Access Statistics for Massimiliano Marcellino

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 252 0 1 18 747
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 582 1 7 30 1,725
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 0 5 0 1 15 44
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 1 3 17 44
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 2 7 160 2 4 20 300
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 1 2 17 1,556
A Measure for Credibility: Tracking US Monetary Developments 0 0 0 57 0 1 12 184
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 44 0 1 29 201
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 37 353
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 0 1 189 0 0 8 626
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 1 1 13 30
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 0 15 55
A Similarity-based Approach for Macroeconomic Forecasting 0 0 1 63 1 1 18 121
A Simple Benchmark for Forecasts of Growth and Inflation 0 0 2 192 0 0 13 611
A survey of econometric methods for mixed-frequency data 1 3 9 289 3 7 41 643
A survey of econometric methods for mixed-frequency data 0 2 6 167 1 7 34 384
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 2 119 1 6 42 281
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 2 16 106
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 0 27 132
An Empirical Investigation of the Effects of Monetary Policy Shocks on the Italian Economy 0 17 17 17 0 2 4 4
An Overview of the Factor-augmented Error-Correction Model 0 0 1 207 0 1 13 244
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 2 121 1 3 21 293
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 0 155 0 1 22 264
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 1 2 19 2,430
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 0 1 9 84
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 2 2 15 56
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 1 1 1 68 1 2 16 139
Asymmetries in Financial Spillovers 0 1 11 30 1 4 35 67
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 133 1 3 20 72
Bayesian Neural Networks for Macroeconomic Analysis 12 13 13 15 3 7 36 48
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 6 6 6 0 5 6 6
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 1 187 2 2 16 452
Bayesian VARs: specification choices and forecast accuracy 0 1 5 436 0 4 30 708
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 0 3 18 32
Bayesian nonparametric methods for macroeconomic forecasting 0 0 5 34 0 0 25 87
Bayesian nonparametric methods for macroeconomic forecasting 1 1 1 1 1 1 15 17
Big Data Econometrics: Now Casting and Early Estimates 1 1 2 211 1 2 25 309
Blended Identification in Structural VARs 0 0 0 8 1 1 13 36
Blended Identification in Structural VARs 0 0 2 68 1 3 18 70
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 88 0 1 22 79
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 2 1 1 9 24
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 1 3 12 43
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 44 0 1 10 85
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 1 1 9 113
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 1 2 20 348
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 19 0 0 9 63
Characterising the Business Cycle for Accession Countries 0 0 0 312 2 2 20 721
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 1 14 546
Characterizing the Business Cycle for Accession Countries 0 0 0 175 0 1 14 558
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 0 3 14 367
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 3 667 1 3 35 1,600
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 1 36 1 2 13 41
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 2 2 15 15
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 1 1 11 278
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 0 3 11 157
Common drifting volatility in large Bayesian VARs 1 1 1 99 3 5 21 300
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 28 1,372
Dating the Euro Area Business Cycle 0 0 0 313 1 1 21 1,094
Dating the Euro Area Business Cycle 0 0 0 347 0 0 18 1,153
Direct Gaussian Process Predictive Regressions with Mixed Frequency Data 0 6 6 6 3 6 6 6
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 1 2 16 288
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 35 0 0 66 260
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 2 18 210
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 1 9 131
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 0 1 22 171
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 0 1 18 2,064
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 3 3 19 206
Factor Analysis in a Model with Rational Expectations 0 0 0 119 1 4 27 377
Factor Analysis in a New-Keynesian Model 0 0 0 116 1 1 14 491
Factor Based Index Tracking 0 0 0 538 0 0 12 1,330
Factor Based Index Trading 0 0 1 454 0 0 28 1,373
Factor Forecasts for the UK 0 0 0 161 0 0 12 510
Factor Forecasts for the UK 0 0 0 191 1 1 10 540
Factor analysis in a New-Keynesian model 0 0 0 198 0 3 20 579
Factor based identification-robust inference in IV regressions 0 1 3 50 0 1 9 102
Factor forecasts for the UK 0 0 3 179 1 3 20 610
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 0 0 14 123
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 1 5 1 2 14 39
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 0 1 37 457
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 0 0 14 415
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 1 220 4 4 15 730
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 1 202 1 2 20 724
Factor-augmented Error Correction Models 0 0 0 362 1 2 15 942
Factor-augmented Error Correction Models 0 0 0 200 0 1 12 532
Factor-augmented Error Correction Models 0 0 0 175 1 1 8 361
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 1 1 8 38 3 3 25 80
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 0 1 1 173 0 3 21 611
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
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 0 0 17 366
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 0 0 11 890
Forecast pooling for short time series of macroeconomic variables 0 0 0 421 1 2 20 1,593
Forecasting EMU Macroeconomic Variables 0 0 0 302 0 1 13 1,861
Forecasting EMU macroeconomic variables 0 0 0 325 0 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 0 174 0 0 11 431
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 2 3 8 49
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 11 1 2 14 60
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 1 39 0 0 15 156
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 63 1 2 16 230
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 3 22 332
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 1 12 24
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 0 127 0 1 15 704
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 0 0 31 1 1 10 101
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 34 2 4 13 75
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 123 0 2 16 128
Forecasting economic activity with higher frequency targeted predictors 0 0 0 153 0 1 13 269
Forecasting euro-area variables with German pre-EMU data 1 1 1 56 3 3 13 209
Forecasting macroeconomic variables for the new member states of the European Union 0 0 1 193 0 0 15 721
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 0 1 12 17
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 1 1 11 285
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 14 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 1 3 26 392
Forecasting with Factor-augmented Error Correction Models 0 0 1 62 1 3 16 247
Forecasting with Factor-augmented Error Correction Models 0 0 1 102 2 3 18 251
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 0 2 171 1 3 14 322
Forecasting with Shadow-Rate VARs 0 0 0 48 2 4 25 115
Further Results on MSFE Encompassing 0 0 0 62 1 2 14 491
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 154 0 2 19 118
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 0 0 12 19
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 1 13 92
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 1 17 230
Have standard VARs remained stable since the crisis? 0 0 0 114 0 3 30 283
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 1 2 7 18 2 10 41 62
Inflation, Attention and Expectations 0 0 2 17 0 2 38 70
Instability and Non-Linearity in the EMU 0 0 0 100 1 3 15 347
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 0 3 11 357
Interpolation and backdating with a large information set 0 0 1 130 0 2 21 447
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 1 16 24
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 4 16 67
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 0 2 17 21
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 10 23
LSM: A DSGE Model for Luxembourg 0 0 0 0 1 2 9 84
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 1 1 14 649
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 153 0 1 16 1,008
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 0 87 0 1 17 144
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 0 1 13 51
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 3 24 400
Large time-varying parameter VARs: a non-parametric approach 0 0 0 123 1 2 12 197
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 0 12 1,070
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 1 1 23 1,872
Leading Indicators: What Have We Learned? 0 0 1 386 0 0 10 639
Leading Indicators: What Have We Learned? 0 0 1 235 0 0 5 480
Linear Aggregation with Common Trends and Cycles 0 0 0 63 1 2 15 237
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 0 2 458 1 5 38 1,167
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 3 137 0 2 16 432
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 1 121 1 3 14 499
Machine Learning the Macroeconomic Effects of Financial Shocks 1 1 3 31 1 4 25 53
Machine Learning the Macroeconomic Effects of Financial Shocks 2 3 3 3 3 9 9 9
Macro Uncertainty in the Long Run 0 0 2 7 0 2 15 28
Macroeconomic Forecasting in a Multi-country Context 0 0 2 8 0 1 12 35
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 3 21 80
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 0 683 0 1 17 1,853
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 0 0 21 74
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 1 1 1 59 1 2 8 153
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 2 31 489
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 0 2 20 139
Markov-switching MIDAS models 0 0 4 120 0 2 32 500
Markov-switching three-pass regression filter 0 0 0 33 0 2 17 119
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 0 17 0 0 16 35
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 0 0 21 52
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 59 0 3 19 150
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 0 4 33 187
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 1 2 12 372
Mixed frequency models with MA components 0 0 0 79 1 1 8 128
Mixed frequency models with MA components 0 0 1 35 0 3 26 134
Mixed frequency structural VARs 0 1 4 200 2 9 24 363
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 0 13 213
Model Selection for Non-Linear Dynamic Models 0 0 0 236 1 1 10 676
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 0 305 0 1 20 662
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 0 0 17 409
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 1 1 15 1,494
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 0 1 9 222
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 5 17 420
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 2 12 155
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 45 1 2 23 66
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 0 10 10 10 1 9 9 9
Nonparametric Time Varying IV-SVARs: Estimation and Inference 0 0 4 25 0 4 25 50
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 0 0 10 110
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 0 2 20 253
Nowcasting distributions: a functional MIDAS model 0 1 3 51 1 3 20 89
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 1 39 2 3 35 86
On the importance of sectoral and regional shocks for price setting 0 0 0 18 0 1 22 93
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 0 1 9 139
On the importance of sectoral and regional shocks for price-setting 0 0 0 71 0 2 14 244
On the importance of sectoral shocks for price-setting 0 0 0 7 0 1 14 69
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 0 0 1 14 1 1 20 56
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 1 4 18 54 4 11 90 144
Path Forecast Evaluation 0 0 1 15 0 1 21 106
Path Forecast Evaluation 0 0 0 33 0 1 12 101
Path Forecast Evaluation 0 0 0 75 0 1 15 197
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 1 41 1 2 12 79
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 0 84 0 1 20 207
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 0 0 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 1 88 0 0 11 272
Pooling-based Data Interpolation and Backdating 0 0 0 80 0 2 16 318
Pooling-based data interpolation and backdating 0 0 0 64 0 0 9 335
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 2 794 2 4 22 2,373
Public Capital and Economic Performance: Evidence from Italy 0 0 0 460 0 0 18 1,247
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 0 153 0 0 20 484
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 4 21 267
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 233 2 2 28 492
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 1 16 182
Regime Switches in the Risk-Return Trade-off 0 0 0 46 1 1 9 63
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 0 6 1 2 14 75
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 2 128 1 1 17 351
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 202 0 0 20 735
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 13 0 1 13 97
Risky Oil: It's All in the Tails 0 0 0 13 1 1 13 43
Risky Oil: It's All in the Tails 0 0 2 5 4 6 26 43
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 0 12 24
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 7 547
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 1 3 12 263
Selecting predictors by using Bayesian model averaging in bridge models 0 0 0 71 0 1 11 200
Severe Weather and Financial (In)stability 0 15 15 15 2 8 8 8
Severe weather and financial (in)stability 0 0 20 20 1 1 5 5
Shadow-rate VARs 0 0 0 36 0 3 24 98
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 1 173 2 3 22 442
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 1 1 4 411 2 2 25 901
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 0 1 11 1,006
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 0 1 21 1,083
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 0 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 0 2 13 93
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 17 0 0 21 55
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 0 13 787
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 1 2 12 134
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 2 14 201
Survey Data as Coicident or Leading Indicators 1 1 1 73 2 3 20 222
Survey Data as Coincident or Leading Indicators 1 1 1 39 2 3 13 179
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 0 397 0 1 18 1,051
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 1 1 79 1 2 23 114
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 1 13 33
Tax shocks with high and low uncertainty 0 0 0 123 0 1 9 144
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 1 1 6 326
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 0 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 0 3 15 271
The Distributional Effects of Economic Uncertainty 3 26 29 38 4 40 75 94
The Distributional Effects of Economic Uncertainty 0 0 0 0 2 4 4 4
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 0 1 12 97
The Global Component of Inflation Volatility 0 0 1 42 1 1 25 186
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 1 66 0 1 10 178
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 1 1 12 179
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 0 41 1 2 9 184
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 2 14 103
The banking and distribution sectors in a small open economy DSGE Model 0 0 1 180 0 0 23 380
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 1 282 1 1 21 700
The demand and supply of information about inflation 0 0 2 32 0 1 19 88
The demand and supply of information about inflation 0 1 5 25 0 2 26 58
The economic drivers of volatility and uncertainty 0 0 1 69 1 3 25 142
The financial accelerator mechanism: does frequency matter? 0 0 0 25 1 1 11 75
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 3 9 24
The global component of inflation volatility 0 0 0 150 0 1 84 461
The transmission mechanism in a changing world 0 0 0 214 0 1 8 535
Time Variation in Macro-Financial Linkages 0 0 0 60 0 2 13 200
Time Varying Three Pass Regression Filter 0 0 4 16 0 0 16 41
Time variation in macro-financial linkages 0 0 2 175 0 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 0 1 9 108
Time-Varying Instrumental Variable Estimation 0 0 0 50 0 2 22 95
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 3 4 13 598 4 11 57 2,090
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 1 101 0 2 43 373
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 2 56 1 1 21 132
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 2 25 0 0 22 78
Using low frequency information for predicting high frequency variables 0 0 1 142 1 2 14 245
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 0 1 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 35 139 359 36,888 171 552 5,139 112,195
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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 1 2 22 300
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 2 3 16 931
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 0 9 57
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 2 2 8 431 9 18 99 1,341
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 1 1 11 171
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 1 3 14 199 2 7 37 425
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 0 3 198 0 3 24 553
A macroeconometric model for the Euro economy 0 0 0 139 1 1 24 385
A parametric estimation method for dynamic factor models of large dimensions 0 0 1 65 0 0 14 166
A similarity‐based approach for macroeconomic forecasting 0 1 2 30 0 2 13 119
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 10 18 1 5 51 119
An empirical investigation of the effects of monetary policy shocks on the Italian economy 0 0 1 1 1 2 8 8
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 0 1 13 565
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 0 30 0 1 13 98
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 127 1 4 25 359
Bayesian neural networks for macroeconomic analysis 0 1 4 5 1 4 88 98
Blended identification in structural VARs 0 0 2 12 4 10 47 84
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 0 1 13 47
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 5 13 24 3 7 43 81
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 1 4 60 1 7 39 206
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 0 34 0 0 30 130
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 1 196 0 2 19 584
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 0 11 242
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 0 10 110
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 1 2 12 79
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 1 9 142
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 0 0 7 219 4 7 45 566
Factor analysis in a model with rational expectations 0 0 0 79 0 0 7 434
Factor based index tracking 0 1 2 162 0 5 15 418
Factor-GMM estimation with large sets of possibly weak instruments 0 0 0 104 2 3 35 270
Factor‐Based Identification‐Robust Interference in IV Regressions 0 0 2 13 0 2 18 58
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 0 1 14 695
Forecast Bias and MSFE Encompassing 0 0 0 0 1 2 15 25
Forecast Pooling for European Macroeconomic Variables 0 0 0 33 0 0 5 179
Forecasting EMU macroeconomic variables 0 0 1 142 1 3 19 574
Forecasting economic activity by Bayesian bridge model averaging 0 0 1 41 1 2 18 128
Forecasting economic activity with targeted predictors 0 1 4 77 0 1 17 180
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 2 16 166
Forecasting exchange rates with a large Bayesian VAR 1 2 4 291 2 5 21 809
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 1 141 2 3 23 378
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 4 28 0 0 10 84
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 1 13 157
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 0 3 19 48
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 0 33 0 1 8 119
Forecasting with factor-augmented error correction models 0 0 3 93 0 0 21 260
Forecasting with shadow rate VARs 0 1 1 1 1 2 29 35
Foreword 0 0 0 6 0 0 8 51
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 0 3 30 42
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 0 10 75
Have Standard VARS Remained Stable Since the Crisis? 0 1 2 17 0 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 1 1 1 1 2 3 22 27
LSM: A DSGE model for Luxembourg 0 0 1 50 0 0 16 213
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 1 9 175 2 7 60 532
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 0 2 21 909
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 1 2 6 198 2 7 47 761
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 1 71 0 2 21 353
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 0 2 12 86
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 1 1 7 82
Machine learning the macroeconomic effects of financial shocks 1 2 8 13 2 3 27 33
Macro uncertainty in the long run 0 0 0 3 0 0 11 17
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 1 1 1 41 2 4 14 168
Macroeconomic forecasting in a multi‐country context 0 0 5 21 0 3 22 59
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 336 1 1 19 856
Markov-Switching MIDAS Models 0 0 3 215 0 2 22 746
Markov-Switching Three-Pass Regression Filter 0 0 3 39 1 1 10 122
Markov-switching mixed-frequency VAR models 0 1 5 92 0 2 50 369
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors 0 0 0 0 2 3 12 12
Measuring Uncertainty and Its Impact on the Economy 2 2 23 223 3 6 73 691
Mixed frequency structural vector auto-regressive models 1 1 1 48 1 2 11 120
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 0 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 2 2 22 228
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 1 1 1 28 2 3 19 100
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 0 3 16 16
Nowcasting tail risk to economic activity at a weekly frequency 0 2 4 37 0 2 20 101
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 4 21 53
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 0 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 10 193
Path forecast evaluation 0 0 0 65 0 2 13 279
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 1 2 13 74
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 1 1 13 102
Predicting Tail-Risks for the Italian Economy 0 0 1 2 2 4 24 28
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 457 0 1 13 1,358
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 1 1 16 323
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 2 17 230
Regime switches in the risk–return trade-off 0 0 1 34 2 3 17 135
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 17 100
Severe weather and financial (in)stability 0 0 0 0 1 1 1 1
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 0 1 48 1 2 26 181
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 165 0 1 13 861
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 1 7 36 581
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 0 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 0 3 26 36
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 0 26 0 1 14 100
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 0 2 16 220
Survey data as coincident or leading indicators 0 0 0 58 0 0 15 191
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 2 10 1 4 22 49
Tax shocks with high and low uncertainty 0 0 3 23 0 1 21 105
Testing for PPP: Should we use panel methods? 0 1 2 366 0 1 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 1 1 1 125 1 1 13 275
The global component of inflation volatility 0 0 2 13 1 2 12 46
The multiscale causal dynamics of foreign exchange markets 0 0 0 53 0 1 19 204
The reliability of real-time estimates of the euro area output gap 1 1 2 92 1 1 16 366
The transmission mechanism in a changing world 0 0 0 175 0 1 10 544
Time Variation in Macro‐Financial Linkages 1 1 1 30 1 1 23 143
Time-varying instrumental variable estimation 0 0 5 24 1 2 19 79
Time‐scale transformations of discrete time processes 0 0 0 32 1 1 10 268
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 4 13 170 5 13 51 459
Using low frequency information for predicting high frequency variables 0 1 4 111 2 7 44 451
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 0 3 24 104
Total Journal Articles 16 44 240 9,226 93 287 2,590 32,776
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 0 2 1 2 15 23
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 0 0 9 16
Leading Indicators 1 4 11 330 1 4 40 798
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 2 7 11 2 3 17 35
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 2 6 18 360 4 10 107 976
5 registered items for which data could not be found
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