Massimiliano Marcellino
Massimiliano Marcellino
Verified email at unibocconi.it
TitleCited byYear
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
M Marcellino, JH Stock, MW Watson
Journal of econometrics 135 (1-2), 499-526, 2006
6462006
Macroeconomic forecasting in the euro area: Country specific versus area-wide information
M Marcellino, JH Stock, MW Watson
European Economic Review 47 (1), 1-18, 2003
4962003
Some cautions on the use of panel methods for integrated series of macroeconomic data
A Banerjee, M Marcellino, C Osbat
The Econometrics Journal 7 (2), 322-340, 2004
4242004
Testing for PPP: Should we use panel methods?
A Banerjee, M Marcellino, C Osbat
Empirical Economics 30 (1), 77-91, 2005
3462005
Some consequences of temporal aggregation in empirical analysis
M Marcellino
Journal of Business & Economic Statistics 17 (1), 129-136, 1999
2771999
Factor MIDAS for nowcasting and forecasting with ragged‐edge data: A model comparison for German GDP
M Marcellino, C Schumacher
Oxford Bulletin of Economics and Statistics 72 (4), 518-550, 2010
2442010
Dating business cycles: a methodological contribution with an application to the Euro area
M Artis, M Marcellino, T Proietti
Oxford Bulletin of Economics and Statistics 66 (4), 537-565, 2004
2242004
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
V Kuzin, M Marcellino, C Schumacher
International Journal of Forecasting 27 (2), 529-542, 2011
2232011
Factor forecasts for the UK
MJ Artis, A Banerjee, M Marcellino
Journal of forecasting 24 (4), 279-298, 2005
2142005
Leading indicators for euro‐area inflation and GDP growth
A Banerjee, M Marcellino, I Masten
Oxford Bulletin of Economics and Statistics 67, 785-813, 2005
1892005
Regional inflation dynamics within and across euro area countries and a comparison with the United States
GW Beck, K Hubrich, M Marcellino
Economic Policy 24 (57), 142-184, 2009
1842009
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials
C Foroni, M Marcellino, C Schumacher
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2015
175*2015
Are there any reliable leading indicators for US inflation and GDP growth?
A Banerjee, M Marcellino
International Journal of Forecasting 22 (1), 137-151, 2006
1752006
Principal components at work: the empirical analysis of monetary policy with large data sets
CA Favero, M Marcellino, F Neglia
Journal of Applied Econometrics 20 (5), 603-620, 2005
1612005
Fiscal forecasting: The track record of the IMF, OECD and EC
M Artis, M Marcellino
The Econometrics Journal 4 (1), 20-36, 2001
1612001
Bayesian VARs: specification choices and forecast accuracy
A Carriero, TE Clark, M Marcellino
Journal of Applied Econometrics 30 (1), 46-73, 2015
1592015
A Markov-switching vector equilibrium correction model of the UK labour market
HM Krolzig, M Marcellino, GE Mizon
Advances in Markov-Switching Models, 91-112, 2002
1412002
Leading indicators
M Marcellino
Handbook of Economic Forecasting 1, 879-960, 2006
1372006
Forecasting exchange rates with a large Bayesian VAR
A Carriero, G Kapetanios, M Marcellino
International Journal of Forecasting 25 (2), 400-417, 2009
1352009
Characterizing the business cycle for accession countries
MJ Artis, MG Marcellino, T Proietti
CEPR discussion paper, 2004
1282004
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Articles 1–20