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 1 251 0 0 2 720
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 2 582 1 2 5 1,690
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 1 4 1 2 4 23
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 0 0 25
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 0 2 147 0 1 4 265
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 0 0 2 1,537
A Measure for Credibility: Tracking US Monetary Developments 0 1 4 40 0 1 5 163
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 56 0 1 5 169
A Monthly Indicator of the Euro Area GDP 0 0 0 85 2 3 8 295
A Monthly Indicator of the Euro Area GDP 0 0 0 216 0 0 1 462
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 0 0 188 0 1 4 614
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 7 0 0 1 37
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 0 16
A Similarity-based Approach for Macroeconomic Forecasting 0 0 0 60 0 0 1 93
A Simple Benchmark for Forecasts of Growth and Inflation 0 0 0 190 0 1 1 596
A survey of econometric methods for mixed-frequency data 1 1 2 156 1 1 8 334
A survey of econometric methods for mixed-frequency data 0 2 3 273 0 3 22 580
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 2 5 12 113 3 12 34 215
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 2 34 0 1 12 79
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 3 11 36 3 8 39 75
An Overview of the Factor-augmented Error-Correction Model 0 0 1 197 0 0 3 201
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 0 151 0 2 4 231
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 0 118 0 2 5 270
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 2 573 0 0 5 2,402
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 1 1 304 0 1 2 995
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 50 0 0 2 69
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 0 0 2 39
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 0 0 119
Bayesian Neural Networks for Macroeconomic Analysis 1 1 5 127 1 3 21 32
Bayesian VARs: Specification Choices and Forecast Accuracy 1 2 3 182 1 3 8 426
Bayesian VARs: specification choices and forecast accuracy 0 1 2 424 0 2 13 649
Big Data Econometrics: Now Casting and Early Estimates 1 3 8 200 3 8 19 261
Blended Identification in Structural VARs 0 0 3 3 0 0 8 8
Blended Identification in Structural VARs 2 6 58 58 5 11 33 33
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 1 2 3 86 1 2 8 51
Can Machine Learning Catch the COVID-19 Recession? 0 0 1 8 0 0 4 26
Can Machine Learning Catch the COVID-19 Recession? 1 2 2 43 2 4 6 63
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 0 1 3 7 8
Can Machine Learning Catch the COVID-19 Recession? 0 0 6 25 0 0 54 100
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 1 4 207 1 3 20 309
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 7 7 1 3 22 22
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 0 6 531
Characterising the Business Cycle for Accession Countries 0 0 0 312 1 1 10 698
Characterizing the Business Cycle for Accession Countries 1 1 1 174 1 1 13 542
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 0 113 0 0 2 351
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 5 658 0 2 14 1,532
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 1 1 32 32 2 3 21 21
Common Drifting Volatility in Large Bayesian VARs 0 0 2 40 0 0 3 144
Common Drifting Volatility in Large Bayesian VARs 0 0 1 115 0 0 3 261
Common drifting volatility in large Bayesian VARs 0 0 0 96 0 0 3 270
Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks 1 1 4 75 2 3 22 323
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 0 0 2 24
Dating the Euro Area Business Cycle 0 0 0 425 0 0 0 1,340
Dating the Euro Area Business Cycle 0 0 1 343 0 0 3 1,129
Dating the Euro Area Business Cycle 0 0 1 310 0 0 3 1,064
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 0 0 0 269
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 0 1 59
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 0 0 148
Empirical simultaneous prediction regions for path-forecasts 0 0 0 57 0 0 0 140
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 1 90 0 0 2 191
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 1 35 0 0 7 192
Endogenous Uncertainty 0 0 0 166 0 2 10 397
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 60 0 0 2 119
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 1 67 0 1 3 146
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 0 0 1 2,045
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 1 2 74 0 2 3 178
Factor Analysis in a Model with Rational Expectations 0 0 0 118 0 0 1 348
Factor Analysis in a New-Keynesian Model 0 0 0 116 0 0 0 475
Factor Based Index Tracking 0 0 1 538 0 0 2 1,313
Factor Based Index Trading 0 0 1 452 0 0 2 1,341
Factor Forecasts for the UK 0 0 1 190 0 0 1 529
Factor Forecasts for the UK 0 0 1 161 0 0 1 497
Factor analysis in a New-Keynesian model 0 0 0 198 0 0 0 556
Factor based identification-robust inference in IV regressions 0 0 1 47 0 0 1 89
Factor forecasts for the UK 0 0 1 173 0 0 3 581
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 0 1 5 104
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 1 3 0 2 4 20
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 1 143 0 0 5 414
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 1 4 92 1 2 7 393
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 0 216 0 0 6 709
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 2 197 1 1 6 697
Factor-augmented Error Correction Models 0 1 2 174 0 1 4 352
Factor-augmented Error Correction Models 0 1 2 357 3 4 7 909
Factor-augmented Error Correction Models 1 1 1 198 2 3 8 516
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 0 0 1 434
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 0 1 171 0 0 3 585
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 199 0 0 2 644
Fiscal Solvency and Fiscal Forecasting in Europe 0 1 2 289 1 4 7 802
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 0 1 2 344
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 0 0 0 875
Forecast pooling for short time series of macroeconomic variables 0 0 4 419 0 2 12 1,562
Forecasting EMU Macroeconomic Variables 0 0 0 302 0 0 0 1,847
Forecasting EMU macroeconomic variables 0 0 0 324 0 0 0 1,805
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 55 0 0 0 193
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 0 0 72 0 2 3 263
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 172 1 2 2 411
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 10 1 3 3 31
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 9 0 0 11 39
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 36 0 0 1 136
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 2 3 308
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 62 0 1 1 209
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 1 1 10
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 140 0 0 5 549
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 1 1 218 1 3 8 632
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 1 1 126 0 1 3 682
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 2 119 0 0 4 576
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 2 120 1 1 9 104
Forecasting US Inflation Using Bayesian Nonparametric Models 1 2 9 25 3 6 25 46
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 30 30 0 3 84 84
Forecasting economic activity with higher frequency targeted predictors 0 0 3 151 0 0 5 249
Forecasting macroeconomic variables for the new member states of the European Union 0 1 1 192 0 2 2 700
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 0 0 0 2
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 3 272
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 0 0 60
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 0 0 1 54
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 1 0 0 2 15
Forecasting with Factor-Augmented Error Correction Models 0 0 2 201 1 1 6 358
Forecasting with Factor-augmented Error Correction Models 0 0 0 101 0 0 2 233
Forecasting with Factor-augmented Error Correction Models 0 0 0 59 0 1 5 227
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 1 1 3 165 1 2 7 295
Forecasting with Shadow-Rate VARs 0 1 2 48 0 2 9 87
Further Results on MSFE Encompassing 0 0 0 62 1 1 1 474
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 0 0 3 3
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 1 3 13 151 1 5 22 88
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 1 4 76
Have Standard VARs Remained Stable since the Crisis? 0 0 2 91 0 1 5 209
Have standard VARs remained stable since the crisis? 0 0 0 114 1 5 10 238
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 0 0 0 528
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 3 348 1 1 9 1,049
Instability and Non-Linearity in the EMU 0 0 0 100 0 0 0 329
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 0 96 0 1 2 342
Interpolation and backdating with a large information set 0 0 0 129 0 1 1 424
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 2 34 0 0 7 46
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 1 0 0 5 5
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 1 2 13
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 1 1 16
LSM: A DSGE Model for Luxembourg 0 0 0 0 1 2 4 73
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 110 0 0 0 629
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 152 0 1 2 988
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 0 84 0 0 1 118
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 3 37
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 1 1 5 205 1 2 9 367
Large time-varying parameter VARs: a non-parametric approach 0 1 4 121 1 2 7 174
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 342 2 2 4 1,052
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 666 0 0 17 1,837
Leading Indicators: What Have We Learned? 0 0 1 233 0 0 5 472
Leading Indicators: What Have We Learned? 0 0 0 385 0 0 5 626
Linear Aggregation with Common Trends and Cycles 0 0 0 63 0 0 1 219
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 0 6 446 4 7 28 1,103
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 1 119 2 5 18 476
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 1 133 1 2 11 413
Macro Uncertainty in the Long Run 0 1 3 3 0 1 9 9
Macroeconomic Forecasting in a Multi-country Context 0 0 0 65 0 0 8 53
Macroeconomic Forecasting in a Multi-country Context 0 0 0 6 0 0 1 16
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 2 2 5 676 2 2 8 1,822
Macroeconomic activity and risk indicators: an unstable relationship 0 0 1 55 0 0 2 52
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 58 0 0 1 145
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 178 0 0 7 452
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 1 2 30
Markov-Switching Mixed-Frequency VAR Models 0 0 0 125 1 1 2 275
Markov-Switching Three-Pass Regression Filter 0 0 0 26 0 0 2 115
Markov-switching MIDAS models 0 0 4 113 0 1 22 454
Markov-switching three-pass regression filter 0 0 0 33 1 1 1 97
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 1 2 16 16 1 4 11 11
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 4 56 0 1 8 119
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 10 0 0 1 29
Measuring Uncertainty and Its Impact on the Economy 0 1 6 73 0 2 19 130
Measuring Uncertainty and Its Impact on the Economy 0 0 1 200 0 0 2 352
Mixed frequency models with MA components 0 0 0 33 0 1 3 98
Mixed frequency models with MA components 0 0 0 79 0 0 1 115
Mixed frequency structural VARs 0 1 1 195 1 4 5 334
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 0 0 195
Model Selection for Non-Linear Dynamic Models 0 0 1 235 0 0 2 664
Modelling and Forecasting Fiscal Variables for the Euro Area 0 2 4 300 0 3 6 634
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 1 134 0 1 2 381
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 0 0 0 1,475
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 1 1 1 122 1 1 6 209
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 0 1 401
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 72 0 0 2 140
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 44 0 0 3 39
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 36 0 1 12 89
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 2 96 1 1 10 220
Nowcasting with mixed frequency data using Gaussian processes 4 29 29 29 4 13 13 13
On the importance of sectoral and regional shocks for price setting 0 0 0 18 0 1 2 69
On the importance of sectoral and regional shocks for price-setting 0 0 2 70 0 0 2 226
On the importance of sectoral and regional shocks for price-setting 0 1 2 36 0 1 2 128
On the importance of sectoral shocks for price-setting 0 0 0 7 0 0 1 54
Path Forecast Evaluation 0 0 0 11 0 1 4 77
Path Forecast Evaluation 0 0 0 74 0 0 0 181
Path Forecast Evaluation 0 0 1 32 0 0 2 85
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 0 38 0 0 0 64
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 1 4 83 1 4 11 173
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 1 120 0 0 3 314
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 82 0 0 0 284
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 0 86 0 0 0 259
Pooling-based Data Interpolation and Backdating 0 0 0 80 0 0 4 298
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 2 791 1 1 5 2,347
Public Capital and Economic Performance: Evidence from Italy 0 0 0 457 1 2 4 1,224
Real time estimates of the euro area output gap: reliability and forecasting performance 0 1 1 150 0 2 6 452
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 4 74 0 0 27 242
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 228 1 2 11 454
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 0 5 162
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 0 1 51
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 0 5 0 0 1 55
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 0 125 0 1 1 331
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 1 12 0 1 3 82
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 201 0 0 2 708
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 0 0 10
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 0 539
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 51 0 0 1 247
Selecting predictors by using Bayesian model averaging in bridge models 0 0 2 70 0 0 3 185
Shadow-rate VARs 1 2 24 24 4 9 40 40
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 3 4 400 0 4 10 861
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 7 172 0 0 11 416
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 1 4 435 0 1 4 1,052
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 0 1 473
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 1 1 115 0 1 2 434
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 1 355 0 0 2 958
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 3 8 73 3 6 17 59
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 0 3 770
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 84 0 1 1 117
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 89 0 1 1 185
Survey Data as Coicident or Leading Indicators 0 0 0 71 0 0 1 200
Survey Data as Coincident or Leading Indicators 0 0 1 36 0 2 4 163
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 0 393 0 1 5 1,029
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 3 78 0 1 10 87
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 4 4 1 2 8 8
Tax shocks with high and low uncertainty 0 0 0 122 0 0 0 130
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 0 0 6 315
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 1 2 18 1,584
Testing for PPP: Should We Use Panel Methods? 0 0 1 309 0 0 2 615
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 74 0 1 2 251
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 0 0 0 84
The Global Component of Inflation Volatility 0 0 0 41 0 2 3 149
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 0 64 0 0 0 162
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 1 32 0 0 2 166
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 1 41 0 0 3 173
The Transmission Mechanism in a Changing World 0 0 1 134 0 0 9 499
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 0 1 1 88
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 178 0 1 4 346
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 1 1 278 0 1 6 664
The demand and supply of information about inflation 1 2 9 28 4 6 23 45
The demand and supply of information about inflation 0 2 5 18 0 2 11 25
The economic drivers of volatility and uncertainty 0 0 1 68 0 1 11 111
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 0 1 11
The financial accelerator mechanism: does frequency matter? 0 0 4 25 0 0 7 60
The global component of inflation volatility 0 0 2 147 1 1 10 370
The transmission mechanism in a changing world 0 0 0 214 0 0 0 525
Time Variation in Macro-Financial Linkages 0 0 1 59 0 0 1 182
Time variation in macro-financial linkages 0 0 1 171 0 0 2 427
Time-Scale Transformations of Discrete-Time Processes 0 1 1 2 0 1 1 13
Time-Varying Instrumental Variable Estimation 0 0 1 40 0 0 2 95
Time-Varying Instrumental Variable Estimation 0 0 1 49 0 0 3 63
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 13 45 562 9 35 186 1,954
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 3 5 94 0 6 13 308
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 1 53 1 1 5 103
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 5 22 0 0 7 53
Using low frequency information for predicting high frequency variables 0 2 7 140 1 6 14 214
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 3 701 0 0 3 2,890
interpolation with a large information set 0 0 0 55 0 0 0 252
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 1 53 0 0 1 157
Total Working Papers 33 133 593 35,855 107 346 1,770 104,966
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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 1 2 5 100 1 2 8 266
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 1 1 3 914
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 0 1 47
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 3 3 7 408 5 14 48 1,105
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 56 0 1 3 156
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 2 3 19 170 3 10 45 347
A daily indicator of economic growth for the euro area 0 0 2 42 0 0 6 106
A linear benchmark for forecasting GDP growth and inflation? 0 0 6 193 0 0 7 519
A macroeconometric model for the Euro economy 0 1 1 138 1 2 5 356
A parametric estimation method for dynamic factor models of large dimensions 0 1 1 64 0 1 2 150
A similarity‐based approach for macroeconomic forecasting 0 0 4 28 0 4 20 96
Are there any reliable leading indicators for US inflation and GDP growth? 1 2 6 200 2 4 16 541
Assessing international commonality in macroeconomic uncertainty and its effects 0 2 3 26 0 2 4 76
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 8 115 1 3 16 315
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 0 0 2 212
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 0 1 14 0 0 4 27
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 74 0 1 6 160
Common Drifting Volatility in Large Bayesian VARs 1 4 13 51 3 8 25 143
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 0 33 0 0 1 96
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 2 192 0 0 8 557
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 0 4 208
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 0 0 0 121
Empirical simultaneous prediction regions for path-forecasts 1 1 1 26 1 1 1 98
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 1 11 0 1 2 66
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 3 39 0 0 5 126
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 2 5 22 196 6 11 58 466
Factor analysis in a model with rational expectations 0 0 0 79 0 0 1 424
Factor based index tracking 0 0 4 153 0 1 21 387
Factor-GMM estimation with large sets of possibly weak instruments 1 2 4 99 1 2 7 225
Factor‐Based Identification‐Robust Interference in IV Regressions 0 0 0 10 0 0 0 37
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 0 4 11 678
Forecast Bias and MSFE Encompassing 0 0 0 0 0 0 0 8
Forecast Pooling for European Macroeconomic Variables 0 0 0 32 0 0 0 168
Forecasting EMU macroeconomic variables 0 0 0 140 0 0 0 552
Forecasting economic activity by Bayesian bridge model averaging 0 0 3 35 0 1 4 100
Forecasting economic activity with targeted predictors 0 0 6 70 2 2 10 155
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 0 0 147
Forecasting exchange rates with a large Bayesian VAR 0 2 6 281 2 5 12 775
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 4 135 1 3 9 342
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 2 3 44 0 2 8 95
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 0 1 23 0 1 3 68
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 1 3 144
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 1 8 0 1 5 24
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 1 32 0 2 6 97
Forecasting with factor-augmented error correction models 0 1 5 85 1 3 12 218
Foreword 0 0 0 6 0 0 0 41
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 0 0 60
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 0 2 7 100
Interpolation and backdating with a large information set 0 0 0 76 0 0 3 220
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 0 0 0 115
LSM: A DSGE model for Luxembourg 1 2 3 49 1 4 6 187
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 3 5 17 144 3 10 41 411
Large time‐varying parameter VARs: A nonparametric approach 0 0 2 15 0 8 16 76
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 1 2 249 0 2 4 876
Linear aggregation with common trends and cycles 0 1 1 14 0 1 1 80
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 4 66 0 4 30 317
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 3 10 176 3 12 42 669
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 0 25 0 0 0 69
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 17 0 0 4 72
Macro uncertainty in the long run 0 0 1 1 0 1 3 3
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 36 0 2 8 145
Macroeconomic forecasting in a multi‐country context 2 5 7 11 2 7 11 26
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 1 3 333 0 3 16 828
Markov-Switching MIDAS Models 0 0 9 206 2 4 30 701
Markov-Switching Three-Pass Regression Filter 0 0 1 33 1 2 5 101
Markov-switching mixed-frequency VAR models 1 2 4 85 1 3 12 306
Measuring Uncertainty and Its Impact on the Economy 2 4 24 172 4 12 56 529
Mixed frequency structural vector auto-regressive models 0 1 3 46 0 2 4 105
Mixed‐frequency models with moving‐average components 0 0 0 12 0 0 4 52
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 1 6 30 0 1 8 127
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 0 1 1 276
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 0 0 2 203
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 2 2 6 69 2 4 13 216
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 1 6 20 3 8 21 59
Nowcasting tail risk to economic activity at a weekly frequency 1 3 6 22 2 5 19 56
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 1 7 0 1 6 28
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 2 2 20 0 2 8 116
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 2 6 174
Path forecast evaluation 0 0 3 63 0 1 8 256
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 1 14 0 0 3 60
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 0 0 1 87
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 2 455 1 3 17 1,333
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 1 1 8 293
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 0 0 0 65
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 3 48 0 3 17 204
Regime switches in the risk–return trade-off 0 0 0 32 1 1 2 112
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 0 0 2 7
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 0 79
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 7 9 42 0 8 18 135
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 164 0 0 0 847
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 0 2 15 529
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 0 0 2 786
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 2 103 0 0 4 258
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 0 23 0 0 2 80
Structural analysis with Multivariate Autoregressive Index models 0 0 0 43 0 0 1 195
Survey data as coincident or leading indicators 0 0 1 58 0 2 4 173
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 5 5 2 5 18 18
Tax shocks with high and low uncertainty 0 0 1 16 1 2 6 71
Testing for PPP: Should we use panel methods? 0 1 2 362 0 1 9 1,052
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 2 67 1 3 12 196
The effects of the monetary policy stance on the transmission mechanism 1 1 7 111 2 4 17 237
The global component of inflation volatility 1 2 3 9 1 3 10 28
The multiscale causal dynamics of foreign exchange markets 0 0 2 50 0 1 3 177
The reliability of real-time estimates of the euro area output gap 0 0 1 88 0 0 7 340
The transmission mechanism in a changing world 0 0 1 174 0 0 8 528
Time Variation in Macro‐Financial Linkages 1 3 3 25 1 4 7 109
Time-varying instrumental variable estimation 0 0 4 16 0 2 10 53
Time‐scale transformations of discrete time processes 0 0 0 30 0 0 0 245
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 1 9 148 1 4 24 380
Using low frequency information for predicting high frequency variables 0 3 6 94 0 10 34 381
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 1 2 9 26 1 5 23 64
Total Journal Articles 29 89 342 8,602 69 262 1,091 28,640


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 4 64
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 0 0 1 1
Leading Indicators 0 0 5 306 0 1 6 730
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 1 1 1 2 5 6
Non-linearity and Instability in the Euro Area 0 0 0 0 0 0 2 2
TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING 0 0 0 0 0 0 1 1
Total Chapters 0 0 6 324 1 5 19 804
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