic Performance: Evidence from Italy 0 0 1 459 0 0 2 1,227
Real time estimates of the euro area output gap: reliability and forecasting performance 0 2 3 153 0 2 10 462
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 0 3 245
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 3 231 0 2 8 462
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 1 2 164
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 1 2 53
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 1 1 6 0 1 3 58
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 0 125 0 0 1 332
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 1 202 1 1 5 713
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 1 1 13 0 1 1 83
Risky Oil: It's All in the Tails 0 0 1 1 1 1 4 4
Risky Oil: It's All in the Tails 0 1 12 12 0 1 29 29
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 0 539
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 0 1 11
Sectoral Survey-based Confidence Indicators for Europe 1 1 1 52 1 2 4 251
Selecting predictors by using Bayesian model averaging in bridge models 0 0 1 71 0 0 2 187
Shadow-rate VARs 0 3 10 34 0 6 27 70
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 0 172 0 0 3 420
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 6 407 0 2 11 875
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 0 0 0 994
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 2 438 0 0 3 1,056
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 0 5 478
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 115 0 1 1 435
Some stylized facts on non-systematic fiscal policy in the Euro area 0 1 2 357 0 1 2 961
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 12 12 3 7 27 27
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 80 0 1 17 78
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 2 2 4 774
Structural Analysis with Multivariate Autoregressive Index Models 0 0 3 87 0 1 4 121
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 1 90 0 0 2 187
Survey Data as Coicident or Leading Indicators 1 1 1 72 1 1 2 202
Survey Data as Coincident or Leading Indicators 1 1 2 38 1 1 3 166
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 1 3 396 0 1 3 1,032
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 3 90
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 1 1 5 1 3 10 18
Tax shocks with high and low uncertainty 0 0 0 122 1 1 3 133
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 1 1 5 320
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 1 1 1,587
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 0 0 615
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 1 76 0 1 4 256
The Distributional Effects of Economic Uncertainty 0 2 5 5 0 4 12 12
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 0 1 1 85
The Global Component of Inflation Volatility 0 0 0 41 0 3 8 157
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 1 1 65 1 2 3 166
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 0 0 1 167
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 0 41 0 0 2 175
The Transmission Mechanism in a Changing World 0 0 0 134 0 0 0 499
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 178 1 1 5 351
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 0 1 1 89
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 280 1 1 10 675
The demand and supply of information about inflation 0 0 1 20 0 1 4 30
The demand and supply of information about inflation 0 0 2 30 1 3 22 69
The economic drivers of volatility and uncertainty 0 0 0 68 0 0 5 116
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 0 1 62
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 1 2 13
The global component of inflation volatility 0 0 1 148 1 1 5 375
The transmission mechanism in a changing world 0 0 0 214 0 1 2 527
Time Variation in Macro-Financial Linkages 0 0 0 59 0 1 3 185
Time Varying Three Pass Regression Filter 4 6 10 10 4 13 20 20
Time variation in macro-financial linkages 0 0 0 172 0 0 3 431
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 0 0 5 18
Time-Varying Instrumental Variable Estimation 0 0 0 40 0 0 1 97
Time-Varying Instrumental Variable Estimation 0 0 1 50 1 1 8 71
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 4 99 1 1 15 327
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 4 20 584 6 12 59 2,021
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 1 1 5 108
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 1 1 1 23 1 1 2 55
Using low frequency information for predicting high frequency variables 0 0 1 141 0 2 16 230
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 1 702 1 1 3 2,893
interpolation with a large information set 0 0 0 55 0 0 1 253
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 0 53 1 1 1 158
Total Working Papers 41 114 557 36,365 130 361 1,688 106,456
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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 0 0 2 102 1 3 7 273
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 0 0 1 915
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 1 1 48
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 2 4 12 421 6 13 107 1,217
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 1 1 3 159
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 2 3 10 180 4 5 28 378
A daily indicator of economic growth for the euro area 0 0 2 44 1 2 6 112
A linear benchmark for forecasting GDP growth and inflation? 0 1 2 195 0 3 9 529
A macroeconometric model for the Euro economy 0 0 1 139 0 1 4 361
A parametric estimation method for dynamic factor models of large dimensions 0 0 0 64 0 0 2 152
A similarity‐based approach for macroeconomic forecasting 0 0 0 28 0 2 5 103
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 3 3 5 9 52 52
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 4 204 0 0 9 550
Assessing international commonality in macroeconomic uncertainty and its effects 0 2 2 28 0 2 5 81
Bayesian VARs: Specification Choices and Forecast Accuracy 1 4 9 124 2 6 16 332
Bayesian neural networks for macroeconomic analysis 0 0 0 0 2 2 2 2
Blended identification in structural VARs 0 0 7 7 2 4 29 29
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 1 2 4 216
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 1 1 1 15 1 1 2 30
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 7 7 3 9 27 27
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 1 2 76 0 1 3 163
Common Drifting Volatility in Large Bayesian VARs 0 0 5 56 0 0 15 158
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 0 33 0 0 1 97
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 1 1 3 195 1 1 7 564
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 1 2 16 224
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 0 0 2 123
Empirical simultaneous prediction regions for path-forecasts 0 0 1 27 0 0 1 99
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 1 67
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 2 42 0 0 3 131
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 0 1 11 207 2 8 41 508
Factor analysis in a model with rational expectations 0 0 0 79 0 1 3 427
Factor based index tracking 0 0 5 158 0 0 13 401
Factor-GMM estimation with large sets of possibly weak instruments 0 0 4 104 0 1 9 235
Factor‐Based Identification‐Robust Interference in IV Regressions 1 1 1 11 2 2 2 39
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 1 1 2 680
Forecast Bias and MSFE Encompassing 0 0 0 0 1 1 1 9
Forecast Pooling for European Macroeconomic Variables 0 0 0 32 1 1 3 171
Forecasting EMU macroeconomic variables 0 0 1 141 0 1 2 555
Forecasting economic activity by Bayesian bridge model averaging 0 0 4 39 0 1 7 107
Forecasting economic activity with targeted predictors 0 1 2 72 0 1 4 159
Forecasting euro area variables with German pre-EMU data 0 0 0 44 1 1 3 150
Forecasting exchange rates with a large Bayesian VAR 0 1 6 287 0 3 10 785
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 2 139 0 1 5 349
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 1 3 47 0 2 10 105
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 0 0 23 0 0 2 71
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 0 0 144
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 1 10 0 0 2 28
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 1 33 0 2 13 110
Forecasting with factor-augmented error correction models 0 0 3 89 3 4 14 234
Foreword 0 0 0 6 0 0 1 42
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 0 1 3 6 6
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 0 1 61
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 1 1 4 104
Interpolation and backdating with a large information set 0 0 1 77 0 0 2 222
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 0 0 2 117
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 0 2 2
LSM: A DSGE model for Luxembourg 0 0 0 49 1 3 6 194
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 2 15 161 3 6 44 461
Large time‐varying parameter VARs: A nonparametric approach 0 0 2 17 1 3 8 84
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 250 2 3 9 885
Linear aggregation with common trends and cycles 0 0 0 14 0 1 2 82
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 4 70 0 2 10 328
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 3 12 190 1 7 31 704
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 26 0 0 3 72
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 1 19 0 0 2 75
Machine learning the macroeconomic effects of financial shocks 1 1 1 1 1 1 1 1
Macro uncertainty in the long run 0 0 0 1 0 0 0 3
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 1 3 40 1 3 7 153
Macroeconomic forecasting in a multi‐country context 1 1 3 15 2 2 6 34
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 335 2 2 5 834
Markov-Switching MIDAS Models 0 1 3 209 1 2 17 718
Markov-Switching Three-Pass Regression Filter 1 1 2 36 1 2 7 109
Markov-switching mixed-frequency VAR models 0 0 1 86 0 0 8 315
Measuring Uncertainty and Its Impact on the Economy 1 6 16 195 2 12 57 598
Mixed frequency structural vector auto-regressive models 0 0 1 47 0 0 3 109
Mixed‐frequency models with moving‐average components 0 0 1 13 0 0 4 56
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 1 31 0 1 3 130
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 1 1 3 279
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 0 0 0 203
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 0 0 1 70 0 0 10 227
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 1 1 6 26 1 1 16 75
Nowcasting tail risk to economic activity at a weekly frequency 0 0 8 30 0 2 17 75
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 0 0 1 29
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 0 0 2 118
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 0 7 182
Path forecast evaluation 0 1 2 65 0 1 7 263
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 0 1 1 61
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 0 0 0 87
Predicting Tail-Risks for the Italian Economy 0 0 0 0 0 0 0 0
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 456 0 1 10 1,343
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 0 4 11 305
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 0 0 4 69
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 1 1 49 1 3 9 213
Regime switches in the risk–return trade-off 0 1 1 33 0 3 5 117
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 0 0 1 8
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 2 3 82
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 0 4 47 1 2 14 152
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 1 1 165 0 1 1 848
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 2 4 11 542
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 1 5 794
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 0 103 1 1 2 260
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 0 0 0 0 5 5
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 2 25 1 1 4 84
Structural analysis with Multivariate Autoregressive Index models 0 1 1 44 0 2 5 201
Survey data as coincident or leading indicators 0 0 0 58 0 0 3 176
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 3 8 1 2 8 26
Tax shocks with high and low uncertainty 1 1 3 19 1 1 4 77
Testing for PPP: Should we use panel methods? 0 0 1 364 1 1 2 1,056
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 1 5 72 1 4 14 213
The effects of the monetary policy stance on the transmission mechanism 1 1 11 122 4 4 21 259
The global component of inflation volatility 0 1 1 10 2 3 5 33
The multiscale causal dynamics of foreign exchange markets 0 0 1 51 0 0 3 180
The reliability of real-time estimates of the euro area output gap 0 0 1 89 0 1 5 345
The transmission mechanism in a changing world 0 0 1 175 0 2 6 534
Time Variation in Macro‐Financial Linkages 0 0 2 28 0 0 5 115
Time-varying instrumental variable estimation 0 0 2 18 0 0 3 57
Time‐scale transformations of discrete time processes 0 1 2 32 0 11 13 258
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 1 8 156 4 6 23 405
Using low frequency information for predicting high frequency variables 0 3 8 104 1 4 14 400
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 3 29 1 4 10 74
Total Journal Articles 18 59 270 8,900 88 229 1,058 29,788
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 2 5 70
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 1 0 1 7 7
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 1 2 5 6
Leading Indicators 0 0 6 318 0 1 18 755
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 0 2 3 1 2 10 16
Non-linearity and Instability in the Euro Area 0 0 0 0 1 1 3 5
TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING 0 0 0 0 0 0 1 2
Total Chapters 0 0 9 339 5 9 49 861
5 registered items for which data could not be found


Statistics updated 2025-06-06