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 1 238 1 4 16 670
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 5 572 4 7 31 1,606
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 2 2 1 2 5 5
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 2 11 839 2 9 31 1,754
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 1 4 148 1 2 9 322
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 1 1 0 2 8 8
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 1 2 6 129 1 4 15 227
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 4 556 0 2 8 1,508
A Measure for Credibility: Tracking US Monetary Developments 0 1 1 49 0 3 9 138
A Measure for Credibility: Tracking US Monetary Developments 0 2 2 195 1 4 7 542
A Measure for Credibility: Tracking US Monetary Developments 0 0 0 28 2 4 6 131
A Monthly Indicator of the Euro Area GDP 0 0 1 212 1 2 5 442
A Monthly Indicator of the Euro Area GDP 0 1 4 84 0 1 9 259
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 0 2 186 1 2 4 595
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 5 0 1 4 26
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 90 1 3 10 234
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 0 0 1 4 4
A Simple Benchmark for Forecasts of Growth and Inflation 0 0 1 187 0 2 7 579
A daily indicator of economic growth for the euro area 0 2 8 114 1 5 34 197
A survey of econometric methods for mixed-frequency data 1 2 9 213 6 13 43 389
A survey of econometric methods for mixed-frequency data 1 2 12 131 3 6 28 273
An Overview of the Factor-augmented Error-Correction Model 2 3 5 180 3 5 14 161
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 1 4 121 1 4 18 161
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 2 4 107 0 4 13 230
Anchors for Inflation Expectations 1 3 10 174 1 5 22 548
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 2 558 2 8 21 2,329
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 1 1 2 301 1 2 9 979
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 1 29 54 1 5 58 76
Bayesian VARs: Specification Choices and Forecast Accuracy 0 3 6 167 0 6 25 355
Bayesian VARs: specification choices and forecast accuracy 2 4 22 404 2 9 47 568
Big Data Econometrics: Now Casting and Early Estimates 1 3 114 114 2 14 105 105
Characterising the Business Cycle for Accession Countries 0 0 0 193 1 2 4 488
Characterising the Business Cycle for Accession Countries 0 0 2 304 3 4 13 635
Characterizing the Business Cycle for Accession Countries 0 1 2 167 2 5 15 478
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 1 6 107 1 4 20 329
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 4 20 595 8 20 89 1,282
Common Drifting Volatility in Large Bayesian VARs 0 0 1 33 0 1 6 112
Common Drifting Volatility in Large Bayesian VARs 0 1 2 106 1 6 14 231
Common drifting volatility in large Bayesian VARs 0 1 3 78 1 2 6 203
Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries 0 2 25 41 1 8 66 88
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 0 0 1 4 4
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 1 1 1 121 2 3 5 482
Dating the Euro Area Business Cycle 0 0 1 420 2 3 21 1,302
Dating the Euro Area Business Cycle 0 2 11 330 2 7 49 1,038
Dating the Euro Area Business Cycle 0 1 1 299 3 9 31 994
Econometric analyses with backdated data: unified Germany and the euro area 0 0 1 63 1 3 7 259
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 1 2 4 46
Empirical simultaneous confidence regions for path-forecasts 0 0 1 43 1 3 7 130
Empirical simultaneous prediction regions for path-forecasts 0 0 0 56 1 2 7 128
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 1 84 0 0 6 163
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 1 29 1 2 9 118
Endogenous Uncertainty 4 7 54 111 8 19 118 166
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 1 59 1 3 14 102
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 4 64 1 2 10 127
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 1 1 1 2,027
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 9 62 1 4 28 142
Factor Analysis in a Model with Rational Expectations 0 0 0 117 0 0 6 332
Factor Analysis in a New-Keynesian Model 0 0 0 115 0 0 0 457
Factor Based Index Tracking 0 0 3 522 2 4 21 1,237
Factor Based Index Trading 0 0 4 444 1 2 13 1,311
Factor Forecasts for the UK 0 0 0 183 1 1 4 506
Factor Forecasts for the UK 0 0 2 153 0 1 8 475
Factor analysis in a New-Keynesian model 0 0 0 198 0 2 4 541
Factor based identification-robust inference in IV regressions 0 0 4 40 1 3 10 72
Factor forecasts for the UK 0 1 2 164 1 2 15 550
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 1 3 19 0 4 10 78
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 0 1 2 6 6
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 2 187 0 2 10 416
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 1 2 3 133 3 7 12 358
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 1 79 0 0 4 344
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 1 3 7 194 4 11 28 617
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 7 10 22 120 17 28 79 397
Factor-augmented Error Correction Models 0 0 2 180 2 3 14 435
Factor-augmented Error Correction Models 1 1 3 170 2 6 11 337
Factor-augmented Error Correction Models 0 0 5 351 2 6 18 881
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 0 2 14 395
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 1 2 159 4 6 15 549
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 6 190 1 2 15 612
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 1 282 0 1 10 759
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 1 2 14 318
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 1 272 1 4 12 858
Forecast pooling for short time series of macroeconomic variables 0 0 4 400 4 11 25 1,468
Forecasting EMU Macroeconomic Variables 0 0 1 301 1 2 7 1,838
Forecasting EMU macroeconomic variables 0 0 0 323 0 1 3 1,792
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 2 54 0 1 5 186
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 53 0 3 5 290
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 170 0 1 2 377
Forecasting Exchange Rates with a Large Bayesian VAR 0 2 6 325 2 12 38 655
Forecasting Exchange Rates with a Large Bayesian VAR 0 2 4 4 1 3 7 7
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 68 1 3 6 226
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 4 35 0 1 13 116
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 11 264 2 3 21 482
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 0 0 0 3 7 7
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 4 141 0 2 10 284
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 58 0 2 9 187
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 2 4 4
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 1 204 0 1 8 475
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 2 134 3 4 11 519
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 116 1 4 17 650
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 209 0 1 5 605
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 114 0 1 4 561
Forecasting economic activity with higher frequency targeted predictors 1 2 7 135 2 6 16 199
Forecasting macroeconomic variables for the new member states of the European Union 0 0 1 181 0 0 6 662
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 0 0 0 2 3 3
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 1 100 0 2 6 232
Forecasting with Factor-Augmented Error Correction Models 0 0 4 285 1 4 17 836
Forecasting with Factor-augmented Error Correction 0 0 0 195 3 4 10 337
Forecasting with Factor-augmented Error Correction Models 0 2 3 49 0 3 9 188
Forecasting with Factor-augmented Error Correction Models 0 1 1 96 0 3 7 209
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 2 15 136 1 7 41 219
Further Results on MSFE Encompassing 0 0 1 62 1 2 5 454
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 39 1 1 3 34
Have Standard VARs Remained Stable since the Crisis? 0 1 4 84 0 8 22 168
Have standard VARs remained stable since the crisis? 0 0 1 109 2 4 18 181
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 1 144 1 3 5 523
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 2 2 3 338 2 4 13 1,009
Instability and Non-Linearity in the EMU 0 1 2 90 1 3 7 308
Instability and non-linearity in the EMU 0 0 1 115 2 4 11 494
Interpolation and Backdating with A Large Information Set 0 0 0 96 0 2 4 327
Interpolation and backdating with a large information set 0 0 0 122 1 3 4 411
LSM: A DSGE Model for Luxembourg 0 0 0 0 1 4 8 45
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 149 0 3 5 961
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 106 1 3 9 614
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 1 3 68 2 6 18 65
Large Vector Autoregressions with Asymmetric Priors 0 1 2 2 0 2 9 9
Large Vector Autoregressions with Asymmetric Priors 0 0 6 118 2 8 27 149
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 4 30 169 1 18 85 257
Large time-varying parameter VARs: a non-parametric approach 0 1 6 88 3 6 24 76
Leading Indicators for Euro Area Inflation and GDP Growth 1 2 4 337 1 6 11 1,017
Leading Indicators for Euro-area Inflation and GDP Growth 1 2 3 662 3 7 14 1,803
Leading Indicators: What Have We Learned? 0 1 1 378 0 3 6 600
Leading Indicators: What Have We Learned? 0 1 2 224 3 4 9 444
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 1 3 11 380 2 12 45 862
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 2 106 4 13 31 340
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 4 118 3 8 17 319
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 3 662 1 3 18 1,752
Macroeconomic activity and risk indicators: an unstable relationship 0 0 4 49 1 2 15 18
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 56 1 4 8 131
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 5 167 4 7 21 412
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 2 3 7 12
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 3 5 9 20
Markov-Switching Mixed-Frequency VAR Models 0 0 6 114 3 8 35 211
Markov-Switching Three-Pass Regression Filter 0 4 5 16 0 9 19 50
Markov-Switching Three-Pass Regression Filter 0 1 6 61 1 6 25 115
Markov-switching MIDAS models 0 2 8 83 2 8 31 302
Markov-switching three-pass regression filter 0 1 6 24 0 5 28 53
Measuring Uncertainty and Its Impact on the Economy 0 0 7 57 0 3 25 65
Measuring Uncertainty and Its Impact on the Economy 1 2 27 172 6 21 84 263
Mixed frequency models with MA components 0 1 14 70 1 11 46 68
Mixed frequency models with MA components 0 0 25 25 0 1 22 22
Mixed frequency structural VARs 0 1 8 172 1 6 25 240
Mixed frequency structural models: estimation, and policy analysis 0 2 6 122 1 4 16 183
Model Selection for Non-Linear Dynamic Models 0 0 0 231 0 0 2 654
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 6 284 0 4 19 570
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 3 130 1 2 10 349
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 331 1 1 2 1,463
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 1 4 10 111 3 10 20 150
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 3 99 1 1 4 392
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 65 0 2 5 118
On the importance of sectoral and regional shocks for price setting 0 0 0 13 2 4 8 45
On the importance of sectoral and regional shocks for price-setting 0 0 1 32 0 4 9 111
On the importance of sectoral and regional shocks for price-setting 0 0 2 65 1 3 15 205
On the importance of sectoral shocks for price-setting 0 0 0 6 0 0 1 39
Path Forecast Evaluation 0 0 0 30 0 1 2 64
Path Forecast Evaluation 0 0 0 72 1 2 6 161
Path Forecast Evaluation 0 0 0 0 0 3 7 7
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 1 2 37 5 7 16 36
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 1 5 61 1 5 18 92
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 115 0 1 9 292
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 80 2 3 8 257
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 1 4 85 0 2 12 236
Pooling-based Data Interpolation and Backdating 0 0 1 77 0 0 3 277
Pooling-based data interpolation and backdating 0 0 1 64 2 2 7 308
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 3 779 3 4 12 2,308
Public Capital and Economic Performance: Evidence from Italy 0 1 4 447 0 2 9 1,187
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 3 142 3 6 16 398
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 1 1 2 60 1 4 11 120
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 6 209 1 5 20 356
Regime Switches in the Risk-Return Trade-Off 1 2 5 38 4 8 16 102
Regime Switches in the Risk-Return Trade-off 0 0 1 45 3 4 8 31
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 1 5 0 2 4 31
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 0 122 1 2 4 321
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 9 0 0 0 52
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 198 1 3 5 681
Robust Decision Theory and the Lucas Critique 0 0 2 20 1 2 9 92
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 0 1 1 2 2
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 2 102 0 0 5 527
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 49 0 1 4 233
Selecting predictors by using Bayesian model averaging in bridge models 0 1 3 65 3 7 14 149
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 4 13 137 1 11 40 300
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 4 12 375 1 8 30 769
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 1 250 0 1 3 986
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 1 424 0 3 9 1,020
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 3 7 454
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 112 0 1 5 419
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 0 352 0 2 4 939
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 5 164 0 1 16 758
Structural Analysis with Multivariate Autoregressive Index Models 0 0 4 80 2 4 12 92
Structural FECM: Cointegration in large-scale structural FAVAR models 2 2 4 79 2 5 23 145
Survey Data as Coicident or Leading Indicators 0 0 2 65 0 1 7 164
Survey Data as Coincident or Leading Indicators 0 0 0 24 1 1 4 132
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 1 3 386 0 1 10 996
Tax shocks with high and low uncertainty 0 9 22 97 3 17 40 93
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 0 2 4 295
Testing for PPP: Should We Use Panel Methods? 0 0 0 470 2 3 9 1,487
Testing for PPP: Should We Use Panel Methods? 1 1 1 307 2 5 12 591
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 3 65 1 5 18 215
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 3 17 1 1 5 77
The Global Component of Inflation Volatility 0 2 27 27 2 7 20 20
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 1 64 1 1 9 160
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 2 28 0 1 10 145
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 1 3 40 0 2 7 161
The Transmission Mechanism in a Changing World 0 0 0 130 0 2 9 400
The banking and distribution sectors in a small open economy DSGE Model 0 0 1 28 1 3 8 69
The banking and distribution sectors in a small open economy DSGE Model 0 1 2 176 0 3 9 326
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 1 5 258 3 8 23 583
The global component of inflation volatility 1 6 52 102 9 30 118 135
The transmission mechanism in a changing world 0 0 1 209 1 1 4 499
Time Variation in Macro-Financial Linkages 1 2 7 51 1 3 14 152
Time variation in macro-financial linkages 0 5 9 162 0 9 22 368
Time-Scale Transformations of Discrete-Time Processes 0 0 0 0 1 1 1 1
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 6 38 291 11 42 179 842
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 1 12 61 5 12 41 188
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 4 43 2 10 24 46
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 1 10 71 0 9 34 115
Using low frequency information for predicting high frequency variables 1 1 5 115 3 9 22 135
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 3 691 0 1 4 2,877
interpolation with a large information set 0 0 1 50 0 1 4 243
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 1 47 1 3 13 142
Total Working Papers 44 186 1,116 34,539 313 1,034 3,853 98,493


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 2 12 52 1 5 25 134
A Markov-switching vector equilibrium correction model of the UK labour market 0 1 3 299 1 6 11 879
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 1 1 0 0 8 30
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 6 25 353 5 18 66 870
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 0 53 1 2 6 139
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 1 10 27 80 6 18 51 166
A daily indicator of economic growth for the euro area 0 0 5 24 0 3 12 54
A linear benchmark for forecasting GDP growth and inflation? 1 1 5 169 2 4 14 429
A macroeconometric model for the Euro economy 0 0 0 130 1 2 4 313
A parametric estimation method for dynamic factor models of large dimensions 0 0 1 59 1 3 7 138
Are there any reliable leading indicators for US inflation and GDP growth? 0 2 8 171 0 4 18 464
Bayesian VARs: Specification Choices and Forecast Accuracy 2 3 13 93 2 7 43 231
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 2 77 2 2 8 195
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 2 5 25 4 9 16 69
Common Drifting Volatility in Large Bayesian VARs 0 3 7 10 1 4 24 35
Cross-sectional averaging and instrumental variable estimation with many weak instruments 1 1 1 32 1 2 3 83
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 1 1 2 183 3 3 11 525
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 3 6 13 157
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 0 1 4 107
Empirical simultaneous prediction regions for path-forecasts 0 0 1 21 0 1 6 76
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 2 9 4 6 11 43
Explaining the time-varying effects of oil market shocks on US stock returns 0 1 3 24 2 7 30 86
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 6 12 99 7 15 32 233
Factor analysis in a model with rational expectations 0 0 1 77 4 5 13 408
Factor based index tracking 0 0 3 130 0 2 12 314
Factor-GMM estimation with large sets of possibly weak instruments 1 2 2 72 3 4 15 161
Factor‐Based Identification‐Robust Interference in IV Regressions 0 0 1 4 2 4 7 25
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 1 2 10 627
Forecast Bias and MSFE Encompassing 0 0 0 40 0 19 21 190
Forecast Pooling for European Macroeconomic Variables 0 0 0 29 0 1 5 153
Forecasting EMU macroeconomic variables 0 0 0 138 0 2 7 533
Forecasting economic activity by Bayesian bridge model averaging 1 4 7 16 2 9 20 48
Forecasting economic activity with targeted predictors 0 1 10 36 1 5 21 75
Forecasting euro area variables with German pre-EMU data 0 0 0 39 0 1 4 132
Forecasting exchange rates with a large Bayesian VAR 3 3 10 241 3 6 24 677
Forecasting government bond yields with large Bayesian vector autoregressions 0 2 7 84 0 6 23 221
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 1 6 6 0 3 16 16
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 1 2 4 12 1 3 7 33
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 2 4 11 114
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 4 19 1 1 5 55
Forecasting with factor-augmented error correction models 0 6 16 50 5 15 37 125
Foreword 0 0 0 6 0 0 0 32
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 1 1 1 53
Have Standard VARS Remained Stable Since the Crisis? 0 2 3 11 1 4 18 47
Interpolation and backdating with a large information set 0 0 0 58 2 3 5 175
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 1 2 2 103
LSM: A DSGE model for Luxembourg 0 0 2 42 2 7 20 149
Leading Indicators for Euro‐area Inflation and GDP Growth* 1 3 7 235 2 6 18 821
Linear aggregation with common trends and cycles 0 0 1 13 0 1 6 62
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 3 14 106 4 21 64 366
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 3 35 2 6 25 172
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 1 2 22 1 3 7 55
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 15 0 1 1 58
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 3 5 22 1 7 20 90
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 1 9 295 5 11 36 691
Markov-Switching MIDAS Models 2 3 16 163 3 12 58 471
Markov-switching mixed-frequency VAR models 0 0 11 51 0 3 42 177
Measuring Uncertainty and Its Impact on the Economy 3 7 18 18 7 20 79 79
Mixed frequency structural vector auto-regressive models 0 1 7 31 0 2 11 62
Mixed‐frequency models with moving‐average components 1 1 1 1 2 2 2 2
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 23 0 0 1 105
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 4 77 0 2 12 246
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 0 1 13 45 1 6 29 113
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 1 8 10 0 2 25 35
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 3 12 138
Path forecast evaluation 0 0 3 56 0 0 6 199
Point, interval and density forecasts of exchange rates with time varying parameter models 0 3 4 4 2 8 17 19
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 1 1 3 68
Principal components at work: the empirical analysis of monetary policy with large data sets 0 1 15 440 4 8 40 1,261
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 1 2 13 249
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 1 10 0 0 4 59
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 7 34 1 3 19 103
Regime switches in the risk–return trade-off 1 1 6 26 2 3 14 84
Regional inflation dynamics within and across euro area countries and a comparison with the United States 2 3 5 86 2 6 12 243
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 1 74
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 1 4 18 0 2 16 47
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 160 2 2 5 834
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 1 2 10 430
Some cautions on the use of panel methods for integrated series of macroeconomic data 1 1 5 279 3 4 22 742
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 1 96 0 2 7 232
Structural FECM: Cointegration in large‐scale structural FAVAR models 1 1 5 10 2 6 22 37
Structural analysis with Multivariate Autoregressive Index models 1 5 11 32 7 11 26 135
Survey data as coincident or leading indicators 0 0 2 49 1 3 14 141
Testing for PPP: Should we use panel methods? 0 0 0 352 1 1 8 999
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 1 2 11 35 3 5 26 90
The effects of the monetary policy stance on the transmission mechanism 0 0 17 60 2 2 32 134
The multiscale causal dynamics of foreign exchange markets 0 1 1 39 0 4 13 139
The reliability of real-time estimates of the euro area output gap 0 1 15 70 2 8 106 281
The transmission mechanism in a changing world 0 1 4 166 1 2 12 456
Time Variation in Macro‐Financial Linkages 0 2 9 14 4 7 27 54
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 1 6 23 68 1 8 43 191
Using low frequency information for predicting high frequency variables 2 5 15 15 13 26 81 81
Total Journal Articles 30 123 494 6,540 163 471 1,779 21,479


Chapter File Downloads Abstract Views
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An Overview of the Factor-augmented Error-Correction Model 1 4 4 6 2 7 17 30
Leading Indicators 1 7 24 239 2 15 56 565
Total Chapters 2 11 28 245 4 22 73 595


Statistics updated 2019-09-09