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 0 582 2 5 24 1,718
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 252 2 6 18 746
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 0 5 0 4 15 43
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 1 4 14 41
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 0 6 158 0 1 18 296
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 0 1 16 1,554
A Measure for Credibility: Tracking US Monetary Developments 0 0 2 44 0 2 29 200
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 57 1 2 13 183
A Monthly Indicator of the Euro Area GDP 0 0 0 218 0 1 9 475
A Monthly Indicator of the Euro Area GDP 0 0 0 91 0 2 40 353
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 1 1 1 189 3 3 8 626
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 1 12 29
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 8 0 1 15 55
A Similarity-based Approach for Macroeconomic Forecasting 0 0 1 63 1 7 17 120
A Simple Benchmark for Forecasts of Growth and Inflation 1 2 2 192 1 3 13 611
A survey of econometric methods for mixed-frequency data 0 2 5 165 0 9 29 377
A survey of econometric methods for mixed-frequency data 1 2 7 286 2 9 40 636
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 1 1 118 3 11 38 275
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 0 2 16 104
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 0 1 45 2 6 31 132
An Empirical Investigation of the Effects of Monetary Policy Shocks on the Italian Economy 0 0 0 0 2 2 2 2
An Overview of the Factor-augmented Error-Correction Model 1 1 2 207 2 2 13 243
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 1 3 121 1 4 19 290
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 1 155 2 6 24 263
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 2 6 18 2,428
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 1 305 0 0 6 1,004
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 51 0 4 9 83
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 0 1 17 137
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 16 0 1 14 54
Asymmetries in Financial Spillovers 0 0 15 29 0 2 40 63
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 2 0 4 30 41
Bayesian Neural Networks for Macroeconomic Analysis 0 0 0 133 0 5 18 69
Bayesian Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 0 0 0 1 1 1
Bayesian VARs: Specification Choices and Forecast Accuracy 0 1 2 187 1 5 16 450
Bayesian VARs: specification choices and forecast accuracy 0 1 5 435 2 6 33 704
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 0 4 16 29
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 1 2 15 16
Bayesian nonparametric methods for macroeconomic forecasting 0 2 9 34 1 8 29 87
Big Data Econometrics: Now Casting and Early Estimates 0 0 2 210 2 11 27 307
Blended Identification in Structural VARs 0 0 0 8 0 2 13 35
Blended Identification in Structural VARs 0 1 2 68 0 1 16 67
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 1 1 88 2 7 22 78
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 9 112
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 1 1 11 40
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 44 1 2 13 84
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 0 213 2 6 22 346
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 3 19 0 1 10 63
Characterising the Business Cycle for Accession Countries 0 0 0 196 2 3 13 545
Characterising the Business Cycle for Accession Countries 0 0 0 312 2 7 19 719
Characterizing the Business Cycle for Accession Countries 0 0 0 175 0 4 14 557
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 0 0 1 115 0 2 11 364
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 0 4 667 1 7 34 1,597
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 1 1 1 36 1 4 13 39
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 0 4 13 13
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 0 1 11 277
Common Drifting Volatility in Large Bayesian VARs 0 0 1 41 0 3 8 154
Common drifting volatility in large Bayesian VARs 0 0 0 98 0 2 16 295
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 0 2 12 38
Dating the Euro Area Business Cycle 0 0 0 427 0 11 27 1,370
Dating the Euro Area Business Cycle 0 0 0 347 0 9 19 1,153
Dating the Euro Area Business Cycle 0 0 0 313 1 10 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 2 3 14 286
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 3 13 74
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 0 4 15 164
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 1 8 150
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 1 1 16 208
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 1 2 67 260
Endogenous Uncertainty 0 0 1 167 0 8 17 418
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 1 2 9 130
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 0 4 22 170
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 0 5 18 2,063
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 1 78 0 5 16 203
Factor Analysis in a Model with Rational Expectations 0 0 0 119 1 4 23 373
Factor Analysis in a New-Keynesian Model 0 0 0 116 1 4 13 490
Factor Based Index Tracking 0 0 0 538 0 4 12 1,330
Factor Based Index Trading 0 0 1 454 1 1 29 1,373
Factor Forecasts for the UK 0 0 0 191 1 5 9 539
Factor Forecasts for the UK 0 0 0 161 0 1 13 510
Factor analysis in a New-Keynesian model 0 0 0 198 4 9 19 576
Factor based identification-robust inference in IV regressions 0 0 2 49 0 0 8 101
Factor forecasts for the UK 1 1 3 179 2 7 21 607
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 1 1 15 123
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 2 5 0 2 15 37
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 0 3 37 456
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 1 3 16 415
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 0 2 220 0 1 13 726
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 0 0 3 202 0 4 20 722
Factor-augmented Error Correction Models 0 0 1 200 0 3 12 531
Factor-augmented Error Correction Models 0 0 0 175 0 1 7 360
Factor-augmented Error Correction Models 0 0 0 362 1 3 17 940
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 0 1 11 37 0 2 30 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 3 19 608
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 0 1 15 819
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 200 0 3 15 661
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 1 6 19 366
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 2 2 12 890
Forecast pooling for short time series of macroeconomic variables 0 0 0 421 2 5 19 1,591
Forecasting EMU Macroeconomic Variables 0 0 0 302 1 3 12 1,860
Forecasting EMU macroeconomic variables 0 0 0 325 0 3 11 1,821
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 1 6 306
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 174 0 5 12 431
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 0 11 0 1 7 46
Forecasting Exchange Rates with a Large Bayesian VAR 0 1 1 76 0 5 23 290
Forecasting Government Bond Yields with Large Bayesian VARs 0 1 2 39 0 5 17 156
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 11 0 3 15 58
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 0 6 21 329
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 0 4 15 228
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 0 5 12 23
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 3 9 563
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 127 1 3 16 703
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 2 11 647
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 1 121 0 4 15 593
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 1 7 16 126
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 0 1 14 71
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 0 3 11 100
Forecasting economic activity with higher frequency targeted predictors 0 0 2 153 0 3 15 268
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 0 2 11 206
Forecasting macroeconomic variables for the new member states of the European Union 1 1 1 193 1 1 15 721
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 1 5 12 16
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 0 3 10 284
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 0 4 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 1 20 37
Forecasting with Factor-Augmented Error Correction Models 0 0 0 204 0 9 23 389
Forecasting with Factor-augmented Error Correction Models 0 0 1 62 0 5 14 244
Forecasting with Factor-augmented Error Correction Models 0 0 1 102 0 3 15 248
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 0 2 171 1 1 12 319
Forecasting with Shadow-Rate VARs 0 0 0 48 0 5 21 111
Further Results on MSFE Encompassing 0 0 0 62 1 2 14 489
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 2 154 0 5 19 116
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 0 3 1 4 12 19
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 1 1 14 91
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 1 3 17 229
Have standard VARs remained stable since the crisis? 0 0 0 114 1 3 28 280
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 0 2 10 539
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 0 348 0 4 20 1,071
Inflation, Attention and Expectations 0 1 9 16 1 9 38 52
Inflation, Attention and Expectations 0 0 2 17 0 8 40 68
Instability and Non-Linearity in the EMU 0 0 0 100 1 2 13 344
Instability and non-linearity in the EMU 0 0 0 122 0 6 12 548
Interpolation and Backdating with A Large Information Set 0 0 0 97 0 0 8 354
Interpolation and backdating with a large information set 0 0 1 130 1 5 19 445
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 2 6 12 63
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 3 15 23
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 0 1 0 3 15 19
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 6 10 23
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 2 6 23
Large Datasets, Small Models and Monetary Policy in Europe 0 0 1 153 0 5 16 1,007
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 1 5 13 648
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 1 87 0 1 18 143
Large Vector Autoregressions with Asymmetric Priors 0 1 1 7 0 6 12 50
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 0 6 21 397
Large time-varying parameter VARs: a non-parametric approach 0 0 1 123 0 1 11 195
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 2 4 13 1,070
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 0 670 2 7 23 1,871
Leading Indicators: What Have We Learned? 1 1 1 386 2 4 11 639
Leading Indicators: What Have We Learned? 0 0 1 235 0 1 6 480
Linear Aggregation with Common Trends and Cycles 0 0 0 63 1 1 13 235
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 2 4 458 2 11 39 1,162
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 0 1 11 496
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 1 2 4 137 1 5 16 430
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 3 30 0 7 24 49
Macro Uncertainty in the Long Run 0 1 3 7 0 4 14 26
Macroeconomic Forecasting in a Multi-country Context 0 0 1 68 0 2 18 77
Macroeconomic Forecasting in a Multi-country Context 0 0 2 8 0 3 12 34
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 0 683 1 5 16 1,852
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 0 2 22 74
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 0 2 31 487
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 0 1 6 151
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 1 13 45
Markov-Switching Mixed-Frequency VAR Models 0 0 2 129 0 2 18 303
Markov-Switching Three-Pass Regression Filter 0 0 1 27 0 2 20 137
Markov-switching MIDAS models 0 1 5 120 0 4 32 498
Markov-switching three-pass regression filter 0 0 0 33 0 2 18 117
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 0 17 1 2 17 35
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 12 1 9 21 52
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 8 21 147
Measuring Uncertainty and Its Impact on the Economy 0 0 1 202 1 4 12 370
Measuring Uncertainty and Its Impact on the Economy 0 0 1 77 1 2 34 183
Mixed frequency models with MA components 0 0 0 79 0 3 8 127
Mixed frequency models with MA components 0 0 1 35 2 7 23 131
Mixed frequency structural VARs 0 1 3 199 1 4 16 354
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 1 2 15 213
Model Selection for Non-Linear Dynamic Models 0 0 0 236 2 3 9 675
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 0 305 0 3 19 661
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 1 1 21 409
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 0 7 16 1,493
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 0 1 10 221
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 1 5 13 415
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 3 11 153
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 1 1 45 0 3 22 64
Nonparametric Mixed Frequency Monitoring Macro-at-Risk 0 0 0 0 0 0 0 0
Nonparametric Time Varying IV-SVARs: Estimation and Inference 0 2 7 25 0 3 28 46
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 0 39 1 1 11 110
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 0 1 97 0 5 22 251
Nowcasting distributions: a functional MIDAS model 0 0 6 50 2 4 23 86
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 1 2 39 2 14 38 83
On the importance of sectoral and regional shocks for price setting 0 0 0 18 0 4 21 92
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 0 2 8 138
On the importance of sectoral and regional shocks for price-setting 0 0 0 71 0 1 15 242
On the importance of sectoral shocks for price-setting 0 0 0 7 1 2 13 68
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 2 4 23 50 8 29 98 133
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 0 0 1 14 1 6 24 55
Path Forecast Evaluation 0 0 0 33 0 1 12 100
Path Forecast Evaluation 0 0 0 75 0 4 14 196
Path Forecast Evaluation 0 0 1 15 0 5 22 105
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 1 41 0 0 10 77
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 0 84 0 1 21 206
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 2 4 9 327
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 0 83 0 2 8 293
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 0 2 88 0 3 12 272
Pooling-based Data Interpolation and Backdating 0 0 0 80 3 5 15 316
Pooling-based data interpolation and backdating 0 0 0 64 1 3 10 335
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 2 794 0 3 18 2,369
Public Capital and Economic Performance: Evidence from Italy 0 0 1 460 0 3 20 1,247
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 0 153 1 6 22 484
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 1 6 18 263
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 2 233 2 7 28 490
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 3 8 17 181
Regime Switches in the Risk-Return Trade-off 0 0 0 46 0 3 8 62
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 0 6 0 4 15 73
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 0 0 3 128 1 3 18 350
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 202 5 8 21 735
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 13 2 2 12 96
Risky Oil: It's All in the Tails 0 1 3 5 0 4 31 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 4 13 24
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 0 2 8 547
Sectoral Survey-based Confidence Indicators for Europe 0 0 0 52 0 1 9 260
Selecting predictors by using Bayesian model averaging in bridge models 0 0 0 71 0 4 11 199
Severe Weather and Financial (In)stability 0 0 0 0 0 0 0 0
Severe weather and financial (in)stability 1 20 20 20 1 4 4 4
Shadow-rate VARs 0 0 1 36 3 5 22 95
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 1 1 173 0 6 19 439
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 3 410 1 6 23 899
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 0 1 11 1,005
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 2 9 24 1,082
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 2 7 14 492
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 115 0 2 8 443
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 1 358 0 4 21 982
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 5 17 0 3 27 55
Specification Choices in Quantile Regression for Empirical Macroeconomics 0 0 2 82 2 4 12 91
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 1 3 13 787
Structural Analysis with Multivariate Autoregressive Index Models 0 0 0 87 1 1 11 132
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 6 12 199
Survey Data as Coicident or Leading Indicators 0 0 0 72 1 5 17 219
Survey Data as Coincident or Leading Indicators 0 0 0 38 0 1 10 176
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 1 397 1 3 18 1,050
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 6 22 112
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 2 13 32
Tax shocks with high and low uncertainty 0 0 1 123 0 1 10 143
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 1 1 5 325
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 0 4 15 1,602
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 1 4 10 625
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 0 3 12 268
The Distributional Effects of Economic Uncertainty 0 1 6 12 2 6 40 54
The Distributional Effects of Economic Uncertainty 0 0 0 0 0 0 0 0
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 8 28 185
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 1 66 0 2 11 177
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 0 1 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 3 16 515
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 0 2 12 101
The banking and distribution sectors in a small open economy DSGE Model 0 1 2 180 9 13 28 380
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 2 282 2 6 23 699
The demand and supply of information about inflation 0 1 4 24 1 6 26 56
The demand and supply of information about inflation 0 0 2 32 1 8 18 87
The economic drivers of volatility and uncertainty 0 0 1 69 1 6 23 139
The financial accelerator mechanism: does frequency matter? 0 0 0 25 0 3 11 74
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 1 8 21
The global component of inflation volatility 0 0 2 150 1 7 85 460
The transmission mechanism in a changing world 0 0 0 214 0 3 7 534
Time Variation in Macro-Financial Linkages 0 0 1 60 2 2 13 198
Time Varying Three Pass Regression Filter 0 0 4 16 0 2 18 41
Time variation in macro-financial linkages 0 0 3 175 0 2 21 452
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 0 2 16 34
Time-Varying Instrumental Variable Estimation 0 0 0 40 0 0 9 107
Time-Varying Instrumental Variable Estimation 0 0 0 50 0 5 22 93
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 2 101 0 8 44 371
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 0 9 594 3 6 57 2,079
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 3 56 1 7 22 131
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 1 1 2 25 2 6 23 78
Using low frequency information for predicting high frequency variables 0 0 1 142 1 6 13 243
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 0 702 0 2 13 2,906
interpolation with a large information set 0 0 0 55 1 4 7 260
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 0 53 0 2 15 173
Total Working Papers 14 68 319 36,749 193 1,090 5,019 111,643
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 4 106 0 5 23 298
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 0 1 13 928
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 1 2 9 57
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 4 4 8 429 7 16 103 1,323
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 0 1 58 0 1 11 170
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 0 3 15 196 0 6 38 418
A daily indicator of economic growth for the euro area 0 0 1 47 0 2 16 131
A linear benchmark for forecasting GDP growth and inflation? 2 3 3 198 3 6 21 550
A macroeconometric model for the Euro economy 0 0 0 139 1 3 23 384
A parametric estimation method for dynamic factor models of large dimensions 1 1 1 65 2 4 14 166
A similarity‐based approach for macroeconomic forecasting 0 0 1 29 0 3 12 117
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 2 14 18 1 12 60 114
An empirical investigation of the effects of monetary policy shocks on the Italian economy 0 0 1 1 0 1 6 6
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 2 30 0 2 16 97
Bayesian VARs: Specification Choices and Forecast Accuracy 1 1 3 127 1 5 22 355
Bayesian neural networks for macroeconomic analysis 1 1 4 4 6 13 91 94
Blended identification in structural VARs 0 1 4 12 1 20 43 74
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 0 1 12 229
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 0 1 16 1 1 16 46
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 0 1 12 19 1 7 45 74
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 0 0 3 79 0 2 14 177
Common Drifting Volatility in Large Bayesian VARs 1 1 3 59 1 6 40 199
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 1 34 0 8 33 130
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 1 1 196 0 3 18 582
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 4 17 242
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 0 1 13 136
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 2 4 11 110
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 0 0 10 77
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 4 10 141
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 1 2 11 219 4 8 46 559
Factor analysis in a model with rational expectations 0 0 0 79 0 2 7 434
Factor based index tracking 0 0 2 161 0 1 11 413
Factor-GMM estimation with large sets of possibly weak instruments 0 0 0 104 1 5 32 267
Factor‐Based Identification‐Robust Interference in IV Regressions 1 1 2 13 2 5 17 56
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 0 3 13 694
Forecast Bias and MSFE Encompassing 0 0 0 0 1 5 14 23
Forecast Pooling for European Macroeconomic Variables 0 0 1 33 0 0 8 179
Forecasting EMU macroeconomic variables 0 0 1 142 0 3 16 571
Forecasting economic activity by Bayesian bridge model averaging 0 0 1 41 2 4 18 126
Forecasting economic activity with targeted predictors 0 0 4 76 0 4 20 179
Forecasting euro area variables with German pre-EMU data 0 0 0 44 0 4 14 164
Forecasting exchange rates with a large Bayesian VAR 0 0 2 289 0 3 19 804
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 141 0 2 25 375
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 0 3 50 0 1 15 120
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 0 5 28 0 5 12 84
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 0 3 12 156
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 3 8 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 4 93 0 5 25 260
Forecasting with shadow rate VARs 0 0 0 0 0 2 33 33
Foreword 0 0 0 6 0 2 9 51
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 1 2 9 31 39
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 0 4 14 75
Have Standard VARS Remained Stable Since the Crisis? 0 0 1 16 0 2 18 122
Interpolation and backdating with a large information set 0 0 0 77 0 5 19 241
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 0 2 20 24
LSM: A DSGE model for Luxembourg 0 0 1 50 0 3 19 213
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 0 2 10 174 3 10 60 525
Large time‐varying parameter VARs: A nonparametric approach 0 0 0 17 0 2 18 102
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 0 251 1 6 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 2 6 196 5 12 49 754
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 1 71 2 9 22 351
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 0 1 27 0 1 12 84
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 0 6 81
Machine learning the macroeconomic effects of financial shocks 1 2 7 11 2 10 26 30
Macro uncertainty in the long run 0 0 1 3 0 2 13 17
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 40 0 2 11 164
Macroeconomic forecasting in a multi‐country context 0 1 6 21 0 2 22 56
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 336 0 6 20 855
Markov-Switching MIDAS Models 0 0 6 215 0 2 26 744
Markov-Switching Three-Pass Regression Filter 0 0 3 39 1 2 12 121
Markov-switching mixed-frequency VAR models 0 1 5 91 2 12 51 367
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors 0 0 0 0 1 6 9 9
Measuring Uncertainty and Its Impact on the Economy 1 4 25 221 3 14 79 685
Mixed frequency structural vector auto-regressive models 0 0 0 47 1 5 9 118
Mixed‐frequency models with moving‐average components 0 0 2 15 0 3 15 72
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 0 2 17 147
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 0 3 12 292
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 0 3 23 226
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 0 0 2 72 0 0 16 244
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 0 1 27 4 6 21 97
Nonparametric mixed frequency monitoring macro-at-risk 0 0 1 1 0 1 13 13
Nowcasting tail risk to economic activity at a weekly frequency 1 1 5 35 2 4 23 99
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 1 5 20 49
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 0 0 12 130
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 1 2 8 190
Path forecast evaluation 0 0 0 65 0 1 13 277
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 0 3 11 72
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 0 2 14 101
Predicting Tail-Risks for the Italian Economy 0 0 2 2 0 5 24 24
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 1 457 0 2 14 1,357
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 1 3 17 322
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 0 2 11 80
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 1 1 50 2 4 15 228
Regime switches in the risk–return trade-off 0 1 1 34 0 7 15 132
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 0 2 12 21
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 0 1 17 99
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 1 1 48 0 1 27 179
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 165 0 1 12 860
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 2 4 32 574
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 0 8 21 816
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 6 7 0 4 24 33
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 0 1 15 99
Structural analysis with Multivariate Autoregressive Index models 0 0 2 46 0 4 17 218
Survey data as coincident or leading indicators 0 0 0 58 1 2 15 191
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 1 9 0 8 19 45
Tax shocks with high and low uncertainty 0 0 4 23 0 2 27 104
Testing for PPP: Should we use panel methods? 1 1 1 365 2 4 19 1,077
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 0 72 0 9 34 247
The effects of the monetary policy stance on the transmission mechanism 0 0 1 124 0 1 14 274
The global component of inflation volatility 0 0 3 13 0 2 11 44
The multiscale causal dynamics of foreign exchange markets 0 0 2 53 1 6 22 203
The reliability of real-time estimates of the euro area output gap 0 1 2 91 0 4 19 365
The transmission mechanism in a changing world 0 0 0 175 0 1 9 543
Time Variation in Macro‐Financial Linkages 0 0 1 29 0 4 27 142
Time-varying instrumental variable estimation 1 2 6 24 1 2 20 77
Time‐scale transformations of discrete time processes 0 0 0 32 1 3 9 267
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 2 6 9 166 4 16 40 446
Using low frequency information for predicting high frequency variables 0 0 5 110 0 10 43 444
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 31 0 5 27 101
Total Journal Articles 20 52 261 9,182 87 511 2,621 32,489
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 12 19 89
Bayesian nonparametric methods for macroeconomic forecasting 0 0 1 2 1 2 14 21
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 1 4 10 16
Leading Indicators 1 3 8 326 3 15 38 794
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 6 9 0 2 15 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 1 4 7
Total Chapters 1 4 15 354 5 36 102 966
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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10