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 0 582 3 8 29 1,724
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 252 1 3 19 747
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 0 5 0 1 16 44
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 2 3 16 43
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 1 2 7 160 1 2 18 298
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 1 1 16 1,555
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 44 1 1 29 201
A Measure for Credibility: Tracking US Monetary Developments 0 0 0 57 1 2 13 184
A Monthly Indicator of the Euro Area GDP 0 0 0 218 0 0 9 475
A Monthly Indicator of the Euro Area GDP 0 0 0 91 0 0 38 353
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 1 1 189 0 3 8 626
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 0 15 55
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 12 29
A Similarity-based Approach for Macroeconomic Forecasting 0 0 1 63 0 1 17 120
A Simple Benchmark for Forecasts of Growth and Inflation 0 1 2 192 0 1 13 611
A survey of econometric methods for mixed-frequency data 0 2 6 167 3 6 33 383
A survey of econometric methods for mixed-frequency data 0 3 9 288 1 6 40 640
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 2 119 4 8 42 280
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 1 16 105
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 2 27 132
An Empirical Investigation of the Effects of Monetary Policy Shocks on the Italian Economy 17 17 17 17 2 4 4 4
An Overview of the Factor-augmented Error-Correction Model 0 1 1 207 1 3 13 244
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 3 121 0 3 21 292
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 0 155 1 3 24 264
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 1 3 18 2,429
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 305 0 0 5 1,004
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 1 1 9 84
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 0 13 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 1 1 15 138
Asymmetries in Financial Spillovers 1 1 14 30 3 3 39 66
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 133 2 2 20 71
Bayesian Neural Networks for Macroeconomic Analysis 1 1 1 3 4 4 34 45
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 6 6 6 6 4 5 6 6
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 187 0 1 15 450
Bayesian VARs: specification choices and forecast accuracy 0 1 5 436 0 6 32 708
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 2 3 19 32
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 1 15 16
Bayesian nonparametric methods for macroeconomic forecasting 0 0 8 34 0 1 28 87
Big Data Econometrics: Now Casting and Early Estimates 0 0 1 210 0 3 25 308
Blended Identification in Structural VARs 0 0 2 68 2 2 18 69
Blended Identification in Structural VARs 0 0 0 8 0 0 12 35
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 88 0 3 22 79
Can Machine Learning Catch the COVID-19 Recession? 0 0 1 2 0 0 9 23
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 1 3 11 42
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 0 0 8 112
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 44 1 2 10 85
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 19 0 0 9 63
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 1 3 21 347
Characterising the Business Cycle for Accession Countries 0 0 0 312 0 2 18 719
Characterising the Business Cycle for Accession Countries 0 0 0 196 1 3 14 546
Characterizing the Business Cycle for Accession Countries 0 0 0 175 1 1 15 558
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 2 3 14 367
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 3 667 0 3 34 1,599
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 1 1 36 0 2 13 40
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 0 0 13 13
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 0 10 277
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 3 3 11 157
Common drifting volatility in large Bayesian VARs 0 0 0 98 2 2 18 297
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 0 0 12 38
Dating the Euro Area Business Cycle 0 0 0 427 0 2 29 1,372
Dating the Euro Area Business Cycle 0 0 0 313 0 1 20 1,093
Dating the Euro Area Business Cycle 0 0 0 347 0 0 18 1,153
Direct Gaussian Process Predictive Regressions with Mixed Frequency Data 6 6 6 6 3 3 3 3
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 1 3 15 287
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 0 13 74
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 0 14 164
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 0 8 150
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 1 3 18 210
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 1 66 260
Endogenous Uncertainty 0 0 0 167 0 1 17 419
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 0 2 9 131
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 1 1 22 171
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 0 1 19 2,064
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 0 0 16 203
Factor Analysis in a Model with Rational Expectations 0 0 0 119 3 4 26 376
Factor Analysis in a New-Keynesian Model 0 0 0 116 0 1 13 490
Factor Based Index Tracking 0 0 0 538 0 0 12 1,330
Factor Based Index Trading 0 0 1 454 0 1 28 1,373
Factor Forecasts for the UK 0 0 0 191 0 1 9 539
Factor Forecasts for the UK 0 0 0 161 0 0 12 510
Factor analysis in a New-Keynesian model 0 0 0 198 3 7 20 579
Factor based identification-robust inference in IV regressions 1 1 3 50 1 1 9 102
Factor forecasts for the UK 0 1 3 179 1 4 20 609
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 1 5 1 1 14 38
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 0 1 14 123
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 1 1 38 457
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 0 1 14 415
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 0 0 12 726
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 2 202 0 1 20 723
Factor-augmented Error Correction Models 0 0 0 362 1 2 14 941
Factor-augmented Error Correction Models 0 0 0 200 0 1 12 532
Factor-augmented Error Correction Models 0 0 0 175 0 0 7 360
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 0 0 10 37 0 0 26 77
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 0 0 8 444
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 1 1 1 173 3 3 21 611
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 0 1 17 366
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 200 0 0 12 661
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 0 0 15 819
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 0 2 11 890
Forecast pooling for short time series of macroeconomic variables 0 0 0 421 1 3 19 1,592
Forecasting EMU Macroeconomic Variables 0 0 0 302 0 2 13 1,861
Forecasting EMU macroeconomic variables 0 0 0 325 2 2 13 1,823
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 0 5 306
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 76 0 0 23 290
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 1 1 6 47
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 0 11 431
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 11 1 1 14 59
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 39 0 0 16 156
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 2 21 331
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 63 1 1 15 229
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 0 11 23
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 1 2 16 704
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 0 9 563
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 0 11 647
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 121 0 0 15 593
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 123 1 3 16 128
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 31 0 0 9 100
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 3 34 2 2 13 73
Forecasting economic activity with higher frequency targeted predictors 0 0 0 153 0 1 14 269
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 0 11 206
Forecasting macroeconomic variables for the new member states of the European Union 0 1 1 193 0 1 15 721
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 1 2 12 17
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 10 284
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 0 12 75
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 0 0 16 71
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 0 0 20 37
Forecasting with Factor-Augmented Error Correction Models 0 0 0 204 2 2 25 391
Forecasting with Factor-augmented Error Correction Models 0 0 1 102 1 1 16 249
Forecasting with Factor-augmented Error Correction Models 0 0 1 62 2 2 15 246
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 0 2 171 1 3 14 321
Forecasting with Shadow-Rate VARs 0 0 0 48 0 2 23 113
Further Results on MSFE Encompassing 0 0 0 62 1 2 14 490
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 0 1 12 19
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 154 2 2 20 118
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 2 14 92
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 1 17 229
Have standard VARs remained stable since the crisis? 0 0 0 114 3 4 31 283
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 0 0 10 539
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 0 348 0 0 20 1,071
Inflation, Attention and Expectations 0 0 2 17 2 2 40 70
Inflation, Attention and Expectations 0 1 7 17 3 9 40 60
Instability and Non-Linearity in the EMU 0 0 0 100 2 3 14 346
Instability and non-linearity in the EMU 0 0 0 122 0 0 10 548
Interpolation and Backdating with A Large Information Set 0 1 1 98 2 3 11 357
Interpolation and backdating with a large information set 0 0 1 130 2 3 21 447
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 1 15 23
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 4 6 16 67
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 2 17 21
LSM: A DSGE Model for Luxembourg 0 0 0 0 1 1 8 83
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 10 23
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 6 23
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 0 1 13 648
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 153 1 1 17 1,008
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 1 87 0 1 18 144
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 1 1 13 51
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 2 2 23 399
Large time-varying parameter VARs: a non-parametric approach 0 0 0 123 1 1 11 196
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 2 12 1,070
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 0 2 22 1,871
Leading Indicators: What Have We Learned? 0 0 1 235 0 0 5 480
Leading Indicators: What Have We Learned? 0 1 1 386 0 2 11 639
Linear Aggregation with Common Trends and Cycles 0 0 0 63 1 2 14 236
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 0 2 458 4 6 38 1,166
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 1 121 1 2 13 498
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 3 137 0 3 16 432
Machine Learning the Macroeconomic Effects of Financial Shocks 1 1 1 1 6 6 6 6
Machine Learning the Macroeconomic Effects of Financial Shocks 0 0 2 30 2 3 24 52
Macro Uncertainty in the Long Run 0 0 2 7 1 2 15 28
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 3 21 80
Macroeconomic Forecasting in a Multi-country Context 0 0 2 8 1 1 12 35
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 0 683 0 2 17 1,853
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 0 0 22 74
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 2 2 32 489
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 1 7 152
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 0 13 45
Markov-Switching Mixed-Frequency VAR Models 0 0 2 129 0 0 17 303
Markov-Switching Three-Pass Regression Filter 0 0 1 27 2 2 20 139
Markov-switching MIDAS models 0 0 4 120 2 2 33 500
Markov-switching three-pass regression filter 0 0 0 33 2 2 18 119
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 0 17 0 1 16 35
Measuring Uncertainty and Its Effects in the COVID-19 Era 1 1 1 59 2 4 21 150
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 0 1 21 52
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 4 5 36 187
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 1 2 11 371
Mixed frequency models with MA components 0 0 0 79 0 0 7 127
Mixed frequency models with MA components 0 0 1 35 3 5 26 134
Mixed frequency structural VARs 0 1 4 200 3 8 22 361
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 1 13 213
Model Selection for Non-Linear Dynamic Models 0 0 0 236 0 2 9 675
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 0 305 1 1 20 662
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 0 1 17 409
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 0 0 14 1,493
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 1 1 9 222
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 5 6 17 420
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 2 2 12 155
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 45 1 1 22 65
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 7 10 10 10 8 8 8 8
Nonparametric Time Varying IV-SVARs: Estimation and Inference 0 0 5 25 3 4 29 50
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 0 1 10 110
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 2 2 22 253
Nowcasting distributions: a functional MIDAS model 1 1 4 51 2 4 21 88
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 2 39 0 3 37 84
On the importance of sectoral and regional shocks for price setting 0 0 0 18 1 1 22 93
On the importance of sectoral and regional shocks for price-setting 0 0 0 71 1 2 14 244
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 1 1 9 139
On the importance of sectoral shocks for price-setting 0 0 0 7 0 2 14 69
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 0 0 1 14 0 1 20 55
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 2 5 19 53 4 15 93 140
Path Forecast Evaluation 0 0 0 33 1 1 12 101
Path Forecast Evaluation 0 0 0 75 0 1 15 197
Path Forecast Evaluation 0 0 1 15 1 1 22 106
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 1 41 1 1 11 78
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 0 84 1 1 21 207
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 0 2 9 327
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 83 0 0 6 293
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 0 0 12 272
Pooling-based Data Interpolation and Backdating 0 0 0 80 2 5 16 318
Pooling-based data interpolation and backdating 0 0 0 64 0 1 9 335
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 2 794 2 2 20 2,371
Public Capital and Economic Performance: Evidence from Italy 0 0 1 460 0 0 19 1,247
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 0 153 0 1 22 484
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 2 4 20 266
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 233 0 2 28 490
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 1 4 16 182
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 0 8 62
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 0 6 1 1 13 74
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 2 128 0 1 16 350
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 13 1 3 13 97
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 202 0 5 21 735
Risky Oil: It's All in the Tails 0 0 0 13 0 0 12 42
Risky Oil: It's All in the Tails 0 0 2 5 2 2 27 39
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 8 547
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 0 13 24
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 1 2 11 262
Selecting predictors by using Bayesian model averaging in bridge models 0 0 0 71 1 1 11 200
Severe Weather and Financial (In)stability 8 15 15 15 4 6 6 6
Severe weather and financial (in)stability 0 1 20 20 0 1 4 4
Shadow-rate VARs 0 0 1 36 3 6 25 98
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 3 410 0 1 23 899
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 1 173 1 1 20 440
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 1 1 11 1,006
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 1 3 21 1,083
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 2 14 492
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 115 0 0 7 443
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 0 358 0 0 18 982
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 2 4 13 93
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 0 0 25 55
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 1 13 787
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 1 2 12 133
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 2 13 200
Survey Data as Coicident or Leading Indicators 0 0 0 72 1 2 18 220
Survey Data as Coincident or Leading Indicators 0 0 0 38 1 1 11 177
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 0 397 1 2 18 1,051
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 22 113
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 1 1 14 33
Tax shocks with high and low uncertainty 0 0 1 123 1 1 10 144
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 0 1 5 325
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 1 10 625
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 0 13 1,602
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 3 3 15 271
The Distributional Effects of Economic Uncertainty 0 0 0 0 2 2 2 2
The Distributional Effects of Economic Uncertainty 23 23 27 35 35 38 73 90
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 1 1 12 97
The Global Component of Inflation Volatility 0 0 1 42 0 0 27 185
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 1 66 1 1 10 178
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 0 0 11 178
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 0 41 1 1 8 183
The Transmission Mechanism in a Changing World 0 0 0 134 0 0 16 515
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 1 1 13 102
The banking and distribution sectors in a small open economy DSGE Model 0 0 1 180 0 9 23 380
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 282 0 2 22 699
The demand and supply of information about inflation 0 1 5 25 1 3 28 58
The demand and supply of information about inflation 0 0 2 32 0 2 19 88
The economic drivers of volatility and uncertainty 0 0 1 69 1 3 25 141
The financial accelerator mechanism: does frequency matter? 0 0 0 12 3 3 9 24
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 0 10 74
The global component of inflation volatility 0 0 0 150 1 2 84 461
The transmission mechanism in a changing world 0 0 0 214 1 1 8 535
Time Variation in Macro-Financial Linkages 0 0 0 60 2 4 13 200
Time Varying Three Pass Regression Filter 0 0 4 16 0 0 17 41
Time variation in macro-financial linkages 0 0 2 175 1 3 21 455
Time-Scale Transformations of Discrete-Time Processes 0 1 1 3 0 1 17 35
Time-Varying Instrumental Variable Estimation 0 0 0 40 1 1 9 108
Time-Varying Instrumental Variable Estimation 0 0 0 50 1 2 22 95
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 1 10 595 5 10 57 2,086
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 1 101 1 2 43 373
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 3 56 0 1 21 131
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 1 2 25 0 2 22 78
Using low frequency information for predicting high frequency variables 0 0 1 142 1 2 13 244
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 0 702 0 0 11 2,906
interpolation with a large information set 0 0 0 55 1 2 7 261
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 0 53 0 0 14 173
Total Working Papers 80 118 360 36,853 293 574 5,103 112,024
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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 3 106 0 1 21 299
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 1 1 14 929
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 1 9 57
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 4 8 429 4 16 95 1,332
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 0 11 170
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 1 2 15 198 3 5 40 423
A daily indicator of economic growth for the euro area 0 0 1 47 0 1 16 132
A linear benchmark for forecasting GDP growth and inflation? 0 2 3 198 0 6 24 553
A macroeconometric model for the Euro economy 0 0 0 139 0 1 23 384
A parametric estimation method for dynamic factor models of large dimensions 0 1 1 65 0 2 14 166
A similarity‐based approach for macroeconomic forecasting 1 1 2 30 1 2 13 119
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 13 18 1 5 55 118
An empirical investigation of the effects of monetary policy shocks on the Italian economy 0 0 1 1 0 1 7 7
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 1 1 13 565
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 0 30 1 1 14 98
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 127 2 4 24 358
Bayesian neural networks for macroeconomic analysis 1 2 4 5 3 9 88 97
Blended identification in structural VARs 0 0 3 12 5 7 46 80
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 0 0 10 229
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 0 0 16 1 2 15 47
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2 4 14 23 2 5 44 78
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 79 0 1 14 178
Common Drifting Volatility in Large Bayesian VARs 0 2 4 60 5 7 40 205
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 1 34 0 0 31 130
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 1 196 0 2 20 584
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 0 13 242
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 0 1 13 137
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 0 2 10 110
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 1 11 78
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 1 1 9 142
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 0 1 7 219 2 7 44 562
Factor analysis in a model with rational expectations 0 0 0 79 0 0 7 434
Factor based index tracking 1 1 2 162 2 5 15 418
Factor-GMM estimation with large sets of possibly weak instruments 0 0 0 104 0 2 33 268
Factor‐Based Identification‐Robust Interference in IV Regressions 0 1 2 13 1 4 18 58
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 1 1 14 695
Forecast Bias and MSFE Encompassing 0 0 0 0 0 2 14 24
Forecast Pooling for European Macroeconomic Variables 0 0 1 33 0 0 6 179
Forecasting EMU macroeconomic variables 0 0 1 142 2 2 18 573
Forecasting economic activity by Bayesian bridge model averaging 0 0 1 41 0 3 17 127
Forecasting economic activity with targeted predictors 0 1 4 77 0 1 18 180
Forecasting euro area variables with German pre-EMU data 0 0 0 44 1 2 16 166
Forecasting exchange rates with a large Bayesian VAR 1 1 3 290 1 3 20 807
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 1 141 0 1 21 376
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 0 3 50 0 0 15 120
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 0 5 28 0 0 11 84
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 1 13 157
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 3 6 20 48
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 0 33 1 1 9 119
Forecasting with factor-augmented error correction models 0 0 3 93 0 0 21 260
Forecasting with shadow rate VARs 0 1 1 1 0 1 33 34
Foreword 0 0 0 6 0 0 8 51
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 2 5 31 42
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 0 12 75
Have Standard VARS Remained Stable Since the Crisis? 1 1 2 17 2 2 20 124
Interpolation and backdating with a large information set 0 1 1 78 0 2 20 243
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 1 20 25
LSM: A DSGE model for Luxembourg 0 0 1 50 0 0 18 213
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 1 9 175 4 8 58 530
Large time‐varying parameter VARs: A nonparametric approach 0 0 0 17 0 1 17 103
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 0 251 2 3 22 909
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 0 1 6 197 4 10 48 759
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 1 71 0 4 23 353
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 2 2 13 86
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 0 6 81
Machine learning the macroeconomic effects of financial shocks 1 2 8 12 1 3 27 31
Macro uncertainty in the long run 0 0 0 3 0 0 12 17
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 40 1 2 13 166
Macroeconomic forecasting in a multi‐country context 0 0 5 21 1 3 23 59
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 336 0 0 18 855
Markov-Switching MIDAS Models 0 0 3 215 2 2 22 746
Markov-Switching Three-Pass Regression Filter 0 0 3 39 0 1 10 121
Markov-switching mixed-frequency VAR models 1 1 6 92 1 4 52 369
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors 0 0 0 0 1 2 10 10
Measuring Uncertainty and Its Impact on the Economy 0 1 21 221 1 6 75 688
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 2 10 119
Mixed‐frequency models with moving‐average components 0 0 2 15 0 0 14 72
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 1 2 17 149
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 0 0 12 292
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 0 0 20 226
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 0 0 2 72 0 2 13 246
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 0 1 27 0 5 19 98
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 1 3 16 16
Nowcasting tail risk to economic activity at a weekly frequency 1 3 4 37 1 4 20 101
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 4 21 52
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 1 1 12 131
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 3 9 192
Path forecast evaluation 0 0 0 65 1 2 14 279
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 0 1 12 73
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 0 0 13 101
Predicting Tail-Risks for the Italian Economy 0 0 1 2 2 2 24 26
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 457 1 1 14 1,358
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 0 1 16 322
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 0 0 11 80
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 50 1 3 16 229
Regime switches in the risk–return trade-off 0 0 1 34 0 1 15 133
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 0 1 11 22
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 1 18 100
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 0 1 48 0 1 25 180
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 165 1 1 13 861
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 2 8 36 580
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 2 22 818
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 5 7 1 3 26 36
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 1 1 15 100
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 1 2 16 220
Survey data as coincident or leading indicators 0 0 0 58 0 1 15 191
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 2 10 2 3 22 48
Tax shocks with high and low uncertainty 0 0 4 23 1 1 22 105
Testing for PPP: Should we use panel methods? 1 2 2 366 1 3 20 1,078
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 0 0 33 247
The effects of the monetary policy stance on the transmission mechanism 0 0 0 124 0 0 12 274
The global component of inflation volatility 0 0 2 13 1 1 11 45
The multiscale causal dynamics of foreign exchange markets 0 0 1 53 0 2 22 204
The reliability of real-time estimates of the euro area output gap 0 0 1 91 0 0 16 365
The transmission mechanism in a changing world 0 0 0 175 1 1 10 544
Time Variation in Macro‐Financial Linkages 0 0 0 29 0 0 24 142
Time-varying instrumental variable estimation 0 1 5 24 0 2 18 78
Time‐scale transformations of discrete time processes 0 0 0 32 0 1 9 267
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 2 6 13 170 4 12 46 454
Using low frequency information for predicting high frequency variables 1 1 5 111 5 5 44 449
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 1 3 25 104
Total Journal Articles 17 48 245 9,210 105 281 2,592 32,683
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 0 1 20 90
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 2 1 2 15 22
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 0 1 10 16
Leading Indicators 2 4 10 329 2 6 40 797
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 1 1 6 10 1 1 15 33
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 0 4 7
Total Chapters 3 5 17 358 4 11 106 972
5 registered items for which data could not be found
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