Access Statistics for Massimiliano Marcellino

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 252 0 3 18 746
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 582 3 5 26 1,721
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 0 5 1 2 16 44
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 1 14 41
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 1 1 6 159 1 2 17 297
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 0 1 15 1,554
A Measure for Credibility: Tracking US Monetary Developments 0 0 0 57 0 2 12 183
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 44 0 1 28 200
A Monthly Indicator of the Euro Area GDP 0 0 0 91 0 1 40 353
A Monthly Indicator of the Euro Area GDP 0 0 0 218 0 0 9 475
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 1 1 189 0 3 8 626
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 0 15 55
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 12 29
A Similarity-based Approach for Macroeconomic Forecasting 0 0 1 63 0 1 17 120
A Simple Benchmark for Forecasts of Growth and Inflation 0 2 2 192 0 2 13 611
A survey of econometric methods for mixed-frequency data 2 3 7 167 3 6 32 380
A survey of econometric methods for mixed-frequency data 2 3 9 288 3 7 42 639
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 1 118 1 8 39 276
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 0 16 104
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 0 4 28 132
An Empirical Investigation of the Effects of Monetary Policy Shocks on the Italian Economy 0 0 0 0 0 2 2 2
An Overview of the Factor-augmented Error-Correction Model 0 1 1 207 0 2 12 243
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 1 155 0 3 24 263
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 1 3 121 2 4 21 292
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 0 2 18 2,428
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 305 0 0 5 1,004
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 0 14 54
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 16 137
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 0 9 83
Asymmetries in Financial Spillovers 0 0 14 29 0 0 38 63
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 133 0 0 18 69
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 2 0 0 30 41
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 0 0 1 2 2 2
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 187 0 1 16 450
Bayesian VARs: specification choices and forecast accuracy 1 2 5 436 4 7 34 708
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 1 3 17 30
Bayesian nonparametric methods for macroeconomic forecasting 0 0 8 34 0 1 28 87
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 2 15 16
Big Data Econometrics: Now Casting and Early Estimates 0 0 2 210 1 4 28 308
Blended Identification in Structural VARs 0 0 0 8 0 0 13 35
Blended Identification in Structural VARs 0 0 2 68 0 0 16 67
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 88 1 3 23 79
Can Machine Learning Catch the COVID-19 Recession? 0 0 1 2 0 0 9 23
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 0 1 8 112
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 44 0 1 12 84
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 1 2 11 41
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 0 3 22 346
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 2 19 0 1 9 63
Characterising the Business Cycle for Accession Countries 0 0 0 312 0 2 19 719
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 2 13 545
Characterizing the Business Cycle for Accession Countries 0 0 0 175 0 1 14 557
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 1 2 12 365
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 3 667 2 3 34 1,599
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 1 1 36 1 4 13 40
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 0 0 13 13
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 0 10 277
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 0 2 8 154
Common drifting volatility in large Bayesian VARs 0 0 0 98 0 0 16 295
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 0 0 12 38
Dating the Euro Area Business Cycle 0 0 0 347 0 0 19 1,153
Dating the Euro Area Business Cycle 0 0 0 427 2 2 29 1,372
Dating the Euro Area Business Cycle 0 0 0 313 0 1 20 1,093
Direct Gaussian Process Predictive Regressions with Mixed Frequency Data 0 0 0 0 0 0 0 0
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 0 2 14 286
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 1 13 74
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 1 14 164
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 0 8 150
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 1 66 260
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 1 2 17 209
Endogenous Uncertainty 0 0 0 167 1 8 17 419
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 1 2 9 131
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 0 0 22 170
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 1 1 19 2,064
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 0 0 16 203
Factor Analysis in a Model with Rational Expectations 0 0 0 119 0 1 23 373
Factor Analysis in a New-Keynesian Model 0 0 0 116 0 2 13 490
Factor Based Index Tracking 0 0 0 538 0 1 12 1,330
Factor Based Index Trading 0 0 1 454 0 1 29 1,373
Factor Forecasts for the UK 0 0 0 161 0 0 13 510
Factor Forecasts for the UK 0 0 0 191 0 2 9 539
Factor analysis in a New-Keynesian model 0 0 0 198 0 5 19 576
Factor based identification-robust inference in IV regressions 0 0 2 49 0 0 8 101
Factor forecasts for the UK 0 1 3 179 1 4 22 608
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 1 5 0 1 13 37
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 0 1 15 123
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 0 0 37 456
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 0 1 14 415
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 0 0 12 726
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 2 202 1 2 20 723
Factor-augmented Error Correction Models 0 0 0 362 0 2 16 940
Factor-augmented Error Correction Models 0 0 0 175 0 0 7 360
Factor-augmented Error Correction Models 0 0 0 200 1 1 12 532
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 0 1 10 37 0 2 27 77
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 0 0 8 444
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 0 0 172 0 0 19 608
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 0 0 15 819
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 0 2 17 366
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 200 0 1 12 661
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 0 2 11 890
Forecast pooling for short time series of macroeconomic variables 0 0 0 421 0 2 18 1,591
Forecasting EMU Macroeconomic Variables 0 0 0 302 1 3 13 1,861
Forecasting EMU macroeconomic variables 0 0 0 325 0 2 11 1,821
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 0 6 306
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 0 0 6 46
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 0 11 431
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 76 0 0 23 290
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 11 0 1 15 58
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 39 0 2 17 156
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 63 0 1 14 228
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 2 22 330
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 2 12 23
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 0 11 647
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 0 1 16 703
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 0 9 563
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 121 0 1 15 593
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 1 10 100
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 1 123 1 4 15 127
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 0 1 12 71
Forecasting economic activity with higher frequency targeted predictors 0 0 0 153 1 1 14 269
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 0 11 206
Forecasting macroeconomic variables for the new member states of the European Union 0 1 1 193 0 1 15 721
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 0 1 11 16
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 10 284
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 1 12 75
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 0 0 17 71
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 3 0 0 20 37
Forecasting with Factor-Augmented Error Correction Models 0 0 0 204 0 0 23 389
Forecasting with Factor-augmented Error Correction Models 0 0 1 102 0 0 15 248
Forecasting with Factor-augmented Error Correction Models 0 0 1 62 0 2 14 244
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 0 2 171 1 2 13 320
Forecasting with Shadow-Rate VARs 0 0 0 48 2 4 23 113
Further Results on MSFE Encompassing 0 0 0 62 0 1 13 489
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 0 3 12 19
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 154 0 0 19 116
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 0 1 14 91
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 2 17 229
Have standard VARs remained stable since the crisis? 0 0 0 114 0 2 28 280
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 0 0 10 539
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 0 348 0 0 20 1,071
Inflation, Attention and Expectations 0 0 2 17 0 3 38 68
Inflation, Attention and Expectations 1 2 9 17 5 8 41 57
Instability and Non-Linearity in the EMU 0 0 0 100 0 2 13 344
Instability and non-linearity in the EMU 0 0 0 122 0 1 12 548
Interpolation and Backdating with A Large Information Set 1 1 1 98 1 1 9 355
Interpolation and backdating with a large information set 0 0 1 130 0 3 19 445
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 3 12 63
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 1 15 23
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 1 2 16 20
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 1 7 82
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 10 23
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 6 23
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 153 0 0 16 1,007
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 0 3 13 648
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 1 87 1 2 18 144
Large Vector Autoregressions with Asymmetric Priors 0 0 1 7 0 2 12 50
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 1 21 397
Large time-varying parameter VARs: a non-parametric approach 0 0 0 123 0 0 10 195
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 0 3 13 1,070
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 0 3 22 1,871
Leading Indicators: What Have We Learned? 0 0 1 235 0 0 6 480
Leading Indicators: What Have We Learned? 0 1 1 386 0 2 11 639
Linear Aggregation with Common Trends and Cycles 0 0 0 63 0 1 13 235
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 1 3 458 0 4 35 1,162
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 2 3 137 2 6 17 432
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 1 1 121 1 2 12 497
Machine Learning the Macroeconomic Effects of Financial Shocks 0 0 0 0 0 0 0 0
Machine Learning the Macroeconomic Effects of Financial Shocks 0 0 2 30 1 3 23 50
Macro Uncertainty in the Long Run 0 0 2 7 1 1 14 27
Macroeconomic Forecasting in a Multi-country Context 0 0 2 8 0 1 12 34
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 1 3 19 78
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 0 683 1 3 17 1,853
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 0 1 22 74
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 1 1 7 152
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 2 30 487
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 0 13 45
Markov-Switching Mixed-Frequency VAR Models 0 0 2 129 0 0 18 303
Markov-Switching Three-Pass Regression Filter 0 0 1 27 0 1 19 137
Markov-switching MIDAS models 0 0 5 120 0 1 32 498
Markov-switching three-pass regression filter 0 0 0 33 0 0 16 117
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 0 17 0 1 17 35
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 3 20 148
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 0 2 21 52
Measuring Uncertainty and Its Impact on the Economy 0 0 0 202 0 2 11 370
Measuring Uncertainty and Its Impact on the Economy 0 0 0 77 0 2 33 183
Mixed frequency models with MA components 0 0 0 79 0 0 7 127
Mixed frequency models with MA components 0 0 1 35 0 4 23 131
Mixed frequency structural VARs 1 1 4 200 4 7 19 358
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 1 13 213
Model Selection for Non-Linear Dynamic Models 0 0 0 236 0 2 9 675
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 0 305 0 1 19 661
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 0 1 20 409
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 0 1 16 1,493
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 0 0 10 221
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 0 1 13 415
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 0 11 153
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 1 1 45 0 1 22 64
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 3 3 3 3 0 0 0 0
Nonparametric Time Varying IV-SVARs: Estimation and Inference 0 1 7 25 1 2 29 47
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 0 1 10 110
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 0 1 21 251
Nowcasting distributions: a functional MIDAS model 0 0 4 50 0 4 21 86
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 1 2 39 1 8 38 84
On the importance of sectoral and regional shocks for price setting 0 0 0 18 0 1 21 92
On the importance of sectoral and regional shocks for price-setting 0 0 0 71 1 1 15 243
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 0 0 8 138
On the importance of sectoral shocks for price-setting 0 0 0 7 1 2 14 69
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 0 0 1 14 0 4 20 55
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 1 4 18 51 3 17 92 136
Path Forecast Evaluation 0 0 0 33 0 0 11 100
Path Forecast Evaluation 0 0 0 75 1 2 15 197
Path Forecast Evaluation 0 0 1 15 0 0 22 105
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 0 84 0 0 20 206
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 1 41 0 0 10 77
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 0 4 9 327
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 83 0 0 8 293
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 0 1 12 272
Pooling-based Data Interpolation and Backdating 0 0 0 80 0 3 14 316
Pooling-based data interpolation and backdating 0 0 0 64 0 2 10 335
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 2 794 0 0 18 2,369
Public Capital and Economic Performance: Evidence from Italy 0 0 1 460 0 1 20 1,247
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 0 153 0 2 22 484
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 2 19 264
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 2 233 0 3 28 490
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 0 4 16 181
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 1 8 62
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 0 6 0 2 13 73
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 2 128 0 1 16 350
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 13 0 2 12 96
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 202 0 5 21 735
Risky Oil: It's All in the Tails 0 0 2 5 0 0 30 37
Risky Oil: It's All in the Tails 0 0 1 13 0 0 13 42
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 2 13 24
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 8 547
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 1 1 10 261
Selecting predictors by using Bayesian model averaging in bridge models 0 0 0 71 0 2 10 199
Severe Weather and Financial (In)stability 7 7 7 7 2 2 2 2
Severe weather and financial (in)stability 0 4 20 20 0 2 4 4
Shadow-rate VARs 0 0 1 36 0 3 22 95
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 1 1 173 0 1 19 439
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 3 410 0 1 23 899
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 0 0 11 1,005
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 0 2 23 1,082
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 2 14 492
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 115 0 0 7 443
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 0 358 0 1 19 982
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 0 2 11 91
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 0 1 26 55
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 1 13 787
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 0 1 11 132
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 0 2 12 199
Survey Data as Coicident or Leading Indicators 0 0 0 72 0 2 17 219
Survey Data as Coincident or Leading Indicators 0 0 0 38 0 0 10 176
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 0 397 0 1 17 1,050
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 0 13 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 2 22 113
Tax shocks with high and low uncertainty 0 0 1 123 0 0 9 143
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 0 1 5 325
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 1 10 625
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 2 15 1,602
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 0 1 12 268
The Distributional Effects of Economic Uncertainty 0 0 0 0 0 0 0 0
The Distributional Effects of Economic Uncertainty 0 1 4 12 1 5 38 55
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 0 0 11 96
The Global Component of Inflation Volatility 0 0 1 42 0 4 28 185
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 1 66 0 0 10 177
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 0 0 11 178
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 0 41 0 0 7 182
The Transmission Mechanism in a Changing World 0 0 0 134 0 2 16 515
The banking and distribution sectors in a small open economy DSGE Model 0 1 1 180 0 12 24 380
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 0 0 12 101
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 282 0 4 23 699
The demand and supply of information about inflation 1 2 5 25 1 3 27 57
The demand and supply of information about inflation 0 0 2 32 1 3 19 88
The economic drivers of volatility and uncertainty 0 0 1 69 1 3 24 140
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 1 7 21
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 0 10 74
The global component of inflation volatility 0 0 2 150 0 4 85 460
The transmission mechanism in a changing world 0 0 0 214 0 1 7 534
Time Variation in Macro-Financial Linkages 0 0 0 60 0 2 11 198
Time Varying Three Pass Regression Filter 0 0 4 16 0 1 17 41
Time variation in macro-financial linkages 0 0 3 175 2 2 22 454
Time-Scale Transformations of Discrete-Time Processes 1 1 1 3 1 3 17 35
Time-Varying Instrumental Variable Estimation 0 0 0 40 0 0 9 107
Time-Varying Instrumental Variable Estimation 0 0 0 50 1 1 21 94
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 9 594 2 7 54 2,081
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 1 3 45 372
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 3 56 0 2 21 131
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 1 2 25 0 4 22 78
Using low frequency information for predicting high frequency variables 0 0 1 142 0 2 13 243
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 0 702 0 1 12 2,906
interpolation with a large information set 0 0 0 55 0 2 7 260
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 0 53 0 0 15 173
Total Working Papers 24 59 302 36,773 88 490 4,956 111,731
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 3 106 1 2 23 299
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 0 0 13 928
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 1 9 57
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 4 8 429 5 13 98 1,328
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 0 11 170
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 1 4 16 197 2 6 40 420
A daily indicator of economic growth for the euro area 0 0 1 47 1 1 17 132
A linear benchmark for forecasting GDP growth and inflation? 0 3 3 198 3 7 24 553
A macroeconometric model for the Euro economy 0 0 0 139 0 1 23 384
A parametric estimation method for dynamic factor models of large dimensions 0 1 1 65 0 2 14 166
A similarity‐based approach for macroeconomic forecasting 0 0 1 29 1 1 13 118
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 2 13 18 3 12 58 117
An empirical investigation of the effects of monetary policy shocks on the Italian economy 0 0 1 1 1 1 7 7
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 1 205 0 0 12 564
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 1 30 0 0 14 97
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 3 127 1 4 23 356
Bayesian neural networks for macroeconomic analysis 0 1 4 4 0 9 90 94
Blended identification in structural VARs 0 0 3 12 1 4 41 75
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 0 0 12 229
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 0 0 16 0 1 14 46
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 2 3 12 21 2 8 43 76
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 79 1 3 14 178
Common Drifting Volatility in Large Bayesian VARs 1 2 4 60 1 6 37 200
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 1 34 0 2 31 130
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 1 196 2 2 20 584
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 0 15 242
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 1 2 13 137
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 0 2 11 110
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 1 1 11 78
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 0 8 141
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 0 2 10 219 1 7 45 560
Factor analysis in a model with rational expectations 0 0 0 79 0 0 7 434
Factor based index tracking 0 0 1 161 3 3 13 416
Factor-GMM estimation with large sets of possibly weak instruments 0 0 0 104 1 4 33 268
Factor‐Based Identification‐Robust Interference in IV Regressions 0 1 2 13 1 3 17 57
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 0 2 13 694
Forecast Bias and MSFE Encompassing 0 0 0 0 1 3 14 24
Forecast Pooling for European Macroeconomic Variables 0 0 1 33 0 0 7 179
Forecasting EMU macroeconomic variables 0 0 1 142 0 1 16 571
Forecasting economic activity by Bayesian bridge model averaging 0 0 1 41 1 3 17 127
Forecasting economic activity with targeted predictors 1 1 4 77 1 3 19 180
Forecasting euro area variables with German pre-EMU data 0 0 0 44 1 3 15 165
Forecasting exchange rates with a large Bayesian VAR 0 0 2 289 2 2 19 806
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 1 141 1 3 25 376
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 0 3 50 0 0 15 120
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 0 5 28 0 1 12 84
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 0 12 156
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 0 4 17 45
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 0 33 0 2 8 118
Forecasting with factor-augmented error correction models 0 1 3 93 0 1 23 260
Forecasting with shadow rate VARs 1 1 1 1 1 2 34 34
Foreword 0 0 0 6 0 1 9 51
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 1 3 31 40
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 3 12 75
Have Standard VARS Remained Stable Since the Crisis? 0 0 1 16 0 1 18 122
Interpolation and backdating with a large information set 1 1 1 78 2 3 20 243
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 0 0 3 120
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 1 20 25
LSM: A DSGE model for Luxembourg 0 0 1 50 0 1 18 213
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 9 174 1 8 57 526
Large time‐varying parameter VARs: A nonparametric approach 0 0 0 17 1 1 17 103
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 0 251 0 2 21 907
Linear aggregation with common trends and cycles 0 0 0 14 0 0 8 90
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 1 71 2 6 24 353
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 1 2 6 197 1 8 48 755
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 0 0 11 84
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 0 6 81
Machine learning the macroeconomic effects of financial shocks 0 2 7 11 0 5 26 30
Macro uncertainty in the long run 0 0 0 3 0 1 12 17
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 40 1 1 12 165
Macroeconomic forecasting in a multi‐country context 0 0 5 21 2 3 22 58
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 336 0 1 20 855
Markov-Switching MIDAS Models 0 0 4 215 0 0 24 744
Markov-Switching Three-Pass Regression Filter 0 0 3 39 0 1 11 121
Markov-switching mixed-frequency VAR models 0 1 5 91 1 5 52 368
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors 0 0 0 0 0 5 9 9
Measuring Uncertainty and Its Impact on the Economy 0 1 22 221 2 8 77 687
Mixed frequency structural vector auto-regressive models 0 0 0 47 1 2 10 119
Mixed‐frequency models with moving‐average components 0 0 2 15 0 2 14 72
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 1 1 16 148
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 0 2 12 292
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 0 0 21 226
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 0 0 2 72 2 2 15 246
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 0 1 27 1 6 19 98
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 2 2 15 15
Nowcasting tail risk to economic activity at a weekly frequency 1 2 3 36 1 4 20 100
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 3 21 50
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 0 0 11 130
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 2 9 191
Path forecast evaluation 0 0 0 65 1 1 13 278
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 1 2 12 73
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 0 0 14 101
Predicting Tail-Risks for the Italian Economy 0 0 1 2 0 3 23 24
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 457 0 0 14 1,357
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 0 1 17 322
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 0 1 11 80
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 50 0 2 15 228
Regime switches in the risk–return trade-off 0 0 1 34 1 2 15 133
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 1 2 12 22
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 1 18 100
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 1 1 48 1 2 27 180
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 165 0 0 12 860
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 4 6 34 578
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 1 1 21 817
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 1 104 0 0 14 274
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 7 2 3 25 35
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 0 1 14 99
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 1 3 16 219
Survey data as coincident or leading indicators 0 0 0 58 0 1 15 191
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 1 9 1 3 20 46
Tax shocks with high and low uncertainty 0 0 4 23 0 1 21 104
Testing for PPP: Should we use panel methods? 0 1 1 365 0 2 19 1,077
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 0 2 33 247
The effects of the monetary policy stance on the transmission mechanism 0 0 1 124 0 1 13 274
The global component of inflation volatility 0 0 2 13 0 1 10 44
The multiscale causal dynamics of foreign exchange markets 0 0 2 53 1 3 23 204
The reliability of real-time estimates of the euro area output gap 0 1 2 91 0 2 17 365
The transmission mechanism in a changing world 0 0 0 175 0 0 9 543
Time Variation in Macro‐Financial Linkages 0 0 0 29 0 2 24 142
Time-varying instrumental variable estimation 0 1 6 24 1 2 21 78
Time‐scale transformations of discrete time processes 0 0 0 32 0 2 9 267
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 2 8 11 168 4 16 43 450
Using low frequency information for predicting high frequency variables 0 0 5 110 0 6 41 444
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 1 31 2 3 27 103
Total Journal Articles 11 53 243 9,193 89 310 2,583 32,578
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 1 3 20 90
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 2 0 2 14 21
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 0 2 10 16
Leading Indicators 1 3 8 327 1 6 38 795
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 5 9 0 0 14 32
Non-linearity and Instability in the Euro Area 0 0 0 0 0 0 2 7
TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING 0 0 0 0 0 0 4 7
Total Chapters 1 3 14 355 2 13 102 968
5 registered items for which data could not be found
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