Access Statistics for Massimiliano Marcellino

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 0 582 1 7 10 1,702
A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series 0 0 1 252 0 1 4 730
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 0 0 1 5 3 4 8 33
A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK 0 0 0 3 2 2 4 29
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables 0 2 7 155 2 10 20 290
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market 0 0 0 571 3 8 9 1,547
A Measure for Credibility: Tracking US Monetary Developments 0 0 1 57 0 1 4 173
A Measure for Credibility: Tracking US Monetary Developments 0 1 3 44 3 6 8 178
A Monthly Indicator of the Euro Area GDP 0 0 0 91 4 6 12 322
A Monthly Indicator of the Euro Area GDP 0 0 0 218 1 3 4 469
A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions 0 0 0 188 1 2 5 620
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 1 8 1 3 5 43
A Shrinkage Instrumental Variable Estimator for Large Datasets 0 0 0 3 0 5 5 22
A Similarity-based Approach for Macroeconomic Forecasting 0 0 1 62 0 4 8 107
A Simple Benchmark for Forecasts of Growth and Inflation 0 0 0 190 2 5 6 603
A survey of econometric methods for mixed-frequency data 0 2 6 282 4 10 22 612
A survey of econometric methods for mixed-frequency data 0 1 5 162 3 9 18 359
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 2 117 4 9 21 248
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 0 0 0 37 4 7 11 97
Addressing COVID-19 outliers in BVARs with stochastic volatility 0 1 4 45 7 12 27 117
An Overview of the Factor-augmented Error-Correction Model 0 0 4 206 4 7 20 238
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 4 155 3 10 18 252
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis 0 0 1 119 6 8 10 280
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? 0 0 0 575 2 5 9 2,416
Are There Any Reliable Leading Indicators for US Inflation and GDP Growth? 0 0 0 304 0 1 4 1,000
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 67 5 8 12 131
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 1 51 1 3 7 78
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects 0 0 0 15 2 5 7 46
Asymmetries in Financial Spillovers 2 3 12 22 9 14 34 46
Bayesian Neural Networks for Macroeconomic Analysis 0 0 1 2 3 10 16 22
Bayesian Neural Networks for Macroeconomic Analysis 0 0 2 133 0 7 15 59
Bayesian VARs: Specification Choices and Forecast Accuracy 0 0 3 186 2 4 11 440
Bayesian VARs: specification choices and forecast accuracy 0 2 4 433 4 11 27 689
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 1 14 2 6 12 20
Bayesian nonparametric methods for macroeconomic forecasting 0 1 9 30 1 6 22 68
Bayesian nonparametric methods for macroeconomic forecasting 0 0 0 0 3 3 5 5
Big Data Econometrics: Now Casting and Early Estimates 0 1 7 210 2 4 19 288
Blended Identification in Structural VARs 0 0 2 66 2 4 9 56
Blended Identification in Structural VARs 0 0 2 8 1 5 10 28
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks 0 0 1 87 2 6 9 63
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 25 2 4 5 108
Can Machine Learning Catch the COVID-19 Recession? 0 0 2 2 2 3 5 18
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 8 0 2 5 33
Can Machine Learning Catch the COVID-19 Recession? 0 0 0 44 3 4 11 79
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 1 213 3 6 15 334
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions 0 0 7 17 0 0 16 54
Characterising the Business Cycle for Accession Countries 0 0 0 196 2 3 3 535
Characterising the Business Cycle for Accession Countries 0 0 0 312 0 4 5 705
Characterizing the Business Cycle for Accession Countries 0 0 0 175 1 3 4 547
Classical time-varying FAVAR models - Estimation, forecasting and structural analysis 1 1 1 115 1 2 3 355
Classical time-varying FAVAR models - estimation, forecasting and structural analysis 0 1 5 665 5 8 24 1,573
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification 0 0 1 35 1 1 4 29
Coarsened Bayesian VARs. Correcting BVARs for Incorrect Specification 0 0 0 0 0 1 1 1
Common Drifting Volatility in Large Bayesian VARs 0 0 0 116 4 7 12 274
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 98 2 5 11 284
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments 0 0 0 6 2 4 5 30
Dating the Euro Area Business Cycle 0 0 0 427 3 8 9 1,352
Dating the Euro Area Business Cycle 0 0 0 347 4 7 9 1,142
Dating the Euro Area Business Cycle 0 0 0 313 1 3 5 1,076
Econometric analyses with backdated data: unified Germany and the euro area 0 0 0 63 1 2 3 274
Empirical Simultaneous Confidence Regions for Path-Forecasts 0 0 0 8 0 2 3 63
Empirical simultaneous confidence regions for path-forecasts 0 0 0 46 4 7 8 157
Empirical simultaneous prediction regions for path-forecasts 0 0 0 58 0 2 3 144
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 35 18 18 19 212
Endogenous Monetary Policy Regimes and the Great Moderation 0 0 0 90 0 3 3 195
Endogenous Uncertainty 0 0 1 167 4 6 8 408
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro 0 0 0 62 1 2 3 124
EuroMInd-C: a Disaggregate Monthly Indicator of Economic Activity for the Euro Area and member countries 0 0 0 68 5 10 12 159
Ex Post and Ex Ante Analysis of Provisional Data 0 0 0 240 2 3 4 2,049
Explaining the Time-varying Effects Of Oil Market Shocks On U.S. Stock Returns 0 0 0 77 0 3 5 190
Factor Analysis in a Model with Rational Expectations 0 0 1 119 2 6 7 356
Factor Analysis in a New-Keynesian Model 0 0 0 116 1 3 4 480
Factor Based Index Tracking 0 0 0 538 0 4 6 1,322
Factor Based Index Trading 0 0 0 453 2 5 7 1,350
Factor Forecasts for the UK 0 0 0 161 2 4 5 502
Factor Forecasts for the UK 0 0 0 191 0 2 2 532
Factor analysis in a New-Keynesian model 0 0 0 198 3 4 7 563
Factor based identification-robust inference in IV regressions 0 1 1 48 1 2 4 95
Factor forecasts for the UK 0 0 0 176 2 5 11 595
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 1 4 1 3 7 28
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments 0 0 0 23 0 2 5 111
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP 0 0 0 144 4 14 17 434
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1 0 0 0 93 2 7 12 408
Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP 0 1 2 220 1 4 6 719
Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP 1 1 3 202 4 7 9 711
Factor-augmented Error Correction Models 0 0 0 175 2 4 4 357
Factor-augmented Error Correction Models 0 0 1 200 1 3 4 523
Factor-augmented Error Correction Models 0 0 1 362 1 4 13 931
Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model 2 4 26 34 6 13 41 68
Fiscal Forecasting: the Track Record of the IMF, OECD and EC 0 0 0 1 4 6 7 442
Fiscal Forecasting: the Track Record of the IMF, OECD, and EC 0 0 1 172 4 8 11 598
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 1 2 2 6 351
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 289 4 6 7 810
Fiscal Solvency and Fiscal Forecasting in Europe 0 0 0 200 3 4 7 653
Forecast Pooling for Short Time Series of Macroeconomic Variables 0 0 0 274 1 1 4 880
Forecast pooling for short time series of macroeconomic variables 0 0 1 421 2 2 9 1,575
Forecasting EMU Macroeconomic Variables 0 0 0 302 4 5 6 1,853
Forecasting EMU macroeconomic variables 0 0 1 325 0 1 2 1,811
Forecasting Euro-Area Variables with German Pre-EMU Data 0 0 0 54 0 0 1 301
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 11 1 2 7 43
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 75 1 5 6 272
Forecasting Exchange Rates with a Large Bayesian VAR 0 0 1 174 2 3 9 423
Forecasting Government Bond Yields with Large Bayesian VARs 0 0 2 38 0 2 5 143
Forecasting Government Bond Yields with Large Bayesian VARs 1 1 2 11 3 4 9 50
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 1 63 2 4 9 218
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models 0 0 0 144 1 8 10 318
Forecasting Large Datasets with Reduced Rank Multivariate Models 0 0 0 0 1 3 5 15
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 1 127 2 7 13 696
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 141 0 1 3 555
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 219 0 5 5 641
Forecasting Macroeconomic Variables for the Acceding Countries 0 0 0 120 2 4 5 582
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 0 2 5 114
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 1 3 10 65
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 31 3 5 10 96
Forecasting economic activity with higher frequency targeted predictors 0 0 2 153 3 3 9 259
Forecasting euro-area variables with German pre-EMU data 0 0 0 55 1 1 2 197
Forecasting macroeconomic variables for the new member states of the European Union 0 0 0 192 2 3 5 709
Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis 0 0 0 0 1 2 4 7
Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis 0 0 0 127 1 3 3 277
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 24 2 3 6 66
Forecasting the Covid-19 recession and recovery: lessons from the financial crisis 0 0 0 30 2 5 8 62
Forecasting with Dynamic Models using Shrinkage-based Estimation 0 0 1 3 2 7 8 24
Forecasting with Factor-Augmented Error Correction Models 0 0 0 204 1 6 9 372
Forecasting with Factor-augmented Error Correction Models 0 1 2 62 2 3 6 234
Forecasting with Factor-augmented Error Correction Models 0 1 1 102 1 3 3 236
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter 0 2 4 171 0 3 9 311
Forecasting with Shadow-Rate VARs 0 0 0 48 4 8 11 98
Further Results on MSFE Encompassing 0 0 0 62 0 2 5 479
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 3 3 3 5 10
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 0 1 153 0 4 8 103
Have Standard VARs Remained Stable Since the Crisis? 0 0 0 43 3 5 7 84
Have Standard VARs Remained Stable since the Crisis? 0 0 0 91 3 7 10 220
Have standard VARs remained stable since the crisis? 0 0 0 114 6 17 21 270
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation 0 0 0 144 1 2 3 531
Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation 0 0 0 348 2 7 8 1,058
Inflation, Attention and Expectations 1 3 14 14 7 11 32 32
Inflation, Attention and Expectations 0 1 10 16 7 11 40 43
Instability and Non-Linearity in the EMU 0 0 0 100 1 5 7 337
Instability and non-linearity in the EMU 0 0 0 122 1 1 3 539
Interpolation and Backdating with A Large Information Set 0 0 1 97 0 1 3 347
Interpolation and backdating with a large information set 1 1 1 130 5 9 11 435
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 1 2 0 4 5 12
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 2 4 6 55
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model 0 0 1 1 1 5 9 9
LSM: A DSGE Model for Luxembourg 0 0 0 0 1 2 2 19
LSM: A DSGE Model for Luxembourg 0 0 0 0 0 0 0 13
LSM: A DSGE Model for Luxembourg 0 0 0 0 1 1 1 76
Large Datasets, Small Models and Monetary Policy in Europe 0 1 1 153 0 4 6 996
Large Datasets, Small Models and Monetary Policy in Europe 0 0 0 112 4 4 4 639
Large Time-Varying Parameter VARs: A Non-Parametric Approach 0 0 2 87 2 8 13 135
Large Vector Autoregressions with Asymmetric Priors 0 0 0 6 0 1 2 39
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors 0 0 0 206 1 6 9 382
Large time-varying parameter VARs: a non-parametric approach 0 0 2 123 0 2 7 187
Leading Indicators for Euro Area Inflation and GDP Growth 0 0 0 343 2 5 9 1,063
Leading Indicators for Euro-area Inflation and GDP Growth 0 0 2 670 3 6 11 1,855
Leading Indicators: What Have We Learned? 0 1 1 235 2 3 4 478
Leading Indicators: What Have We Learned? 0 0 0 385 2 3 6 632
Linear Aggregation with Common Trends and Cycles 0 0 0 63 3 4 7 226
MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area 0 0 7 456 4 9 23 1,138
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 1 2 135 2 6 8 422
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area 0 0 0 120 2 3 7 488
Machine Learning the Macroeconomic Effects of Financial Shocks 1 1 28 29 5 7 28 35
Macro Uncertainty in the Long Run 0 0 1 5 4 5 8 18
Macroeconomic Forecasting in a Multi-country Context 0 1 1 68 7 13 15 72
Macroeconomic Forecasting in a Multi-country Context 0 1 1 7 0 3 8 26
Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information 0 0 5 683 1 6 12 1,842
Macroeconomic activity and risk indicators: an unstable relationship 0 0 0 55 5 9 10 62
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 178 1 8 11 466
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 0 58 1 1 1 146
Macroeconomic forecasting during the Great Recession: the return of non-linearity? 0 0 0 0 0 4 6 36
Markov-Switching Mixed-Frequency VAR Models 0 0 2 127 1 4 9 290
Markov-Switching Three-Pass Regression Filter 0 1 1 27 3 4 7 123
Markov-switching MIDAS models 0 2 3 118 2 8 13 476
Markov-switching three-pass regression filter 0 0 0 33 6 10 15 112
Mean Group Instrumental Variable Estimation of Time-Varying Large Heterogeneous Panels with Endogenous Regressors 0 0 0 17 7 9 12 28
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 1 1 12 2 3 3 34
Measuring Uncertainty and Its Effects in the COVID-19 Era 0 0 1 58 1 2 10 133
Measuring Uncertainty and Its Impact on the Economy 0 0 2 202 0 4 9 364
Measuring Uncertainty and Its Impact on the Economy 0 0 3 77 0 9 22 163
Mixed frequency models with MA components 0 0 1 34 3 4 11 112
Mixed frequency models with MA components 0 0 0 79 0 2 5 122
Mixed frequency structural VARs 1 1 1 197 1 2 5 341
Mixed frequency structural models: estimation, and policy analysis 0 0 0 124 1 3 7 203
Model Selection for Non-Linear Dynamic Models 0 0 1 236 1 2 3 668
Modelling and Forecasting Fiscal Variables for the Euro Area 0 0 2 305 9 12 15 654
Modelling and Forecasting Fiscal Variables for the euro Area 0 0 0 134 2 6 15 398
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK 0 0 0 333 2 3 6 1,482
Monetary, Fiscal and Oil Shocks: Evidence based on Mixed Frequency Structural FAVARs 0 0 0 122 0 2 6 215
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes 0 0 0 101 2 3 4 406
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 72 0 2 5 145
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates 0 0 0 44 1 5 8 48
Nonparametric Time Varying IV-SVARs: Estimation and Inference 0 0 21 21 3 7 32 32
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency 0 0 2 39 4 5 13 105
Nowcasting Tail Risks to Economic Activity with Many Indicators 0 1 1 97 0 4 10 237
Nowcasting distributions: a functional MIDAS model 0 1 11 49 2 6 29 75
Nowcasting with Mixed Frequency Data Using Gaussian Processes 0 0 3 38 5 11 29 62
On the importance of sectoral and regional shocks for price setting 0 0 0 18 5 10 10 81
On the importance of sectoral and regional shocks for price-setting 0 0 0 36 1 1 3 131
On the importance of sectoral and regional shocks for price-setting 0 0 0 71 1 2 5 232
On the importance of sectoral shocks for price-setting 0 0 0 7 4 5 6 60
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 1 4 40 40 8 23 77 77
Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables 0 0 13 13 2 5 41 41
Path Forecast Evaluation 0 0 1 75 0 0 1 182
Path Forecast Evaluation 1 1 2 15 4 4 9 89
Path Forecast Evaluation 0 0 0 33 2 5 8 94
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 1 84 2 6 13 193
Point, interval and density forecasts of exchange rates with time-varying parameter models 0 0 2 40 1 3 5 70
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP 0 0 0 122 1 2 4 320
Pooling versus model selection for nowcasting with many predictors: An application to German GDP 0 0 1 83 0 2 5 289
Pooling versus model selection for nowcasting with many predictors: an application to German GDP 0 1 2 88 1 3 5 264
Pooling-based Data Interpolation and Backdating 0 0 0 80 2 6 8 308
Pooling-based data interpolation and backdating 0 0 0 64 1 1 2 327
Principal components at work: The empirical analysis of monetary policy with large datasets 0 0 1 792 5 5 8 2,356
Public Capital and Economic Performance: Evidence from Italy 0 0 2 460 3 10 14 1,239
Real time estimates of the euro area output gap: reliability and forecasting performance 0 0 2 153 4 7 12 471
Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility 0 0 0 74 2 6 8 252
Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 4 232 2 11 17 475
Regime Switches in the Risk-Return Trade-Off 0 0 0 39 2 2 5 168
Regime Switches in the Risk-Return Trade-off 0 0 0 46 2 4 7 58
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US 0 0 1 6 1 2 7 63
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US 1 2 3 128 6 8 11 342
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 1 13 1 7 9 91
Regional inflation dynamics within and across euro area countries and a comparison with the US 0 0 0 202 1 4 7 719
Risky Oil: It's All in the Tails 0 0 2 13 1 5 9 35
Risky Oil: It's All in the Tails 1 1 3 4 2 5 19 22
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 102 1 2 3 542
STOCHASTIC PROCESSES SUBJECT TO TIME SCALE TRANSFORMATIONS: AN APPLICATION TO HIGH-FREQUENCY FX DATA 0 0 0 1 1 2 4 14
Sectoral Survey-based Confidence Indicators for Europe 0 0 1 52 2 3 6 254
Selecting predictors by using Bayesian model averaging in bridge models 0 0 1 71 2 2 5 191
Shadow-rate VARs 0 0 6 36 2 6 23 80
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 2 3 409 2 11 16 887
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility 0 0 0 172 0 7 9 427
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 0 251 2 6 7 1,001
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data 0 0 0 438 3 7 13 1,069
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data 0 0 0 0 1 2 6 480
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area 0 0 0 115 1 2 4 438
Some stylized facts on non-systematic fiscal policy in the Euro area 0 0 2 358 2 6 10 970
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 1 5 81 2 4 14 84
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 2 13 17 1 8 33 42
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data 0 0 0 164 1 2 5 776
Structural Analysis with Multivariate Autoregressive Index Models 0 0 1 87 2 2 5 124
Structural FECM: Cointegration in large-scale structural FAVAR models 0 0 0 90 1 2 3 189
Survey Data as Coicident or Leading Indicators 0 0 1 72 0 3 4 205
Survey Data as Coincident or Leading Indicators 0 0 1 38 0 2 3 168
TFP, Costs, and Public Infrastructure: An Equivocal Relationship 0 0 2 397 0 7 9 1,040
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 0 2 8 22
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 5 9 96
Tax shocks with high and low uncertainty 0 0 1 123 1 1 4 136
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures 0 0 0 0 1 2 6 322
Testing for PPP: Should We Use Panel Methods? 0 0 0 309 2 4 4 619
Testing for PPP: Should We Use Panel Methods? 0 0 0 471 2 7 10 1,596
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR 0 0 0 76 1 3 5 259
The Distributional Effects of Economic Uncertainty 0 2 9 11 5 9 21 28
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap 0 0 0 17 2 4 5 89
The Global Component of Inflation Volatility 0 1 1 42 1 2 12 163
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 1 2 66 0 2 7 170
The Reliability of Real Time Estimates of the Euro Area Output Gap 0 0 0 32 3 5 5 172
The Role of Search Frictions and Bargaining for Inflation Dynamics 0 0 0 41 1 3 3 178
The Transmission Mechanism in a Changing World 0 0 0 134 0 5 5 504
The banking and distribution sectors in a small open economy DSGE Model 0 0 0 29 1 5 6 94
The banking and distribution sectors in a small open economy DSGE Model 0 0 1 179 3 7 16 364
The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR 0 0 1 281 2 6 11 685
The demand and supply of information about inflation 0 1 2 21 2 6 10 38
The demand and supply of information about inflation 0 1 2 31 1 2 8 71
The economic drivers of volatility and uncertainty 0 0 0 68 1 5 6 122
The financial accelerator mechanism: does frequency matter? 0 0 0 12 0 2 6 17
The financial accelerator mechanism: does frequency matter? 0 0 0 25 2 3 5 67
The global component of inflation volatility 0 0 3 150 2 9 14 386
The transmission mechanism in a changing world 0 0 0 214 0 0 1 527
Time Variation in Macro-Financial Linkages 0 0 1 60 2 2 6 189
Time Varying Three Pass Regression Filter 1 3 13 15 2 7 29 32
Time variation in macro-financial linkages 0 1 2 174 0 4 10 438
Time-Scale Transformations of Discrete-Time Processes 0 0 0 2 2 2 3 20
Time-Varying Instrumental Variable Estimation 0 0 0 50 0 6 11 79
Time-Varying Instrumental Variable Estimation 0 0 0 40 2 5 7 104
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 2 5 12 590 8 20 52 2,053
U-MIDAS: MIDAS regressions with unrestricted lag polynomials 0 1 3 101 3 7 14 337
Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model 1 1 2 55 3 7 12 118
Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty 0 0 1 23 1 2 4 58
Using low frequency information for predicting high frequency variables 1 1 1 142 2 4 8 235
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 0 0 0 702 0 0 3 2,895
interpolation with a large information set 0 0 0 55 0 0 2 254
the Reliability of Real Time Estimates of the EURO Area Output Gap 0 0 0 53 0 3 5 162
Total Working Papers 22 79 484 36,608 576 1,374 2,711 108,430
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 0 2 103 2 4 13 282
A Markov-switching vector equilibrium correction model of the UK labour market 0 0 0 309 2 6 6 921
A SHRINKAGE INSTRUMENTAL VARIABLE ESTIMATOR FOR LARGE DATASETS 0 0 0 1 1 2 3 50
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 0 2 9 425 11 43 95 1,285
A comparison of methods for the construction of composite coincident and leading indexes for the UK 0 1 1 58 0 3 5 163
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates 2 5 14 190 7 12 32 400
A daily indicator of economic growth for the euro area 0 1 3 47 3 5 13 121
A linear benchmark for forecasting GDP growth and inflation? 0 0 1 195 1 9 13 538
A macroeconometric model for the Euro economy 0 0 0 139 3 4 5 365
A parametric estimation method for dynamic factor models of large dimensions 0 0 0 64 1 4 5 156
A similarity‐based approach for macroeconomic forecasting 0 0 0 28 2 3 9 109
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 1 5 11 13 3 19 55 87
An empirical investigation of the effects of monetary policy shocks on the Italian economy 0 0 0 0 0 0 0 0
Are there any reliable leading indicators for US inflation and GDP growth? 1 1 1 205 2 5 8 557
Assessing international commonality in macroeconomic uncertainty and its effects 0 0 4 30 1 3 9 88
Bayesian VARs: Specification Choices and Forecast Accuracy 0 2 8 126 1 10 21 344
Bayesian neural networks for macroeconomic analysis 0 1 2 2 42 54 64 64
Blended identification in structural VARs 1 1 6 11 3 9 27 46
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area 0 0 0 80 1 5 11 224
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? 0 0 2 16 3 4 10 38
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions 1 1 8 12 2 12 38 50
Classical time varying factor-augmented vector auto-regressive models—estimation, forecasting and structural analysis 1 2 4 78 1 4 7 168
Common Drifting Volatility in Large Bayesian VARs 0 1 1 57 7 14 26 181
Cross-sectional averaging and instrumental variable estimation with many weak instruments 0 0 1 34 0 3 6 103
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area 0 0 1 195 2 5 8 570
EUROMIND: a monthly indicator of the euro area economic conditions 0 0 0 0 0 4 17 235
Econometric analyses with backdated data: Unified Germany and the euro area 0 0 0 19 1 2 4 126
Empirical simultaneous prediction regions for path-forecasts 0 0 0 27 1 1 2 101
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries 0 0 0 11 2 2 2 69
Explaining the time-varying effects of oil market shocks on US stock returns 0 0 0 42 0 0 2 133
Factor MIDAS for Nowcasting and Forecasting with Ragged‐Edge Data: A Model Comparison for German GDP 2 4 14 216 6 13 42 534
Factor analysis in a model with rational expectations 0 0 0 79 0 4 5 431
Factor based index tracking 0 1 4 161 2 5 8 408
Factor-GMM estimation with large sets of possibly weak instruments 0 0 1 104 2 9 13 244
Factor‐Based Identification‐Robust Interference in IV Regressions 0 0 1 11 5 6 9 46
Fiscal forecasting: The track record of the IMF, OECD and EC 0 0 0 12 0 3 5 684
Forecast Bias and MSFE Encompassing 0 0 0 0 1 4 6 14
Forecast Pooling for European Macroeconomic Variables 0 0 1 33 1 2 7 176
Forecasting EMU macroeconomic variables 0 0 1 141 0 5 7 560
Forecasting economic activity by Bayesian bridge model averaging 0 0 1 40 3 3 8 113
Forecasting economic activity with targeted predictors 0 1 4 74 1 3 9 166
Forecasting euro area variables with German pre-EMU data 0 0 0 44 2 4 6 154
Forecasting exchange rates with a large Bayesian VAR 0 0 3 287 0 4 12 792
Forecasting government bond yields with large Bayesian vector autoregressions 0 0 2 140 1 6 13 361
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter 0 0 1 47 3 3 7 108
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods 0 1 2 25 0 2 6 76
Forecasting large datasets with Bayesian reduced rank multivariate models 0 0 0 0 1 2 2 146
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis 0 0 0 10 2 4 5 33
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union 0 0 0 33 0 0 4 111
Forecasting with factor-augmented error correction models 0 2 3 92 1 4 14 243
Forecasting with shadow rate VARs 0 0 0 0 8 16 22 22
Foreword 0 0 0 6 1 5 6 48
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty 0 1 1 1 1 5 17 17
Guest Editors’ Introduction to Special Issue on Encompassing 0 0 0 14 1 2 6 67
Have Standard VARS Remained Stable Since the Crisis? 0 0 0 15 2 6 8 110
Interpolation and backdating with a large information set 0 0 1 77 3 6 8 229
Introduction to advances in business cycle analysis and forecasting 0 0 0 43 0 1 1 118
Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 0 0 0 0 1 4 8 9
LSM: A DSGE model for Luxembourg 0 1 1 50 2 3 9 200
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors 1 3 14 169 5 27 54 499
Large time‐varying parameter VARs: A nonparametric approach 0 0 1 17 2 4 11 90
Leading Indicators for Euro‐area Inflation and GDP Growth* 0 0 1 251 1 4 10 892
Linear aggregation with common trends and cycles 0 0 0 14 2 3 4 85
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 0 3 70 3 7 16 339
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area 0 1 7 193 4 11 32 725
MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS 0 1 1 27 1 2 4 76
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS 0 0 0 19 0 1 2 76
Machine learning the macroeconomic effects of financial shocks 2 2 7 7 3 3 9 9
Macro uncertainty in the long run 0 0 2 3 4 5 8 11
Macroeconomic forecasting during the Great Recession: The return of non-linearity? 0 0 1 40 0 2 7 156
Macroeconomic forecasting in a multi‐country context 1 2 4 18 1 5 10 42
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information 0 0 1 335 4 8 15 845
Markov-Switching MIDAS Models 1 3 7 215 4 9 19 733
Markov-Switching Three-Pass Regression Filter 1 2 3 38 1 3 9 115
Markov-switching mixed-frequency VAR models 0 1 3 88 3 6 14 325
Measuring Uncertainty and Its Impact on the Economy 5 10 25 210 12 28 71 646
Mixed frequency structural vector auto-regressive models 0 0 0 47 1 1 1 110
Mixed‐frequency models with moving‐average components 0 1 1 14 1 2 6 60
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis‐specified Models* 0 0 0 31 1 1 5 133
Modelling and Forecasting Fiscal Variables for the Euro Area* 0 0 0 86 4 6 9 286
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK 0 0 0 60 1 7 10 213
Monetary, fiscal and oil shocks: Evidence based on mixed frequency structural FAVARs 0 0 0 70 0 1 11 234
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY 0 0 3 27 2 4 14 85
Nonparametric mixed frequency monitoring macro-at-risk 0 1 1 1 1 4 4 4
Nowcasting tail risk to economic activity at a weekly frequency 0 0 8 33 0 7 24 88
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates 0 0 0 7 3 5 8 37
On the Importance of Sectoral and Regional Shocks for Price‐Setting 0 0 0 20 2 2 3 121
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES 0 0 0 0 0 0 4 183
Path forecast evaluation 0 0 2 65 2 3 11 269
Point, interval and density forecasts of exchange rates with time varying parameter models 0 0 0 14 0 4 5 65
Pooling‐Based Data Interpolation and Backdating 0 0 0 12 3 5 7 94
Predicting Tail-Risks for the Italian Economy 0 0 1 1 4 9 13 13
Principal components at work: the empirical analysis of monetary policy with large data sets 0 0 0 456 2 3 12 1,348
Public Capital and Economic Performance: Evidence from Italy 0 0 0 0 2 5 15 312
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE 0 0 0 11 1 2 5 71
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility 0 0 1 49 0 2 6 215
Regime switches in the risk–return trade-off 0 0 1 33 0 2 6 120
Regional inflation dynamics within and across euro area countries and a comparison with the United States 0 0 0 3 0 1 4 12
Sectoral Survey‐based Confidence Indicators for Europe 0 0 0 0 1 3 6 86
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility 0 0 2 47 5 11 19 166
Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994 0 0 1 165 2 5 6 853
Some Consequences of Temporal Aggregation in Empirical Analysis 0 0 0 0 11 20 30 565
Some cautions on the use of panel methods for integrated series of macroeconomic data 0 0 0 285 2 6 10 802
Some stylized facts on non-systematic fiscal policy in the Euro area 1 1 1 104 4 4 6 264
Specification Choices in Quantile Regression for Empirical Macroeconomics 1 4 6 6 2 12 22 22
Structural FECM: Cointegration in large‐scale structural FAVAR models 0 0 1 26 3 5 8 91
Structural analysis with Multivariate Autoregressive Index models 0 1 2 45 3 6 13 210
Survey data as coincident or leading indicators 0 0 0 58 0 5 6 181
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 1 5 28
Tax shocks with high and low uncertainty 0 1 3 21 7 10 18 94
Testing for PPP: Should we use panel methods? 0 0 0 364 1 6 9 1,064
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR 0 0 1 72 7 12 17 226
The effects of the monetary policy stance on the transmission mechanism 0 0 7 124 0 4 16 266
The global component of inflation volatility 0 0 2 11 1 4 10 38
The multiscale causal dynamics of foreign exchange markets 0 0 2 53 0 1 6 186
The reliability of real-time estimates of the euro area output gap 0 0 1 90 2 5 12 355
The transmission mechanism in a changing world 0 0 1 175 1 2 5 536
Time Variation in Macro‐Financial Linkages 0 0 1 29 3 4 9 124
Time-varying instrumental variable estimation 0 1 3 20 2 5 10 65
Time‐scale transformations of discrete time processes 0 0 2 32 2 3 16 261
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials 0 1 5 158 0 6 17 414
Using low frequency information for predicting high frequency variables 2 3 9 110 6 13 25 420
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty 0 0 2 30 1 4 15 84
Total Journal Articles 24 73 271 9,059 301 746 1,583 30,932
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 3 4 8 74
Bayesian nonparametric methods for macroeconomic forecasting 0 0 2 2 4 8 12 16
Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change 0 0 0 0 0 2 7 9
Leading Indicators 0 2 3 321 3 8 13 766
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 1 3 4 7 2 5 9 23
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 0 2 3
Total Chapters 1 5 9 347 12 27 54 896
5 registered items for which data could not be found
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