Access Statistics for Massimiliano Marcellino

Author contact details at EconPapers.

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 1 252 0 0 6 728
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 582 0 1 4 1,695
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 1 1 5 0 2 4 28
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 0 1 2 27
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 1 6 153 0 4 13 280
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 0 1 1 1,539
A Measure for Credibility: Tracking US Monetary Developments 0 1 2 43 0 1 6 172
A Measure for Credibility: Tracking US Monetary Developments 0 1 1 57 0 1 2 171
A Monthly Indicator of the Euro Area GDP 0 0 3 91 2 2 13 315
A Monthly Indicator of the Euro Area GDP 0 0 1 218 0 0 2 466
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 0 0 188 0 0 4 618
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 0 0 3 40
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 0 0 17
A Similarity-based Approach for Macroeconomic Forecasting 0 1 1 62 0 2 8 103
A Simple Benchmark for Forecasts of Growth and Inflation 0 0 0 190 0 0 1 598
A survey of econometric methods for mixed-frequency data 0 0 4 279 3 5 14 600
A survey of econometric methods for mixed-frequency data 1 1 5 161 2 2 13 350
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 1 1 15 238
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 37 1 1 8 89
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 4 44 1 5 20 105
An Overview of the Factor-augmented Error-Correction Model 0 2 6 206 0 4 22 231
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 1 1 4 155 1 1 7 240
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 0 118 0 0 1 271
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 1 575 1 2 6 2,411
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 0 304 0 2 4 999
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 1 5 75
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 1 1 2 41
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 2 3 4 123
Asymmetries in Financial Spillovers 1 5 16 16 2 7 27 27
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 2 0 0 11 11
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 133 0 0 11 51
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 2 185 1 1 6 435
Bayesian VARs: specification choices and forecast accuracy 0 2 7 431 2 7 25 676
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 13 14 0 1 11 13
Bayesian nonparametric methods for macroeconomic forecasting 0 1 15 26 0 2 26 59
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 0 0 1 1
Big Data Econometrics: Now Casting and Early Estimates 1 2 6 209 3 4 16 283
Blended Identification in Structural VARs 0 1 3 66 0 2 11 51
Blended Identification in Structural VARs 0 0 3 8 1 1 12 23
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 87 1 1 5 57
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 44 3 4 7 75
Can Machine Learning Catch the COVID-19 Recession? 0 1 1 1 0 1 2 14
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 1 2 3 31
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 0 1 1 104
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 4 213 2 2 13 326
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 2 10 17 0 6 30 54
Characterising the Business Cycle for Accession Countries 0 0 0 196 0 0 1 532
Characterising the Business Cycle for Accession Countries 0 0 0 312 1 1 3 701
Characterizing the Business Cycle for Accession Countries 0 0 1 175 0 0 1 543
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 114 0 0 2 353
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 4 664 0 5 25 1,565
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 3 35 0 1 6 27
Common Drifting Volatility in Large Bayesian VARs 0 0 0 40 0 0 2 146
Common Drifting Volatility in Large Bayesian VARs 0 0 1 116 0 1 6 267
Common drifting volatility in large Bayesian VARs 0 1 1 98 0 1 7 279
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 0 0 1 26
Dating the Euro Area Business Cycle 0 0 3 347 1 1 5 1,135
Dating the Euro Area Business Cycle 0 0 2 313 0 0 8 1,073
Dating the Euro Area Business Cycle 0 0 2 427 0 0 3 1,343
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 0 0 1 272
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 0 1 61
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 1 1 150
Empirical simultaneous prediction regions for path-forecasts 0 0 1 58 0 0 2 142
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 0 0 192
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 0 1 2 194
Endogenous Uncertainty 0 1 1 167 0 1 4 402
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 2 62 0 1 3 122
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 1 1 2 149
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 0 0 0 2,045
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 77 0 0 5 187
Factor Analysis in a Model with Rational Expectations 0 0 1 119 0 0 1 350
Factor Analysis in a New-Keynesian Model 0 0 0 116 0 0 2 477
Factor Based Index Tracking 0 0 0 538 0 1 3 1,318
Factor Based Index Trading 0 0 0 453 1 1 2 1,345
Factor Forecasts for the UK 0 0 0 161 1 1 1 498
Factor Forecasts for the UK 0 0 0 191 0 0 0 530
Factor analysis in a New-Keynesian model 0 0 0 198 2 2 3 559
Factor based identification-robust inference in IV regressions 0 0 0 47 0 0 3 93
Factor forecasts for the UK 0 0 0 176 3 3 5 589
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 1 1 3 109
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 1 1 4 0 2 3 24
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 1 144 0 0 4 419
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 1 93 0 4 6 401
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 218 0 1 3 714
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 1 2 200 0 1 4 703
Factor-augmented Error Correction Models 0 1 1 200 0 1 3 520
Factor-augmented Error Correction Models 0 0 3 362 3 5 14 927
Factor-augmented Error Correction Models 0 0 0 175 0 0 0 353
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 0 2 27 27 1 6 51 51
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 0 0 1 436
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 0 1 172 1 1 4 590
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 0 2 5 349
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 1 200 0 3 5 649
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 0 0 1 804
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 0 1 3 879
Forecast pooling for short time series of macroeconomic variables 0 0 2 421 0 1 9 1,573
Forecasting EMU Macroeconomic Variables 0 0 0 302 0 0 1 1,848
Forecasting EMU macroeconomic variables 0 0 1 325 0 0 4 1,810
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 1 1 1 301
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 0 0 2 267
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 0 1 8 420
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 1 3 5 41
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 1 10 2 3 5 45
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 2 38 1 1 4 140
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 2 2 2 310
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 1 1 63 0 2 5 214
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 1 2 12
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 1 1 5 688
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 219 0 0 1 636
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 141 0 0 5 554
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 120 0 0 2 578
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 1 31 1 2 5 91
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 0 3 7 112
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 5 31 1 3 12 60
Forecasting economic activity with higher frequency targeted predictors 0 2 2 153 0 3 5 255
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 0 2 195
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 0 0 4 706
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 0 1 3 5
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 0 1 274
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 1 3 63
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 1 1 1 55
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 2 3 0 0 2 17
Forecasting with Factor-Augmented Error Correction Models 0 0 0 204 0 0 4 366
Forecasting with Factor-augmented Error Correction Models 0 0 0 101 0 0 0 233
Forecasting with Factor-augmented Error Correction Models 0 0 1 61 1 1 3 231
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 0 3 169 0 1 10 307
Forecasting with Shadow-Rate VARs 0 0 0 48 0 0 3 90
Further Results on MSFE Encompassing 0 0 0 62 0 2 2 476
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 3 0 0 3 7
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 152 1 1 5 98
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 1 1 78
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 0 2 3 212
Have standard VARs remained stable since the crisis? 0 0 0 114 0 0 12 252
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 0 0 1 529
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 0 348 0 0 1 1,051
Inflation, Attention and Expectations 0 0 15 15 0 5 30 30
Inflation, Attention and Expectations 2 3 10 10 4 6 20 20
Instability and Non-Linearity in the EMU 0 0 0 100 1 2 3 332
Instability and non-linearity in the EMU 0 0 0 122 2 2 2 538
Interpolation and Backdating with A Large Information Set 0 0 1 97 0 0 4 346
Interpolation and backdating with a large information set 0 0 0 129 0 0 2 426
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 2 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 0 0 4 4
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 0 17
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 0 13
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 0 75
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 152 0 0 2 991
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 0 0 2 635
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 1 86 0 1 6 126
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 0 1 38
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 0 5 376
Large time-varying parameter VARs: a non-parametric approach 0 1 2 123 0 1 8 185
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 1 1 4 1,058
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 3 670 0 2 10 1,849
Leading Indicators: What Have We Learned? 0 0 0 385 0 0 2 628
Leading Indicators: What Have We Learned? 0 0 1 234 1 1 2 475
Linear Aggregation with Common Trends and Cycles 0 0 0 63 0 0 3 222
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 1 3 9 456 1 7 20 1,128
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 1 120 0 1 7 485
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 1 134 1 2 2 416
Machine Learning the Macroeconomic Effects of Financial Shocks 0 1 28 28 1 4 28 28
Macro Uncertainty in the Long Run 0 1 2 5 0 1 4 13
Macroeconomic Forecasting in a Multi-country Context 0 0 0 6 1 1 7 23
Macroeconomic Forecasting in a Multi-country Context 0 0 1 67 0 0 4 59
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 5 683 0 0 8 1,836
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 0 0 0 52
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 1 4 457
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 0 0 145
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 1 2 32
Markov-Switching Mixed-Frequency VAR Models 0 0 2 127 1 1 8 286
Markov-Switching Three-Pass Regression Filter 0 0 0 26 1 2 4 119
Markov-switching MIDAS models 1 1 1 116 1 1 7 467
Markov-switching three-pass regression filter 0 0 0 33 0 3 4 101
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 1 17 1 1 6 19
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 0 11 0 0 0 31
Measuring Uncertainty and Its Effects in the COVID-19 Era 1 1 2 58 1 3 9 129
Measuring Uncertainty and Its Impact on the Economy 0 2 4 77 1 5 18 151
Measuring Uncertainty and Its Impact on the Economy 0 1 2 202 1 2 8 360
Mixed frequency models with MA components 0 0 1 34 0 0 8 108
Mixed frequency models with MA components 0 0 0 79 0 1 4 120
Mixed frequency structural VARs 0 0 1 196 0 2 4 339
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 0 2 4 200
Model Selection for Non-Linear Dynamic Models 0 0 1 236 0 0 1 666
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 3 305 0 0 5 642
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 3 4 10 392
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 2 2 4 1,479
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 2 2 4 213
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 1 1 1 403
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 1 1 3 143
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 1 1 4 43
Nonparametric Time Varying IV-SVARs: Estimation and Inference 2 3 20 20 3 7 21 21
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 39 0 2 10 100
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 0 96 1 2 7 231
Nowcasting distributions: a functional MIDAS model 1 3 47 47 2 4 67 67
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 5 37 1 4 22 47
On the importance of sectoral and regional shocks for price setting 0 0 0 18 0 0 1 71
On the importance of sectoral and regional shocks for price-setting 0 0 0 71 2 3 3 230
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 0 1 2 130
On the importance of sectoral shocks for price-setting 0 0 0 7 0 1 1 55
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 0 13 13 13 0 35 35 35
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 1 34 34 34 3 46 47 47
Path Forecast Evaluation 0 0 0 33 0 1 3 89
Path Forecast Evaluation 0 0 1 75 0 0 1 182
Path Forecast Evaluation 0 0 1 14 1 1 5 84
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 2 2 40 0 2 3 67
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 1 84 0 1 10 186
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 1 122 0 0 3 318
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 83 2 2 3 287
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 0 86 0 0 1 260
Pooling-based Data Interpolation and Backdating 0 0 0 80 0 1 2 302
Pooling-based data interpolation and backdating 0 0 0 64 1 1 1 326
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 1 792 0 0 4 2,351
Public Capital and Economic Performance: Evidence from Italy 0 0 1 459 1 1 3 1,228
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 3 153 0 0 7 462
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 1 2 246
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 3 231 0 0 5 462
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 1 2 3 166
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 1 3 54
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 1 6 1 3 5 61
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 1 1 126 0 2 3 334
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 1 13 0 1 2 84
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 1 202 0 1 5 714
Risky Oil: It's All in the Tails 1 1 4 13 1 1 12 30
Risky Oil: It's All in the Tails 0 2 3 3 5 8 12 12
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 0 0 1 11
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 0 0 539
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 0 0 3 251
Selecting predictors by using Bayesian model averaging in bridge models 0 0 1 71 0 2 3 189
Shadow-rate VARs 0 1 8 35 0 3 24 73
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 0 172 0 0 3 420
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 3 407 0 1 8 876
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 1 1 1 995
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 1 438 3 6 7 1,062
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 0 0 4 478
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 115 0 1 2 436
Some stylized facts on non-systematic fiscal policy in the Euro area 0 1 3 358 1 3 5 964
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 12 12 1 3 30 30
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 7 80 0 2 15 80
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 0 0 3 774
Structural Analysis with Multivariate Autoregressive Index Models 0 0 2 87 0 0 3 121
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 0 0 1 187
Survey Data as Coicident or Leading Indicators 0 0 1 72 0 0 1 202
Survey Data as Coincident or Leading Indicators 0 0 1 38 0 0 1 166
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 1 3 397 0 1 3 1,033
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 4 91
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 1 2 6 0 1 9 19
Tax shocks with high and low uncertainty 0 0 0 122 0 1 3 134
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 0 0 4 320
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 2 2 3 1,589
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 0 0 0 615
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 0 0 3 256
The Distributional Effects of Economic Uncertainty 0 3 8 8 0 5 17 17
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 0 0 1 85
The Global Component of Inflation Volatility 0 0 0 41 1 1 8 158
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 1 65 1 2 5 168
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 0 0 0 167
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 0 41 0 0 1 175
The Transmission Mechanism in a Changing World 0 0 0 134 0 0 0 499
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 0 0 1 89
The banking and distribution sectors in a small open economy DSGE Model 0 1 1 179 1 6 10 357
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 1 280 1 2 9 677
The demand and supply of information about inflation 0 0 1 30 0 0 18 69
The demand and supply of information about inflation 0 0 1 20 0 0 4 30
The economic drivers of volatility and uncertainty 0 0 0 68 0 0 1 116
The financial accelerator mechanism: does frequency matter? 0 0 0 12 1 2 4 15
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 2 3 64
The global component of inflation volatility 2 2 3 150 2 2 6 377
The transmission mechanism in a changing world 0 0 0 214 0 0 1 527
Time Variation in Macro-Financial Linkages 0 1 1 60 0 2 5 187
Time Varying Three Pass Regression Filter 0 2 12 12 0 4 24 24
Time variation in macro-financial linkages 1 1 1 173 2 3 6 434
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 0 0 1 18
Time-Varying Instrumental Variable Estimation 0 0 0 40 1 2 3 99
Time-Varying Instrumental Variable Estimation 0 0 1 50 0 2 9 73
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 12 585 2 8 45 2,029
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 1 1 3 100 3 3 11 330
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 0 0 0 53 0 2 6 110
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 1 23 0 1 2 56
Using low frequency information for predicting high frequency variables 0 0 1 141 1 1 11 231
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 1 702 1 2 5 2,895
interpolation with a large information set 0 0 0 55 1 1 2 254
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 0 53 1 1 2 159
Total Working Papers 22 128 568 36,493 146 464 1,778 106,921
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 3 103 2 5 11 278
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 0 0 1 915
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 0 0 1 48
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 0 9 421 7 20 102 1,237
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 57 0 0 3 159
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 2 3 9 183 3 5 20 383
A daily indicator of economic growth for the euro area 0 2 3 46 1 4 9 116
A linear benchmark for forecasting GDP growth and inflation? 0 0 1 195 0 0 7 529
A macroeconometric model for the Euro economy 0 0 1 139 0 0 4 361
A parametric estimation method for dynamic factor models of large dimensions 0 0 0 64 0 0 2 152
A similarity‐based approach for macroeconomic forecasting 0 0 0 28 1 3 7 106
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 2 5 5 4 11 63 63
Are there any reliable leading indicators for US inflation and GDP growth? 0 0 3 204 0 2 9 552
Assessing international commonality in macroeconomic uncertainty and its effects 1 2 4 30 1 3 6 84
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 7 124 1 2 15 334
Bayesian neural networks for macroeconomic analysis 1 1 1 1 5 7 9 9
Blended identification in structural VARs 0 2 9 9 0 5 34 34
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 2 3 7 219
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 1 2 16 0 2 4 32
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 2 9 9 1 7 34 34
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 2 76 0 1 4 164
Common Drifting Volatility in Large Bayesian VARs 0 0 2 56 2 7 14 165
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 0 33 0 2 3 99
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 2 195 0 0 6 564
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 2 5 21 229
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 0 1 3 124
Empirical simultaneous prediction regions for path-forecasts 0 0 1 27 1 1 2 100
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 0 67
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 2 2 133
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 3 5 13 212 3 10 41 518
Factor analysis in a model with rational expectations 0 0 0 79 0 0 3 427
Factor based index tracking 0 2 4 160 0 2 9 403
Factor-GMM estimation with large sets of possibly weak instruments 0 0 3 104 0 0 8 235
Factor‐Based Identification‐Robust Interference in IV Regressions 0 0 1 11 0 1 3 40
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 0 1 2 681
Forecast Bias and MSFE Encompassing 0 0 0 0 0 1 2 10
Forecast Pooling for European Macroeconomic Variables 0 0 0 32 1 2 5 173
Forecasting EMU macroeconomic variables 0 0 1 141 0 0 2 555
Forecasting economic activity by Bayesian bridge model averaging 0 1 2 40 0 3 6 110
Forecasting economic activity with targeted predictors 0 1 3 73 1 3 5 162
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 0 3 150
Forecasting exchange rates with a large Bayesian VAR 0 0 3 287 0 2 8 787
Forecasting government bond yields with large Bayesian vector autoregressions 0 1 3 140 4 6 9 355
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 0 2 47 0 0 8 105
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 0 0 23 1 2 4 73
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 0 0 144
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 0 0 1 28
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 0 33 0 0 7 110
Forecasting with factor-augmented error correction models 0 1 3 90 2 5 17 239
Forecasting with shadow rate VARs 0 0 0 0 1 1 1 1
Foreword 0 0 0 6 1 1 2 43
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 0 2 5 11 11
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 2 3 63
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 0 0 3 104
Interpolation and backdating with a large information set 0 0 1 77 0 1 2 223
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 0 0 2 117
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 0 3 5 5
LSM: A DSGE model for Luxembourg 0 0 0 49 0 1 5 195
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 5 17 166 3 11 45 472
Large time‐varying parameter VARs: A nonparametric approach 0 0 2 17 0 2 9 86
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 1 1 251 1 2 9 887
Linear aggregation with common trends and cycles 0 0 0 14 0 0 2 82
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 9 191 4 7 29 711
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 3 70 1 2 11 330
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 26 0 1 3 73
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 1 19 0 0 2 75
Machine learning the macroeconomic effects of financial shocks 0 3 4 4 0 3 4 4
Macro uncertainty in the long run 0 2 2 3 0 2 2 5
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 3 40 0 0 6 153
Macroeconomic forecasting in a multi‐country context 0 1 3 16 0 2 7 36
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 335 2 3 8 837
Markov-Switching MIDAS Models 1 3 6 212 4 6 19 724
Markov-Switching Three-Pass Regression Filter 0 0 1 36 1 2 8 111
Markov-switching mixed-frequency VAR models 0 0 1 86 1 2 9 317
Measuring Uncertainty and Its Impact on the Economy 1 5 17 200 3 15 55 613
Mixed frequency structural vector auto-regressive models 0 0 0 47 0 0 1 109
Mixed‐frequency models with moving‐average components 0 0 1 13 0 2 6 58
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 0 2 4 132
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 0 1 4 280
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 1 3 3 206
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 0 0 1 70 2 6 15 233
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 0 2 26 0 4 9 79
Nowcasting tail risk to economic activity at a weekly frequency 0 3 10 33 1 6 21 81
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 2 2 3 31
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 0 1 2 119
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 1 7 183
Path forecast evaluation 0 0 2 65 0 2 8 265
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 0 0 1 61
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 1 1 1 88
Predicting Tail-Risks for the Italian Economy 0 1 1 1 1 2 2 2
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 456 1 1 10 1,344
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 1 1 11 306
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 0 0 3 69
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 0 0 6 213
Regime switches in the risk–return trade-off 0 0 1 33 0 1 5 118
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 1 3 4 11
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 0 3 82
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 0 3 47 2 3 11 155
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 1 165 0 0 1 848
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 0 2 11 544
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 0 2 5 796
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 0 103 0 0 2 260
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 2 2 2 0 5 10 10
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 0 25 0 1 2 85
Structural analysis with Multivariate Autoregressive Index models 0 0 1 44 1 3 7 204
Survey data as coincident or leading indicators 0 0 0 58 0 0 2 176
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 0 5 26
Tax shocks with high and low uncertainty 0 0 3 19 0 6 10 83
Testing for PPP: Should we use panel methods? 0 0 1 364 0 2 4 1,058
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 3 72 0 1 12 214
The effects of the monetary policy stance on the transmission mechanism 1 2 13 124 1 3 21 262
The global component of inflation volatility 0 1 2 11 0 1 6 34
The multiscale causal dynamics of foreign exchange markets 1 1 2 52 1 2 5 182
The reliability of real-time estimates of the euro area output gap 1 1 2 90 1 4 9 349
The transmission mechanism in a changing world 0 0 1 175 0 0 5 534
Time Variation in Macro‐Financial Linkages 0 1 2 29 0 3 6 118
Time-varying instrumental variable estimation 1 1 3 19 3 3 6 60
Time‐scale transformations of discrete time processes 0 0 2 32 0 0 13 258
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 1 7 157 1 3 22 408
Using low frequency information for predicting high frequency variables 1 2 10 106 2 5 17 405
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 1 2 30 3 5 11 79
Total Journal Articles 15 65 266 8,965 96 303 1,140 30,091
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Overview of the Factor-augmented Error-Correction Model 0 0 0 17 0 0 5 70
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 1 0 0 7 7
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 0 0 5 6
Leading Indicators 0 1 4 319 0 2 10 757
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 1 2 4 0 2 8 18
Non-linearity and Instability in the Euro Area 0 0 0 0 0 0 3 5
TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING 0 0 0 0 0 1 2 3
Total Chapters 0 2 7 341 0 5 40 866
5 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05