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 1 1 1 5 2 2 5 28
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 1 2 2 27
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 4 5 152 2 8 13 278
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 0 0 0 1,538
A Measure for Credibility: Tracking US Monetary Developments 0 0 0 56 0 0 1 170
A Measure for Credibility: Tracking US Monetary Developments 0 0 2 42 0 0 6 171
A Monthly Indicator of the Euro Area GDP 0 0 2 218 0 0 4 466
A Monthly Indicator of the Euro Area GDP 0 0 5 91 0 2 15 313
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 0 1 1 8 0 1 3 40
A Similarity-based Approach for Macroeconomic Forecasting 1 1 1 62 2 2 9 103
A Simple Benchmark for Forecasts of Growth and Inflation 0 0 0 190 0 0 1 598
A survey of econometric methods for mixed-frequency data 0 2 4 160 0 2 13 348
A survey of econometric methods for mixed-frequency data 0 1 6 279 1 3 15 596
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 37 0 1 7 88
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 2 117 0 5 17 237
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 6 44 1 5 21 101
An Overview of the Factor-augmented Error-Correction Model 1 3 7 205 3 9 25 230
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 3 3 154 0 4 6 239
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
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 1 575 1 2 5 2,410
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 0 304 1 1 3 998
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 0 0 0 67 0 0 1 120
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 1 51 0 1 4 74
Asymmetries in Financial Spillovers 3 4 14 14 3 7 23 23
Bayesian Neural Networks for Macroeconomic Analysis 0 2 4 133 0 3 16 51
Bayesian Neural Networks for Macroeconomic Analysis 0 1 2 2 0 1 11 11
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 3 185 0 3 6 434
Bayesian VARs: specification choices and forecast accuracy 1 1 6 430 2 4 22 671
Bayesian modelling of VAR precision matrices using stochastic block networks 0 1 14 14 1 2 13 13
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 0 1 1
Bayesian nonparametric methods for macroeconomic forecasting 0 2 21 25 1 7 43 58
Big Data Econometrics: Now Casting and Early Estimates 1 4 7 208 1 8 18 280
Blended Identification in Structural VARs 0 0 5 8 0 2 13 22
Blended Identification in Structural VARs 1 2 7 66 2 3 15 51
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 0 8 0 0 1 29
Can Machine Learning Catch the COVID-19 Recession? 0 0 1 44 0 2 7 71
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 0 0 1 103
Can Machine Learning Catch the COVID-19 Recession? 1 1 1 1 1 1 3 14
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 1 2 9 16 5 7 30 53
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 1 5 213 0 2 13 324
Characterising the Business Cycle for Accession Countries 0 0 0 312 0 0 2 700
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 0 1 532
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 0 1 3 663 3 6 24 1,563
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 1 3 35 0 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 1 1 2 98 1 3 8 279
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 2 427 0 0 3 1,343
Dating the Euro Area Business Cycle 0 0 3 313 0 1 9 1,073
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 2 272
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 35 0 0 1 193
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 0 0 192
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 0 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 8 187
Factor Analysis in a Model with Rational Expectations 0 0 1 119 0 0 1 350
Factor Analysis in a New-Keynesian Model 0 0 0 116 0 0 2 477
Factor Based Index Tracking 0 0 0 538 1 1 5 1,318
Factor Based Index Trading 0 0 1 453 0 0 2 1,344
Factor Forecasts for the UK 0 0 1 191 0 0 1 530
Factor Forecasts for the UK 0 0 0 161 0 0 0 497
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 0 1 4 93
Factor forecasts for the UK 0 0 2 176 0 0 4 586
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 3 0 0 1 22
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 0 0 3 108
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 1 144 0 1 4 419
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 1 93 2 2 5 399
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 1 199 0 0 3 519
Factor-augmented Error Correction Models 0 0 1 175 0 0 1 353
Factor-augmented Error Correction Models 0 0 4 362 1 2 12 923
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 1 3 26 26 2 5 47 47
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 0 1 2 436
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 1 1 172 0 1 4 589
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 1 200 0 0 2 646
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 0 0 3 347
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 0 1 1 804
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 0 1 8 1,572
Forecasting EMU Macroeconomic Variables 0 0 0 302 0 1 1 1,848
Forecasting EMU macroeconomic variables 0 1 1 325 0 1 4 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 0 1 2 174 0 2 8 419
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 11 1 2 7 39
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 1 1 37 0 1 3 139
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 9 1 1 3 43
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 0 0 308
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 1 2 4 213
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 0 1 11
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 0 2 4 687
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 141 0 0 5 554
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 219 0 0 2 636
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 1 1 5 110
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 30 0 3 5 89
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 4 30 0 2 9 57
Forecasting economic activity with higher frequency targeted predictors 0 0 0 151 1 1 4 253
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 4 706
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 1 2 3 63
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 1 204 0 0 6 366
Forecasting with Factor-augmented Error Correction Models 0 0 0 101 0 0 0 233
Forecasting with Factor-augmented Error Correction Models 0 1 2 61 0 2 3 230
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 0 3 169 1 2 11 307
Forecasting with Shadow-Rate VARs 0 0 0 48 0 0 3 90
Further Results on MSFE Encompassing 0 0 0 62 1 1 1 475
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 152 0 0 4 97
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 3 0 0 3 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 2 2 3 212
Have standard VARs remained stable since the crisis? 0 0 0 114 0 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 0 1 1,051
Inflation, Attention and Expectations 0 1 15 15 3 11 28 28
Inflation, Attention and Expectations 0 2 7 7 0 4 14 14
Instability and Non-Linearity in the EMU 0 0 0 100 1 1 2 331
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 0 1 0 0 3 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 0 0 4 4
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 1 17
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 0 152 0 0 2 991
Large Datasets, Small Models and Monetary Policy in Europe 0 0 2 112 0 0 6 635
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 1 2 86 0 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 1 6 376
Large time-varying parameter VARs: a non-parametric approach 0 1 1 122 0 2 8 184
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 1 343 0 1 5 1,057
Leading Indicators for Euro-area Inflation and GDP Growth 0 2 3 670 1 3 10 1,848
Leading Indicators: What Have We Learned? 0 0 0 385 0 0 2 628
Leading Indicators: What Have We Learned? 0 0 1 234 0 0 1 474
Linear Aggregation with Common Trends and Cycles 0 0 0 63 0 2 3 222
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 1 2 7 454 2 3 15 1,123
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 133 0 0 1 414
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 1 120 1 3 9 485
Machine Learning the Macroeconomic Effects of Financial Shocks 0 3 27 27 1 7 25 25
Macro Uncertainty in the Long Run 0 0 1 4 0 1 3 12
Macroeconomic Forecasting in a Multi-country Context 0 0 0 6 0 1 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 0 1 5 683 0 1 8 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 0 3 456
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 1 1 2 32
Markov-Switching Mixed-Frequency VAR Models 0 2 2 127 0 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 9 466
Markov-switching three-pass regression filter 0 0 0 33 1 1 2 99
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 11 0 0 2 31
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 57 0 3 6 126
Measuring Uncertainty and Its Impact on the Economy 1 2 3 76 3 6 17 149
Measuring Uncertainty and Its Impact on the Economy 0 0 1 201 0 0 6 358
Mixed frequency models with MA components 0 1 1 34 0 3 9 108
Mixed frequency models with MA components 0 0 0 79 0 0 4 119
Mixed frequency structural VARs 0 0 1 196 1 1 4 338
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 1 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 7 642
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 0 0 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 0 402
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 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 1 2 18 18 4 6 18 18
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 1 3 39 1 3 10 99
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 0 96 0 1 8 229
Nowcasting distributions: a functional MIDAS model 0 0 44 44 0 3 63 63
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 2 5 37 2 7 23 45
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 71 0 0 0 227
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 1 1 2 130
On the importance of sectoral shocks for price-setting 0 0 0 7 1 1 1 55
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 27 27 27 27 34 35 35 35
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 13 13 13 13 31 31 31 31
Path Forecast Evaluation 0 1 1 75 0 1 1 182
Path Forecast Evaluation 0 0 1 33 0 0 3 88
Path Forecast Evaluation 0 1 3 14 0 2 6 83
Point, interval and density forecasts of exchange rates with time-varying parameter models 2 2 2 40 2 2 3 67
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 1 1 84 0 2 9 185
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 0 1 260
Pooling-based Data Interpolation and Backdating 0 0 0 80 0 0 1 301
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 0 3 153 0 0 8 462
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 0 2 245
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 3 231 0 1 7 462
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 0 2 164
Regime Switches in the Risk-Return Trade-off 0 0 0 46 1 1 3 54
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 1 6 0 0 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 1 1 13 1 2 2 84
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 1 202 1 2 6 714
Risky Oil: It's All in the Tails 0 1 9 12 0 1 24 29
Risky Oil: It's All in the Tails 1 1 2 2 2 3 6 6
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 0 1 1 52 0 2 3 251
Selecting predictors by using Bayesian model averaging in bridge models 0 0 1 71 1 1 3 188
Shadow-rate VARs 1 4 11 35 3 9 29 73
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 4 407 1 2 10 876
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 2 2 5 1,058
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 0 2 12 12 1 6 28 28
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 80 1 1 16 79
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 2 3 774
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 0 1 1 72 0 1 2 202
Survey Data as Coincident or Leading Indicators 0 1 2 38 0 1 3 166
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 2 396 0 0 2 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 2 2 6 1 2 11 19
Tax shocks with high and low uncertainty 0 0 0 122 0 1 3 133
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 0 1 5 320
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 0 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 1 1 6 6 2 2 14 14
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 0 7 157
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 1 1 65 0 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 1 175
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 29 0 0 1 89
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 178 1 2 5 352
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 280 1 2 10 676
The demand and supply of information about inflation 0 0 1 30 0 2 18 69
The demand and supply of information about inflation 0 0 1 20 0 0 4 30
The economic drivers of volatility and uncertainty 0 0 0 68 0 0 4 116
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 1 2 13
The financial accelerator mechanism: does frequency matter? 0 0 0 25 1 1 2 63
The global component of inflation volatility 0 0 1 148 0 1 5 375
The transmission mechanism in a changing world 0 0 0 214 0 0 2 527
Time Variation in Macro-Financial Linkages 0 0 0 59 0 1 3 185
Time Varying Three Pass Regression Filter 2 6 12 12 3 11 23 23
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 1 1 2 98
Time-Varying Instrumental Variable Estimation 0 0 1 50 0 1 8 71
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 3 99 0 1 12 327
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 5 20 585 1 11 52 2,022
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 1 2 6 109
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 1 1 23 0 1 2 55
Using low frequency information for predicting high frequency variables 0 0 1 141 0 0 14 230
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 1 702 0 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 0 1 1 158
Total Working Papers 65 156 595 36,430 167 418 1,734 106,624
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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 2 5 9 275
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 0 3 10 421 3 12 100 1,220
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 0 1 3 159
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 1 4 9 181 2 7 25 380
A daily indicator of economic growth for the euro area 2 2 4 46 3 4 9 115
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 2 2 6 105
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 1 4 4 2 10 54 54
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 4 204 2 2 11 552
Assessing international commonality in macroeconomic uncertainty and its effects 0 1 2 28 0 1 4 81
Bayesian VARs: Specification Choices and Forecast Accuracy 0 4 8 124 1 6 16 333
Bayesian neural networks for macroeconomic analysis 0 0 0 0 1 3 3 3
Blended identification in structural VARs 1 1 8 8 2 5 31 31
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 1 3 5 217
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 1 1 15 0 1 2 30
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 7 7 2 9 29 29
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 2 56 1 1 11 159
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 0 1 3 195 0 1 7 564
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 1 2 17 225
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 1 42 0 0 2 131
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 2 11 208 5 13 43 513
Factor analysis in a model with rational expectations 0 0 0 79 0 0 3 427
Factor based index tracking 1 1 4 159 1 1 11 402
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 0 1 1 11 0 2 2 39
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 1 2 3 681
Forecast Bias and MSFE Encompassing 0 0 0 0 0 1 1 9
Forecast Pooling for European Macroeconomic Variables 0 0 0 32 0 1 3 171
Forecasting EMU macroeconomic variables 0 0 1 141 0 0 2 555
Forecasting economic activity by Bayesian bridge model averaging 1 1 4 40 1 2 7 108
Forecasting economic activity with targeted predictors 0 0 2 72 0 0 3 159
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 1 3 150
Forecasting exchange rates with a large Bayesian VAR 0 1 5 287 0 1 9 785
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 2 139 1 2 5 350
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 1 2 47 0 1 9 105
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 0 0 23 1 1 3 72
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 0 10 0 0 1 28
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 1 33 0 1 12 110
Forecasting with factor-augmented error correction models 0 0 2 89 1 5 14 235
Foreword 0 0 0 6 0 0 1 42
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 0 2 4 8 8
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 0 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 2 2 4 4
LSM: A DSGE model for Luxembourg 0 0 0 49 0 2 6 194
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 3 4 16 164 4 9 42 465
Large time‐varying parameter VARs: A nonparametric approach 0 0 2 17 0 3 8 84
Leading Indicators for Euro‐area Inflation and GDP Growth* 1 1 2 251 1 4 9 886
Linear aggregation with common trends and cycles 0 0 0 14 0 0 2 82
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 4 70 1 2 11 329
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 2 12 190 1 6 29 705
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 3 4 4 4 3 4 4 4
Macro uncertainty in the long run 1 1 1 2 1 1 1 4
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 3 40 0 1 6 153
Macroeconomic forecasting in a multi‐country context 0 1 2 15 0 2 5 34
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 335 1 3 6 835
Markov-Switching MIDAS Models 0 0 3 209 0 1 17 718
Markov-Switching Three-Pass Regression Filter 0 1 2 36 0 2 7 109
Markov-switching mixed-frequency VAR models 0 0 1 86 1 1 8 316
Measuring Uncertainty and Its Impact on the Economy 1 5 16 196 8 15 61 606
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 0 2 109
Mixed‐frequency models with moving‐average components 0 0 1 13 1 1 5 57
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 1 31 0 0 3 130
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 1 2 4 280
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 1 1 11 228
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 1 6 26 1 2 15 76
Nowcasting tail risk to economic activity at a weekly frequency 0 0 8 30 1 2 18 76
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 1 118
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 0 6 182
Path forecast evaluation 0 1 2 65 1 2 8 264
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 3 11 305
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 0 0 3 69
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 1 49 0 3 8 213
Regime switches in the risk–return trade-off 0 1 1 33 0 2 5 117
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 1 1 2 9
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 2 3 82
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 0 3 47 0 2 12 152
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 0 4 11 542
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 2 5 795
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 0 103 0 1 2 260
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 1 1 1 4 4 9 9
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 2 25 0 1 4 84
Structural analysis with Multivariate Autoregressive Index models 0 1 1 44 0 2 4 201
Survey data as coincident or leading indicators 0 0 0 58 0 0 3 176
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 2 8 0 1 7 26
Tax shocks with high and low uncertainty 0 1 3 19 0 1 4 77
Testing for PPP: Should we use panel methods? 0 0 1 364 2 3 4 1,058
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 1 5 72 0 4 14 213
The effects of the monetary policy stance on the transmission mechanism 1 2 12 123 1 5 20 260
The global component of inflation volatility 0 1 1 10 0 3 5 33
The multiscale causal dynamics of foreign exchange markets 0 0 1 51 1 1 4 181
The reliability of real-time estimates of the euro area output gap 0 0 1 89 1 1 6 346
The transmission mechanism in a changing world 0 0 1 175 0 0 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 1 13 258
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 1 2 9 157 1 6 24 406
Using low frequency information for predicting high frequency variables 1 2 9 105 1 3 15 401
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 29 0 2 9 74
Total Journal Articles 21 67 266 8,921 80 250 1,068 29,868
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 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 0 2 5 6
Leading Indicators 0 0 5 318 1 2 16 756
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 17
Non-linearity and Instability in the Euro Area 0 0 0 0 0 1 3 5
TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING 0 0 0 0 1 1 2 3
Total Chapters 0 0 8 339 3 11 48 864
5 registered items for which data could not be found
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