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 5 572 0 7 31 1,599
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 1 238 1 2 14 666
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 1 2 2 2 2 3 3 3
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 1 3 9 837 3 8 26 1,745
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 1 1 1 3 6 6
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 1 1 3 147 1 2 9 320
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 1 1 4 127 2 4 12 223
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 1 1 4 556 1 2 8 1,506
A Measure for Credibility: Tracking US Monetary Developments 0 0 0 193 0 2 6 538
A Measure for Credibility: Tracking US Monetary Developments 0 0 2 28 0 1 4 127
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 48 1 2 9 135
A Monthly Indicator of the Euro Area GDP 0 1 2 212 0 2 4 440
A Monthly Indicator of the Euro Area GDP 0 1 4 83 1 3 10 258
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 1 1 2 186 1 1 3 593
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 5 0 1 4 25
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 0 0 2 3 3
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 90 0 2 7 231
A Simple Benchmark for Forecasts of Growth and Inflation 1 1 3 187 1 3 8 577
A daily indicator of economic growth for the euro area 0 4 7 112 0 11 38 192
A survey of econometric methods for mixed-frequency data 2 5 12 129 3 9 25 267
A survey of econometric methods for mixed-frequency data 1 4 9 211 4 14 38 376
An Overview of the Factor-augmented Error-Correction Model 0 0 3 177 0 3 10 156
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 1 3 105 1 2 10 226
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 3 120 2 5 16 157
Anchors for Inflation Expectations 1 4 9 171 3 9 26 543
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 3 558 1 2 20 2,321
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 300 0 1 9 977
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 3 9 34 53 4 14 64 71
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 8 164 1 8 27 349
Bayesian VARs: specification choices and forecast accuracy 1 7 23 400 1 15 53 559
Big Data Econometrics: Now Casting and Early Estimates 1 4 111 111 3 11 91 91
Characterising the Business Cycle for Accession Countries 0 2 3 304 0 4 16 631
Characterising the Business Cycle for Accession Countries 0 0 0 193 0 0 2 486
Characterizing the Business Cycle for Accession Countries 0 1 1 166 2 4 11 473
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 6 106 1 5 18 325
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 2 3 19 591 9 24 85 1,262
Common Drifting Volatility in Large Bayesian VARs 1 1 1 33 2 3 7 111
Common Drifting Volatility in Large Bayesian VARs 0 0 3 105 0 2 14 225
Common drifting volatility in large Bayesian VARs 2 2 3 77 2 3 7 201
Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries 2 5 27 39 4 13 70 80
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 0 1 3 3 3
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 120 0 2 2 479
Dating the Euro Area Business Cycle 0 0 0 298 2 6 22 985
Dating the Euro Area Business Cycle 0 3 9 328 5 12 47 1,031
Dating the Euro Area Business Cycle 0 1 1 420 1 3 21 1,299
Econometric analyses with backdated data: unified Germany and the euro area 0 0 1 63 0 2 4 256
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 1 2 2 44
Empirical simultaneous confidence regions for path-forecasts 0 0 1 43 0 2 5 127
Empirical simultaneous prediction regions for path-forecasts 0 0 0 56 0 1 7 126
Endogenous Monetary Policy Regimes and the Great Moderation 0 1 1 29 1 4 8 116
Endogenous Monetary Policy Regimes and the Great Moderation 0 1 1 84 1 3 7 163
Endogenous Uncertainty 1 10 57 104 11 32 125 147
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 1 1 59 0 7 12 99
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 3 4 64 0 5 11 125
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 0 0 1 2,026
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 1 5 13 62 1 8 38 138
Factor Analysis in a Model with Rational Expectations 0 0 0 117 0 1 6 332
Factor Analysis in a New-Keynesian Model 0 0 0 115 0 0 1 457
Factor Based Index Tracking 0 3 5 522 0 13 19 1,233
Factor Based Index Trading 0 2 5 444 0 6 13 1,309
Factor Forecasts for the UK 1 2 2 153 1 3 7 474
Factor Forecasts for the UK 0 0 0 183 0 2 5 505
Factor analysis in a New-Keynesian model 0 0 0 198 0 1 2 539
Factor based identification-robust inference in IV regressions 1 1 4 40 1 1 9 69
Factor forecasts for the UK 0 1 1 163 2 5 14 548
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 2 187 0 2 12 414
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 0 0 1 4 4
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 1 2 18 1 2 7 74
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 1 131 0 2 8 351
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 1 79 0 0 6 344
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 2 4 191 1 7 18 606
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 1 5 14 110 5 19 68 369
Factor-augmented Error Correction Models 1 1 2 180 1 6 11 432
Factor-augmented Error Correction Models 2 3 5 351 2 6 14 875
Factor-augmented Error Correction Models 1 1 2 169 2 2 5 331
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 2 6 15 393
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 0 1 158 1 4 10 543
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 0 3 14 316
Fiscal Solvency and Fiscal Forecasting in Europe 0 3 6 190 0 4 13 610
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 1 282 1 2 9 758
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 1 272 0 3 11 854
Forecast pooling for short time series of macroeconomic variables 0 2 4 400 2 6 15 1,457
Forecasting EMU Macroeconomic Variables 0 0 1 301 0 1 6 1,836
Forecasting EMU macroeconomic variables 0 0 0 323 0 1 2 1,791
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 53 0 1 2 287
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 2 54 0 2 4 185
Forecasting Exchange Rates with a Large Bayesian VAR 1 2 2 2 1 3 4 4
Forecasting Exchange Rates with a Large Bayesian VAR 1 1 6 323 7 12 31 643
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 67 0 2 5 223
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 170 0 1 2 376
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 0 0 2 4 4
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 5 35 2 5 13 115
Forecasting Government Bond Yields with Large Bayesian VARs 1 4 13 264 2 7 32 479
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 58 2 5 9 185
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 1 5 141 1 3 13 282
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 2 204 0 2 8 474
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 2 2 2
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 209 0 2 4 604
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 2 134 0 1 7 515
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 116 0 4 14 646
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 114 0 0 3 560
Forecasting economic activity with higher frequency targeted predictors 0 1 5 133 1 3 10 193
Forecasting macroeconomic variables for the new member states of the European Union 0 1 1 181 1 4 6 662
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 2 100 0 1 5 230
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 0 0 1 1 1
Forecasting with Factor-Augmented Error Correction Models 0 1 6 285 2 7 16 832
Forecasting with Factor-augmented Error Correction 0 0 0 195 0 1 6 333
Forecasting with Factor-augmented Error Correction Models 0 0 1 47 2 3 7 185
Forecasting with Factor-augmented Error Correction Models 0 0 0 95 2 3 4 206
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 4 16 134 3 13 40 212
Further Results on MSFE Encompassing 0 0 1 62 0 0 3 452
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 39 0 1 4 33
Have Standard VARs Remained Stable since the Crisis? 1 1 4 83 3 6 20 160
Have standard VARs remained stable since the crisis? 0 0 5 109 3 6 24 177
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 1 144 0 0 2 520
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 2 336 2 3 10 1,005
Instability and Non-Linearity in the EMU 0 0 1 89 0 1 4 305
Instability and non-linearity in the EMU 0 0 1 115 0 1 7 490
Interpolation and Backdating with A Large Information Set 0 0 0 96 0 0 2 325
Interpolation and backdating with a large information set 0 0 0 122 0 1 1 408
LSM: A DSGE Model for Luxembourg 0 0 0 0 1 1 5 41
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 106 0 3 7 611
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 149 0 0 2 958
Large Time-Varying Parameter VARs: A Non-Parametric Approach 1 1 3 67 3 8 14 59
Large Vector Autoregressions with Asymmetric Priors 0 1 1 1 1 4 7 7
Large Vector Autoregressions with Asymmetric Priors 2 4 10 118 3 8 29 141
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 2 10 32 165 5 21 86 239
Large time-varying parameter VARs: a non-parametric approach 1 2 6 87 2 5 25 70
Leading Indicators for Euro Area Inflation and GDP Growth 0 1 2 335 0 2 6 1,011
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 660 0 2 11 1,796
Leading Indicators: What Have We Learned? 0 0 1 223 0 1 7 440
Leading Indicators: What Have We Learned? 0 0 3 377 0 2 8 597
Linear Aggregation with Common Trends and Cycles 0 0 0 63 0 0 0 201
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 2 5 8 377 4 19 33 850
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 1 3 117 2 3 12 311
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 1 1 105 5 14 21 327
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 1 2 3 662 1 5 22 1,749
Macroeconomic activity and risk indicators: an unstable relationship 0 1 49 49 1 3 16 16
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 1 3 5 167 1 7 16 405
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 56 0 2 5 127
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 3 6 15
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 3 6 9
Markov-Switching Mixed-Frequency VAR Models 1 1 9 114 3 10 33 203
Markov-Switching Three-Pass Regression Filter 0 1 8 60 1 8 27 109
Markov-Switching Three-Pass Regression Filter 0 0 1 12 1 5 16 41
Markov-switching MIDAS models 1 1 8 81 2 4 29 294
Markov-switching three-pass regression filter 1 1 7 23 0 6 30 48
Measuring Uncertainty and Its Impact on the Economy 2 2 8 57 3 6 25 62
Measuring Uncertainty and Its Impact on the Economy 5 12 28 170 9 20 74 242
Mixed frequency models with MA components 0 2 25 25 0 12 21 21
Mixed frequency models with MA components 0 3 16 69 0 11 41 57
Mixed frequency structural VARs 0 3 9 171 1 6 24 234
Mixed frequency structural models: estimation, and policy analysis 0 1 4 120 0 2 18 179
Model Selection for Non-Linear Dynamic Models 0 0 0 231 0 0 3 654
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 7 284 1 5 21 566
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 4 130 0 2 9 347
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 331 0 0 1 1,462
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 1 9 107 0 2 14 140
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 1 3 99 0 1 3 391
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 1 65 0 2 5 116
On the importance of sectoral and regional shocks for price setting 0 0 0 13 2 3 7 41
On the importance of sectoral and regional shocks for price-setting 0 0 2 32 1 2 7 107
On the importance of sectoral and regional shocks for price-setting 1 2 4 65 4 12 15 202
On the importance of sectoral shocks for price-setting 0 0 0 6 0 0 1 39
Path Forecast Evaluation 0 0 0 72 0 1 5 159
Path Forecast Evaluation 0 0 0 0 1 2 4 4
Path Forecast Evaluation 0 0 0 30 0 1 1 63
Point, interval and density forecasts of exchange rates with time-varying parameter models 1 2 4 60 3 5 18 87
Point, interval and density forecasts of exchange rates with time-varying parameter models 1 1 1 36 1 4 11 29
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 115 1 2 10 291
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 80 0 2 5 254
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 3 84 1 3 11 234
Pooling-based Data Interpolation and Backdating 0 0 1 77 1 1 4 277
Pooling-based data interpolation and backdating 0 0 1 64 1 1 5 306
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 3 779 0 2 8 2,304
Public Capital and Economic Performance: Evidence from Italy 0 1 3 446 0 3 7 1,185
Real time estimates of the euro area output gap: reliability and forecasting performance 0 1 5 142 1 8 12 392
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 1 59 0 3 7 116
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 6 208 1 5 19 351
Regime Switches in the Risk-Return Trade-Off 1 2 3 36 1 3 13 94
Regime Switches in the Risk-Return Trade-off 1 1 1 45 2 4 4 27
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 1 5 1 1 3 29
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 0 122 0 0 5 319
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 198 0 1 2 678
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 9 0 0 2 52
Robust Decision Theory and the Lucas Critique 0 0 2 20 1 2 7 90
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 1 1 2 102 1 3 5 527
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 0 0 1 1 1
Sectoral Survey-based Confidence Indicators for Europe 0 1 2 49 1 2 4 232
Selecting predictors by using Bayesian model averaging in bridge models 0 0 2 64 0 2 8 142
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 4 14 133 2 9 41 289
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 1 12 371 0 5 31 761
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 1 250 0 0 2 985
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 2 424 0 0 7 1,017
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 1 7 451
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 112 0 1 5 418
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 0 352 0 1 3 937
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 3 3 5 164 3 7 17 757
Structural Analysis with Multivariate Autoregressive Index Models 1 2 4 80 2 4 9 88
Structural FECM: Cointegration in large-scale structural FAVAR models 1 2 2 77 2 6 19 140
Survey Data as Coicident or Leading Indicators 0 1 2 65 1 3 7 163
Survey Data as Coincident or Leading Indicators 0 0 0 24 0 1 3 131
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 1 3 385 0 4 11 995
Tax shocks with high and low uncertainty 3 6 14 88 9 12 25 76
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 1 1 2 293
Testing for PPP: Should We Use Panel Methods? 0 0 0 306 0 2 7 586
Testing for PPP: Should We Use Panel Methods? 0 0 0 470 1 3 7 1,484
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 1 3 65 0 2 16 210
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 1 3 17 1 2 4 76
The Global Component of Inflation Volatility 0 5 25 25 0 9 13 13
The Multiscale Causal Dynamics of Foreign Exchange Markets 1 1 1 64 3 6 8 159
The Reliability of Real Time Estimates of the Euro Area Output Gap 1 2 2 28 3 7 9 144
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 3 39 0 1 7 159
The Transmission Mechanism in a Changing World 0 0 0 130 0 2 7 398
The banking and distribution sectors in a small open economy DSGE Model 0 1 1 28 0 3 6 66
The banking and distribution sectors in a small open economy DSGE Model 1 1 2 175 1 3 8 323
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 2 5 257 4 7 16 575
The global component of inflation volatility 6 26 89 96 9 48 103 105
The transmission mechanism in a changing world 0 0 1 209 0 2 3 498
Time Variation in Macro-Financial Linkages 0 0 8 49 1 1 15 149
Time variation in macro-financial linkages 0 0 5 157 2 3 22 359
Time-Scale Transformations of Discrete-Time Processes 0 0 0 0 0 0 0 0
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 10 15 38 285 26 62 172 800
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 3 5 12 60 4 15 32 176
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 2 6 42 1 4 20 36
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 12 70 1 8 34 106
Using low frequency information for predicting high frequency variables 0 0 5 114 2 4 17 126
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 1 1 3 691 1 1 4 2,876
interpolation with a large information set 0 0 1 50 0 0 3 242
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 1 1 47 2 5 11 139
Total Working Papers 97 294 1,184 34,353 295 1,074 3,474 97,459


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 3 14 50 0 4 27 129
A Markov-switching vector equilibrium correction model of the UK labour market 0 1 2 298 0 1 8 873
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 1 1 0 2 8 30
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 2 22 347 6 13 65 852
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 2 53 0 1 8 137
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 1 6 20 70 4 12 38 148
A daily indicator of economic growth for the euro area 0 3 6 24 0 5 12 51
A linear benchmark for forecasting GDP growth and inflation? 0 0 6 168 0 1 15 425
A macroeconometric model for the Euro economy 0 0 1 130 0 0 4 311
A parametric estimation method for dynamic factor models of large dimensions 0 0 1 59 1 1 4 135
Are there any reliable leading indicators for US inflation and GDP growth? 1 3 7 169 2 5 18 460
Bayesian VARs: Specification Choices and Forecast Accuracy 2 4 11 90 4 14 46 224
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 3 77 2 2 8 193
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 1 2 3 23 3 4 7 60
Common Drifting Volatility in Large Bayesian VARs 2 4 6 7 4 7 26 31
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 0 31 0 1 2 81
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 1 182 2 5 10 522
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 1 3 11 151
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 0 1 3 106
Empirical simultaneous prediction regions for path-forecasts 0 0 1 21 0 0 5 75
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 1 2 9 0 3 6 37
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 4 23 2 7 33 79
Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 2 8 93 3 7 24 218
Factor analysis in a model with rational expectations 0 1 1 77 0 2 14 403
Factor based index tracking 1 1 4 130 1 3 12 312
Factor-GMM estimation with large sets of possibly weak instruments 0 0 0 70 0 3 14 157
Factor‐Based Identification‐Robust Interference in IV Regressions 1 1 1 4 1 1 3 21
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 1 2 10 625
Forecast Bias and MSFE Encompassing 0 0 0 40 0 0 3 171
Forecast Pooling for European Macroeconomic Variables 0 0 0 29 0 0 7 152
Forecasting EMU macroeconomic variables 0 0 0 138 0 1 5 531
Forecasting economic activity by Bayesian bridge model averaging 0 1 4 12 1 2 16 39
Forecasting economic activity with targeted predictors 2 3 10 35 2 6 17 70
Forecasting euro area variables with German pre-EMU data 0 0 0 39 0 1 4 131
Forecasting exchange rates with a large Bayesian VAR 1 3 10 238 2 8 28 671
Forecasting government bond yields with large Bayesian vector autoregressions 0 2 6 82 3 8 24 215
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 3 5 5 1 8 13 13
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 1 4 10 0 1 7 30
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 4 10 110
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 2 4 19 0 2 6 54
Forecasting with factor-augmented error correction models 3 7 12 44 4 9 27 110
Foreword 0 0 0 6 0 0 1 32
Guest Editors' Introduction to Special Issue on Encompassing 0 0 0 14 0 0 1 52
Have Standard VARS Remained Stable Since the Crisis? 0 0 3 9 1 6 24 43
Interpolation and backdating with a large information set 0 0 0 58 0 1 2 172
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 0 0 1 101
LSM: A DSGE model for Luxembourg 0 0 3 42 1 4 17 142
Leading Indicators for Euro-area Inflation and GDP Growth 0 1 4 232 0 2 15 815
Linear aggregation with common trends and cycles 0 0 1 13 0 0 5 61
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 2 5 14 103 5 19 56 345
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 4 34 3 9 25 166
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 21 0 0 6 52
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 15 0 0 0 57
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 3 19 1 4 18 83
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 2 2 9 294 3 7 30 680
Markov-Switching MIDAS Models 2 5 16 160 6 16 56 459
Markov-switching mixed-frequency VAR models 1 2 14 51 3 14 43 174
Measuring Uncertainty and Its Impact on the Economy 4 8 11 11 21 46 59 59
Mixed frequency structural vector auto-regressive models 1 2 6 30 1 2 10 60
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models 0 0 0 23 0 0 3 105
Modelling and Forecasting Fiscal Variables for the Euro Area 0 1 5 77 0 3 13 244
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 56 0 0 3 193
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 1 1 13 44 1 4 27 107
On the Importance of Sectoral and Regional Shocks for Price‐Setting 4 7 7 9 8 16 25 33
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 1 12 135
Path forecast evaluation 1 2 3 56 1 2 7 199
Point, interval and density forecasts of exchange rates with time varying parameter models 0 1 1 1 1 4 11 11
Pooling-Based Data Interpolation and Backdating 0 0 0 12 1 1 2 67
Principal components at work: the empirical analysis of monetary policy with large data sets 1 5 14 439 5 11 34 1,253
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 1 2 14 247
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 1 10 1 1 4 59
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 1 4 7 33 2 7 18 100
Regime switches in the risk–return trade-off 0 2 6 25 0 5 17 81
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 2 83 0 1 8 237
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 1 3 74
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 0 5 17 1 3 20 45
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 160 0 0 3 832
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 0 1 10 428
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 5 278 1 3 25 738
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 1 96 0 2 6 230
Structural FECM: Cointegration in large‐scale structural FAVAR models 1 1 5 9 3 4 18 31
Structural analysis with Multivariate Autoregressive Index models 3 5 7 27 5 10 19 124
Survey data as coincident or leading indicators 0 2 4 49 1 7 15 138
Testing for PPP: Should we use panel methods? 0 0 1 352 0 1 17 998
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 1 4 11 33 2 6 27 85
The effects of the monetary policy stance on the transmission mechanism 1 5 20 60 1 9 39 132
The multiscale causal dynamics of foreign exchange markets 0 0 0 38 1 3 9 135
The reliability of real-time estimates of the euro area output gap 3 10 14 69 7 91 101 273
The transmission mechanism in a changing world 0 2 3 165 0 6 12 454
Time Variation in Macro‐Financial Linkages 1 3 8 12 3 7 26 47
Time-scale transformations of discrete time processes 0 0 0 29 0 0 2 239
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 4 8 18 62 6 13 41 183
Using low frequency information for predicting high frequency variables 1 5 10 10 7 24 55 55
Total Journal Articles 51 151 442 6,417 157 539 1,623 21,008


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 2 2 5 12 23
Leading Indicators 8 13 19 232 11 20 49 550
Total Chapters 8 13 19 234 13 25 61 573


Statistics updated 2019-06-03