Access Statistics for Massimiliano Marcellino

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 252 1 7 9 737
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 582 3 11 18 1,712
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 1 5 3 9 13 39
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 1 10 12 37
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 3 10 158 1 7 25 295
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 2 9 15 1,553
A Measure for Credibility: Tracking US Monetary Developments 0 0 2 44 5 23 27 198
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 57 2 6 9 179
A Monthly Indicator of the Euro Area GDP 0 0 0 91 7 22 30 340
A Monthly Indicator of the Euro Area GDP 0 0 0 218 1 6 9 474
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 0 0 188 1 4 5 623
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 3 11 14 53
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 2 6 11 28
A Similarity-based Approach for Macroeconomic Forecasting 1 1 2 63 2 6 12 113
A Simple Benchmark for Forecasts of Growth and Inflation 0 0 0 190 0 6 9 607
A survey of econometric methods for mixed-frequency data 1 1 5 163 3 8 19 364
A survey of econometric methods for mixed-frequency data 0 1 6 283 4 15 31 623
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 1 8 14 101
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 1 117 5 20 32 264
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 2 45 3 15 29 125
An Overview of the Factor-augmented Error-Correction Model 0 0 4 206 0 5 18 239
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 1 2 120 1 11 14 285
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 4 155 1 8 23 257
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 0 7 13 2,421
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 1 1 1 305 2 3 6 1,003
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 0 2 6 79
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 3 10 17 136
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 1 16 0 9 13 53
Asymmetries in Financial Spillovers 7 9 19 29 9 24 45 61
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 2 3 15 25 34
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 133 1 4 18 63
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 186 1 6 14 444
Bayesian VARs: specification choices and forecast accuracy 1 1 5 434 2 10 30 695
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 1 14 2 7 15 25
Bayesian nonparametric methods for macroeconomic forecasting 0 1 9 31 3 10 27 77
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 3 10 11 12
Big Data Econometrics: Now Casting and Early Estimates 0 0 7 210 3 9 25 295
Blended Identification in Structural VARs 0 0 0 8 3 4 11 31
Blended Identification in Structural VARs 0 0 2 66 5 10 16 64
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 87 4 10 16 71
Can Machine Learning Catch the COVID-19 Recession? 0 0 2 2 2 7 10 23
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 2 5 8 111
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 44 2 6 14 82
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 3 6 10 39
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 6 19 0 6 17 60
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 1 213 1 9 20 340
Characterising the Business Cycle for Accession Countries 0 0 0 312 1 5 10 710
Characterising the Business Cycle for Accession Countries 0 0 0 196 2 8 9 541
Characterizing the Business Cycle for Accession Countries 0 0 0 175 1 6 9 552
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 1 1 115 1 5 7 359
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 1 2 6 667 7 19 31 1,587
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 1 35 1 6 9 34
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 4 7 8 8
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 4 9 274
Common Drifting Volatility in Large Bayesian VARs 1 1 1 41 1 4 5 150
Common drifting volatility in large Bayesian VARs 0 0 1 98 1 9 16 291
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 2 7 9 35
Dating the Euro Area Business Cycle 0 0 0 313 3 6 9 1,081
Dating the Euro Area Business Cycle 0 0 0 347 1 5 9 1,143
Dating the Euro Area Business Cycle 0 0 0 427 2 9 15 1,358
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 4 9 10 282
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 2 7 9 70
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 6 10 159
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 2 5 7 149
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 4 63 64 257
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 7 11 14 206
Endogenous Uncertainty 0 0 1 167 0 6 9 410
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 0 4 6 127
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 1 10 17 164
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 2 5 7 2,052
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 1 1 1 78 6 8 11 198
Factor Analysis in a Model with Rational Expectations 0 0 1 119 4 13 18 367
Factor Analysis in a New-Keynesian Model 0 0 0 116 3 6 8 485
Factor Based Index Tracking 0 0 0 538 1 4 10 1,326
Factor Based Index Trading 1 1 1 454 1 23 27 1,371
Factor Forecasts for the UK 0 0 0 191 0 2 4 534
Factor Forecasts for the UK 0 0 0 161 0 8 11 508
Factor analysis in a New-Keynesian model 0 0 0 198 3 7 10 567
Factor based identification-robust inference in IV regressions 0 1 2 49 2 7 9 101
Factor forecasts for the UK 1 2 2 178 2 6 14 599
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 1 2 5 0 6 11 33
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 5 9 12 120
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 5 18 30 448
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 1 5 14 411
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 1 7 12 725
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 1 3 202 3 11 16 718
Factor-augmented Error Correction Models 0 0 0 175 0 4 6 359
Factor-augmented Error Correction Models 0 0 1 200 2 6 9 528
Factor-augmented Error Correction Models 0 0 0 362 0 7 16 937
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 1 4 13 36 4 11 33 73
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 0 5 8 443
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 0 1 172 2 9 15 603
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 200 0 8 12 658
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 1 8 11 357
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 3 11 14 817
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 0 6 7 885
Forecast pooling for short time series of macroeconomic variables 0 0 0 421 3 8 14 1,581
Forecasting EMU Macroeconomic Variables 0 0 0 302 0 7 9 1,856
Forecasting EMU macroeconomic variables 0 0 1 325 0 5 7 1,816
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 2 4 5 305
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 0 3 9 45
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 0 5 11 426
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 3 14 19 285
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 11 2 7 12 54
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 38 2 7 12 150
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 4 13 321
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 2 8 14 224
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 4 8 18
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 1 5 16 699
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 2 4 5 559
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 1 4 9 645
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 0 120 1 5 7 585
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 1 6 15 70
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 3 10 96
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 4 9 118
Forecasting economic activity with higher frequency targeted predictors 0 0 2 153 1 9 14 265
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 3 8 9 204
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 3 13 15 720
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 2 5 7 11
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 1 5 7 281
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 1 7 11 71
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 1 6 12 66
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 5 11 16 33
Forecasting with Factor-Augmented Error Correction Models 0 0 0 204 1 7 14 378
Forecasting with Factor-augmented Error Correction Models 0 0 1 102 5 9 11 244
Forecasting with Factor-augmented Error Correction Models 0 0 2 62 1 7 11 239
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 0 3 171 0 5 12 316
Forecasting with Shadow-Rate VARs 0 0 0 48 0 10 15 104
Further Results on MSFE Encompassing 0 0 0 62 3 7 12 486
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 0 6 6 13
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 1 2 154 1 5 11 108
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 2 9 13 90
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 8 15 225
Have standard VARs remained stable since the crisis? 0 0 0 114 1 12 25 276
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 0 5 6 535
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 0 348 1 10 16 1,066
Inflation, Attention and Expectations 0 1 10 14 2 16 34 41
Inflation, Attention and Expectations 0 0 2 16 4 21 40 57
Instability and Non-Linearity in the EMU 0 0 0 100 2 6 12 342
Instability and non-linearity in the EMU 0 0 0 122 0 4 6 542
Interpolation and Backdating with A Large Information Set 0 0 0 97 2 6 7 353
Interpolation and backdating with a large information set 0 1 1 130 1 9 13 439
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 6 10 18
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 2 4 55
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 7 12 15
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 3 4 21
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 4 4 79
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 4 4 17
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 153 1 6 11 1,002
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 3 7 7 642
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 2 87 2 8 18 141
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 1 3 5 42
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 3 7 14 388
Large time-varying parameter VARs: a non-parametric approach 0 0 2 123 0 5 10 192
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 5 11 1,066
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 670 1 11 19 1,863
Leading Indicators: What Have We Learned? 0 0 0 385 0 4 6 634
Leading Indicators: What Have We Learned? 0 0 1 235 0 3 5 479
Linear Aggregation with Common Trends and Cycles 0 0 0 63 1 10 13 233
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 0 5 456 0 15 32 1,149
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 0 9 13 495
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 2 135 0 5 11 425
Machine Learning the Macroeconomic Effects of Financial Shocks 1 2 6 30 2 11 23 41
Macro Uncertainty in the Long Run 0 0 1 5 1 6 9 20
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 2 10 16 75
Macroeconomic Forecasting in a Multi-country Context 0 0 1 7 2 3 9 29
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 2 683 2 5 12 1,846
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 5 15 20 72
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 3 3 148
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 6 20 30 485
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 1 6 12 42
Markov-Switching Mixed-Frequency VAR Models 1 1 3 128 6 11 19 300
Markov-Switching Three-Pass Regression Filter 0 0 1 27 2 10 13 130
Markov-switching MIDAS models 0 1 4 119 9 17 25 491
Markov-switching three-pass regression filter 0 0 0 33 0 7 16 113
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 0 17 5 12 15 33
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 6 15 138
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 4 11 12 43
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 3 15 36 178
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 1 2 10 366
Mixed frequency models with MA components 0 0 0 79 2 2 5 124
Mixed frequency models with MA components 1 1 2 35 4 15 19 124
Mixed frequency structural VARs 0 2 2 198 0 9 12 349
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 2 7 13 209
Model Selection for Non-Linear Dynamic Models 0 0 0 236 1 3 4 670
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 0 305 2 12 15 657
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 1 12 21 408
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 1 6 9 1,486
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 0 4 8 219
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 6 8 410
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 3 7 148
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 5 8 13 55
Nonparametric Time Varying IV-SVARs: Estimation and Inference 2 2 7 23 7 13 32 42
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 39 0 7 14 108
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 1 8 17 245
Nowcasting distributions: a functional MIDAS model 1 1 6 50 5 9 23 82
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 3 38 3 9 29 66
On the importance of sectoral and regional shocks for price setting 0 0 0 18 2 12 17 88
On the importance of sectoral and regional shocks for price-setting 0 0 0 71 0 9 13 240
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 1 6 7 136
On the importance of sectoral shocks for price-setting 0 0 0 7 6 10 12 66
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 1 5 44 44 11 28 97 97
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 0 1 14 14 3 8 47 47
Path Forecast Evaluation 0 1 2 15 3 13 17 98
Path Forecast Evaluation 0 0 1 75 3 9 10 191
Path Forecast Evaluation 0 0 0 33 0 5 9 97
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 1 84 5 11 19 202
Point, interval and density forecasts of exchange rates with time-varying parameter models 1 1 3 41 2 8 12 77
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 0 4 5 323
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 83 1 2 7 291
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 0 4 8 267
Pooling-based Data Interpolation and Backdating 0 0 0 80 0 5 11 311
Pooling-based data interpolation and backdating 0 0 0 64 0 5 6 331
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 0 792 0 12 13 2,363
Public Capital and Economic Performance: Evidence from Italy 0 0 1 460 1 7 16 1,243
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 2 153 1 10 17 477
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 0 7 12 257
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 232 1 6 19 479
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 6 9 172
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 3 7 59
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 1 6 1 6 11 68
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 1 3 128 1 11 15 347
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 202 2 7 13 725
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 1 13 0 3 11 93
Risky Oil: It's All in the Tails 0 0 2 13 4 8 14 42
Risky Oil: It's All in the Tails 0 1 3 4 2 10 27 30
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 3 5 544
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 6 8 19
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 2 7 10 259
Selecting predictors by using Bayesian model averaging in bridge models 0 0 0 71 2 6 8 195
Shadow-rate VARs 0 0 5 36 4 10 24 88
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 0 172 2 6 13 433
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 1 1 3 410 2 7 19 892
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 0 3 8 1,002
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 0 7 17 1,073
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 3 5 6 484
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 115 1 4 7 441
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 2 358 0 9 17 977
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 3 82 1 4 9 86
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 1 7 17 5 9 30 50
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 5 8 780
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 2 9 11 131
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 0 4 5 192
Survey Data as Coicident or Leading Indicators 0 0 1 72 4 8 12 213
Survey Data as Coincident or Leading Indicators 0 0 1 38 0 7 10 175
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 2 397 0 5 14 1,045
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 4 8 15 30
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 11 16 105
Tax shocks with high and low uncertainty 0 0 1 123 0 7 10 142
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 1 3 5 324
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 4 6 621
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 2 10 1,596
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 3 6 9 264
The Distributional Effects of Economic Uncertainty 0 0 8 11 4 21 36 44
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 0 7 10 94
The Global Component of Inflation Volatility 0 0 1 42 8 14 22 176
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 2 66 2 5 11 175
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 1 8 10 177
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 0 41 0 4 6 181
The Transmission Mechanism in a Changing World 0 0 0 134 1 8 13 512
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 0 6 11 99
The banking and distribution sectors in a small open economy DSGE Model 0 0 1 179 0 5 16 366
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 1 281 1 7 16 690
The demand and supply of information about inflation 0 0 1 31 4 7 11 77
The demand and supply of information about inflation 0 1 2 22 1 9 16 45
The economic drivers of volatility and uncertainty 0 0 0 68 2 9 14 130
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 6 9 71
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 2 7 19
The global component of inflation volatility 0 0 2 150 13 61 71 445
The transmission mechanism in a changing world 0 0 0 214 1 4 5 531
Time Variation in Macro-Financial Linkages 0 0 1 60 4 9 12 196
Time Varying Three Pass Regression Filter 0 2 12 16 2 8 31 38
Time variation in macro-financial linkages 1 1 3 175 2 11 18 449
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 5 13 13 31
Time-Varying Instrumental Variable Estimation 0 0 0 50 2 8 17 87
Time-Varying Instrumental Variable Estimation 0 0 0 40 1 5 10 107
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 6 26 34 360
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 5 13 593 5 26 62 2,071
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 2 55 1 7 15 122
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 1 23 6 14 17 71
Using low frequency information for predicting high frequency variables 0 1 1 142 1 4 9 237
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 0 702 0 9 12 2,904
interpolation with a large information set 0 0 0 55 1 2 3 256
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 0 53 6 9 14 171
Total Working Papers 29 76 411 36,662 539 2,357 4,116 110,211
11 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Credibility Proxy: Tracking US Monetary Developments 0 1 2 104 1 10 20 290
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 1 8 12 927
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 5 7 54
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 0 8 425 2 27 97 1,301
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 2 5 10 168
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 2 4 15 192 4 14 34 407
A daily indicator of economic growth for the euro area 0 0 3 47 1 11 19 129
A linear benchmark for forecasting GDP growth and inflation? 0 0 1 195 1 7 18 544
A macroeconometric model for the Euro economy 0 0 0 139 5 18 20 380
A parametric estimation method for dynamic factor models of large dimensions 0 0 0 64 1 6 9 161
A similarity‐based approach for macroeconomic forecasting 0 0 0 28 3 6 12 113
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 4 13 16 3 17 58 101
An empirical investigation of the effects of monetary policy shocks on the Italian economy 0 1 1 1 2 5 5 5
Are there any reliable leading indicators for US inflation and GDP growth? 0 1 1 205 1 5 10 560
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 2 8 16 95
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 6 126 2 5 22 348
Bayesian neural networks for macroeconomic analysis 0 0 2 2 5 53 75 75
Blended identification in structural VARs 0 1 4 11 3 8 26 51
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 1 5 14 228
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 0 2 16 5 9 15 44
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 3 7 13 18 4 15 45 63
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 1 2 4 79 1 6 11 173
Common Drifting Volatility in Large Bayesian VARs 0 0 1 57 5 15 31 189
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 1 34 4 19 25 122
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 1 195 2 9 14 577
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 2 15 237
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 1 9 11 134
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 0 5 6 105
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 10 10 77
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 3 5 136
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 3 11 217 4 19 47 547
Factor analysis in a model with rational expectations 0 0 0 79 0 1 6 432
Factor based index tracking 0 0 3 161 1 4 9 410
Factor-GMM estimation with large sets of possibly weak instruments 0 0 0 104 8 16 24 258
Factor‐Based Identification‐Robust Interference in IV Regressions 1 1 2 12 1 10 14 51
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 1 5 10 689
Forecast Bias and MSFE Encompassing 0 0 0 0 1 5 10 18
Forecast Pooling for European Macroeconomic Variables 0 0 1 33 0 3 8 178
Forecasting EMU macroeconomic variables 1 1 1 142 1 8 14 568
Forecasting economic activity by Bayesian bridge model averaging 1 1 2 41 3 10 14 120
Forecasting economic activity with targeted predictors 1 2 5 76 3 10 17 175
Forecasting euro area variables with German pre-EMU data 0 0 0 44 1 8 11 160
Forecasting exchange rates with a large Bayesian VAR 0 1 2 288 0 6 16 798
Forecasting government bond yields with large Bayesian vector autoregressions 1 1 3 141 1 11 23 371
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 3 3 4 50 5 14 16 119
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 2 2 4 27 2 2 7 78
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 2 7 8 152
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 0 4 7 35
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 0 33 0 5 8 116
Forecasting with factor-augmented error correction models 0 0 3 92 1 12 24 254
Forecasting with shadow rate VARs 0 0 0 0 0 14 28 28
Foreword 0 0 0 6 0 2 7 49
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 3 12 25 28
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 1 5 10 71
Have Standard VARS Remained Stable Since the Crisis? 1 1 1 16 2 12 17 120
Interpolation and backdating with a large information set 0 0 0 77 1 10 14 236
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 1 2 3 120
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 2 12 18 20
LSM: A DSGE model for Luxembourg 0 0 1 50 2 12 19 210
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 2 3 12 171 4 16 55 510
Large time‐varying parameter VARs: A nonparametric approach 0 0 0 17 1 10 17 98
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 2 8 17 899
Linear aggregation with common trends and cycles 0 0 0 14 2 7 9 90
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 7 194 2 19 43 740
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 1 70 0 4 14 340
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 4 8 11 83
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 1 4 5 80
Machine learning the macroeconomic effects of financial shocks 1 4 9 9 3 13 19 19
Macro uncertainty in the long run 0 0 2 3 0 8 12 15
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 40 0 3 9 159
Macroeconomic forecasting in a multi‐country context 0 1 4 18 4 9 18 50
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 1 1 1 336 1 8 17 849
Markov-Switching MIDAS Models 0 1 7 215 0 10 23 739
Markov-Switching Three-Pass Regression Filter 1 2 4 39 2 5 12 119
Markov-switching mixed-frequency VAR models 2 2 4 90 18 32 39 354
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors 0 0 0 0 1 2 2 2
Measuring Uncertainty and Its Impact on the Economy 2 12 28 217 9 34 82 668
Mixed frequency structural vector auto-regressive models 0 0 0 47 2 4 4 113
Mixed‐frequency models with moving‐average components 1 1 2 15 3 9 12 68
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 2 12 15 144
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 1 7 11 289
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 2 10 19 222
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 1 2 2 72 3 10 17 244
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 0 2 27 2 8 17 91
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 1 6 9 9
Nowcasting tail risk to economic activity at a weekly frequency 0 1 4 34 2 7 22 95
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 8 13 42
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 2 10 11 129
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 2 2 3 185
Path forecast evaluation 0 0 1 65 1 8 13 275
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 1 4 9 69
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 1 7 11 98
Predicting Tail-Risks for the Italian Economy 0 1 2 2 0 8 17 17
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 0 456 3 6 10 1,352
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 1 8 17 318
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 0 6 7 76
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 1 8 13 223
Regime switches in the risk–return trade-off 0 0 1 33 0 5 11 125
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 2 4 8 16
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 6 13 18 98
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 0 0 47 2 17 28 178
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 1 165 1 7 11 858
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 2 15 31 569
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 7 14 807
Some stylized facts on non-systematic fiscal policy in the Euro area 0 1 1 104 2 14 15 274
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 7 7 3 8 23 28
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 1 8 13 96
Structural analysis with Multivariate Autoregressive Index models 0 1 3 46 1 6 14 213
Survey data as coincident or leading indicators 0 0 0 58 2 8 13 189
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 3 8 12 36
Tax shocks with high and low uncertainty 0 2 5 23 2 14 25 101
Testing for PPP: Should we use panel methods? 0 0 0 364 2 8 16 1,071
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 1 72 1 17 27 236
The effects of the monetary policy stance on the transmission mechanism 0 0 3 124 2 6 17 272
The global component of inflation volatility 0 1 3 12 0 4 11 41
The multiscale causal dynamics of foreign exchange markets 0 0 2 53 4 9 15 195
The reliability of real-time estimates of the euro area output gap 0 0 1 90 1 7 16 360
The transmission mechanism in a changing world 0 0 0 175 0 5 8 540
Time Variation in Macro‐Financial Linkages 0 0 1 29 8 15 21 136
Time-varying instrumental variable estimation 2 2 4 22 5 12 18 75
Time‐scale transformations of discrete time processes 0 0 1 32 0 4 16 263
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 0 3 158 7 11 26 425
Using low frequency information for predicting high frequency variables 0 2 9 110 4 16 34 430
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 1 10 23 93
Total Journal Articles 32 80 274 9,115 258 1,172 2,244 31,803
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 5 8 76
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 2 3 7 13 19
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 1 2 7 11
Leading Indicators 0 1 4 322 5 13 22 776
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 5 8 1 8 15 29
Non-linearity and Instability in the Euro Area 0 0 0 0 0 2 3 7
TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING 0 0 0 0 0 2 3 5
Total Chapters 1 3 10 349 10 39 71 923
5 registered items for which data could not be found
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