Massimiliano Giuseppe Marcellino

Massimiliano Giuseppe Marcellino's AcademicInfluence.com Rankings

Economics

#3174

World Rank

#3598

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Macroeconomics

#277

World Rank

#293

Historical Rank

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Economics

Massimiliano Giuseppe Marcellino's Degrees

PhD Economics University of California, San Diego
Masters Economics University of Bologna
Bachelors Economics University of Bologna

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Massimiliano Giuseppe Marcellino's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series (2005) (745)
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003) (482)
Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data (2004) (418)
Testing for PPP: Should we use panel methods? (2001) (347)
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility (2013) (289)
Midas Vs. Mixed-Frequency VAR: Nowcasting GDP in the Euro Area (2009) (280)
Some Consequences of Temporal Aggregation in Empirical Analysis (1999) (278)
Factor Midas for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP (2008) (275)
Bayesian VARs: Specification Choices and Forecast Accuracy (2011) (230)
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials (2015) (202)
Forecasting economic activity with targeted predictors (2015) (196)
Measuring Uncertainty and Its Impact on the Economy (2016) (194)
Factor Forecasts for the UK (2005) (193)
Leading Indicators for Euro-Area Inflation and GDP Growth (2003) (181)
Principal components at work: the empirical analysis of monetary policy with large data sets (2005) (173)
Dating the Euro Area Business Cycle (2003) (171)
Forecasting Exchange Rates with a Large Bayesian VAR (2008) (164)
Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth? (2003) (154)
Fiscal forecasting: The track record of the IMF, OECD and EC (2001) (153)
Interpolation and Backdating with a Large Information Set (2003) (151)
A Survey of Econometric Methods for Mixed-Frequency Data (2013) (141)
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the United States (2008) (140)
A Markov–switching vector equilibrium correction model of the UK labour market (2002) (131)
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments (2010) (131)
Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data (2000) (130)
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area (2004) (120)
Characterising the Business Cycle for Accession Countries (2004) (116)
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors (2019) (116)
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models (2009) (114)
POOLING VERSUS MODEL SELECTION FOR NOWCASTING GDP WITH MANY PREDICTORS: EMPIRICAL EVIDENCE FOR SIX INDUSTRIALIZED COUNTRIES (2013) (112)
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area (2002) (110)
Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility (2012) (110)
Common Drifting Volatility in Large Bayesian VARs (2012) (110)
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (2008) (109)
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates (2014) (105)
A parametric estimation method for dynamic factor models of large dimensions (2006) (105)
Regional Inflation Dynamics within and Across Euro Area Countries and a Comparison with the Us (2006) (104)
Short-Term GDP Forecasting with a Mixed Frequency Dynamic Factor Model with Stochastic Volatility (2013) (99)
U-Midas: Midas Regressions with Unrestricted Lag Polynomials (2012) (94)
Public Capital and Economic Performance: Evidence from Italy (2000) (93)
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR (2011) (92)
Forecasting with Factor-Augmented Error Correction Models (2010) (89)
Factor Based Index Tracking (2002) (89)
Forecasting Emu Macroeconomic Variables (2002) (85)
The Reliability of Real Time Estimates of the Euro Area Output Gap (2010) (83)
The multiscale causal dynamics of foreign exchange markets (2013) (81)
Markov-Switching MIDAS Models (2011) (81)
Forecast Pooling for European Macroeconomic Variables (2004) (76)
The Transmission Mechanism in a Changing World (2003) (76)
Forecasting Government Bond Yields with Large Bayesian Vars (2010) (75)
EUROMIND: a monthly indicator of the euro area economic conditions (2011) (73)
Time Variation in Macro-Financial Linkages (2016) (71)
Factor-Augmented Error Correction Models (2008) (71)
TFP, Costs, and Public Infrastructure: An Equivocal Relationship (2000) (70)
A linear benchmark for forecasting GDP growth and inflation (2008) (69)
Factor Analysis in a New-Keynesian Model (2005) (68)
Macroeconomic Forecasting During the Great Recession: The Return of Non-Linearity? (2012) (68)
Econometric Analyses with Backdated Data: Unified Germany and the Euro Area (2007) (67)
Instability and Non-Linearity in the Emu (2002) (66)
Classical time varying factor‐augmented vector auto‐regressive models—estimation, forecasting and structural analysis (2015) (65)
A comparison of Direct and Iterated AR Methods for Forecasting Macroeconomic Series h-Steps Ahead (2006) (58)
Modelling and Forecasting Fiscal Variables for the Euro Area (2005) (55)
Fiscal Solvency and Fiscal Forecasting in Europe (1998) (54)
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions (2003) (54)
Forecasting Macroeconomic Variables for the New Member States of the European Union (2005) (53)
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis (2020) (52)
Survey Data as Coincident or Leading Indicators (2009) (52)
On the Importance of Sectoral and Regional Shocks for Price-Setting (2011) (52)
Regime Switches in the Risk-Return Trade-Off (2013) (51)
Markov-Switching Three-Pass Regression Filter (2017) (50)
ROBUST DECISION THEORY AND THE LUCAS CRITIQUE (2002) (50)
Classical Time-Varying FAVAR Models - Estimation, Forecasting and Structural Analysis (2011) (50)
Using Low Frequency Information for Predicting High Frequency Variables (2015) (49)
Large Datasets, Small Models and Monetary Policy in Europe (2001) (49)
Forecast Pooling for Short Time Series of Macroeconomic Variables (2002) (47)
Leading Indicators: What Have We Learned? (2005) (47)
Modelling Shifts in the Wage-Price and Unemployment-Inflation Relationships in Italy, Poland, and the UK (1999) (45)
Small‐system modelling of real wages, inflation, unemployment and output per capita in Italy 1970–1994 (2001) (44)
Have Standard VARs Remained Stable Since the Crisis? (2014) (44)
Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP (2007) (43)
Large Time-Varying Parameter VARs: A Non-Parametric Approach (2016) (43)
Midas Versus Mixed-Frequency VAR: Nowcasting GDP in the Euro Area (2009) (40)
Anchors for Inflation Expectations (2010) (39)
Large Vector Autoregressions with Stochastic Volatility and Flexible Priors (2016) (39)
Applied Economic Forecasting using Time Series Methods (2018) (39)
Chapter 16 Leading Indicators (2006) (38)
Path Forecast Evaluation (2008) (38)
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility (2021) (38)
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP (2009) (37)
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. (2013) (37)
Nowcasting Tail Risks to Economic Activity with Many Indicators (2020) (37)
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (2016) (35)
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions (2020) (35)
Forecasting Economic Activity with Higher Frequency Targeted Predictors (2012) (35)
Selecting Predictors by Using Bayesian Model Averaging in Bridge Models (2012) (31)
Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (2018) (31)
A Credibility Proxy: Tracking US Monetary Developments (2012) (29)
Mixed Frequency Structural Models: Identification, Estimation, and Policy Analysis (2013) (29)
Explaining the time-varying effects of oil market shocks on US stock returns ☆ (2017) (29)
Markov-Switching Mixed-Frequency VAR Models (2014) (28)
Endogenous Uncertainty (2018) (28)
Factor Analysis in a Model with Rational Expectations (2007) (28)
A Measure for Credibility: Tracking US Monetary Developments (2008) (27)
A comparison of methods for the construction of composite coincident and leading indexes for the UK (2007) (27)
Have Standard VARs Remained Stable Since the Crisis (2014) (27)
A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables (2012) (26)
A macroeconometric model for the Euro economy (2007) (25)
Structural FECM: Cointegration in Large-Scale Structural FAVAR Models (2014) (24)
Forecasting euro area variables with German pre-EMU data (2008) (24)
Business Cycles in the New EU Member Countries and their Conformity with the Euro Area (2005) (24)
Real Time Estimates of the Euro Area Output Gap: Reliability and Forecasting Performance (2010) (23)
A comparison of time series models for forecasting GDP growth and inflation (2007) (23)
A Monthly Indicator of the Euro Area GDP (2008) (23)
Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures (1997) (22)
Point, interval and density forecasts of exchange rates with time varying parameter models (2016) (21)
Corrigendum to: Large Bayesian Vector Autoregressions with Stochastic Volatility and Non-Conjugate Priors (2021) (21)
Uncertainty Through the Lenses of a Mixed-Frequency Bayesian Panel Markov Switching Model (2017) (21)
Forecasting with Large Unbalanced Datasets: The Mixed-Frequency Three-Pass Regression Filter (2016) (21)
The Central and Eastern European Countries and the European Union (2010) (19)
The Solvency of Government Finances in Europe (2000) (18)
The Economic Drivers of Volatility and Uncertainty (2020) (18)
Empirical simultaneous prediction regions for path-forecasts (2012) (18)
Mixed Frequency Structural VARs (2014) (18)
The Global Component of Inflation Volatility (2018) (18)
Structural Analysis with Multivariate Autoregressive Index Models (2015) (17)
Ex Post and Ex Ante Analysis of Provisional Data (1998) (17)
Monetary, Fiscal and Oil Shocks: Evidence Based on Mixed Frequency Structural FAVARs (2015) (16)
EuroMInd-C: A Disaggregate Monthly Indicator of Economic Activity for the Euro Area and Member Countries (2013) (16)
Forecasting Macroeconomic Variables for the Acceding Countries (2004) (16)
Factor Based Identification-Robust Inference in IV Regressions (2015) (15)
The Role of Search Frictions and Bargaining for Inflation Dynamics (2006) (15)
Pooling‐Based Data Interpolation and Backdating (2005) (15)
CAN MACHINE LEARNING CATCH THE COVID-19 RECESSION? (2021) (15)
LSM: A DSGE model for Luxembourg (2011) (14)
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union (2014) (14)
Empirical Simultaneous Confidence Regions for Path-Forecasts (2010) (14)
No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates (2014) (14)
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-Specified Models (2008) (13)
Some Temporal Aggregation Issues in Empirical Analysis (1996) (13)
Large Vector Autoregressions with asymmetric priors and time varying volatilities ∗ (2002) (13)
Time-Scale Transformations of Discrete Time Processes (2003) (13)
Mixed frequency structural vector auto‐regressive models (2016) (13)
Sectoral Survey-Based Confidence Indicators for Europe (2011) (13)
Tail Forecasting with Multivariate Bayesian Additive Regression Trees (2021) (12)
Working Paper 12-27 November 2012 Real-Time Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility (2012) (12)
Big Data and Macroeconomic Nowcasting : From Data Access to Modelling (2016) (11)
Mixed Frequency Models with Ma Components (2018) (11)
Endogenous Monetary Policy Regimes and the Great Moderation (2010) (11)
Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments (2010) (11)
Measuring Uncertainty and Its Effects in the COVID-19 Era (2020) (11)
The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap (2010) (10)
Factor nowcasting of German GDP with ragged-edge data : A model comparison using MIDAS projections (2007) (10)
Forecasting Large Datasets with Reduced Rank Multivariate Models (2007) (10)
An Overview of the Factor-augmented Error-Correction Model (2016) (10)
Forecast Bias and MSFE Encompassing (2000) (10)
Forecasting with Factor-augmented Error Correction (2010) (9)
Large Vector Autoregressions with Asymmetric Priors (2015) (9)
Big Data Econometrics: Now Casting and Early Estimates (2017) (9)
The effects of the monetary policy stance on the transmission mechanism (2014) (8)
Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation (2006) (8)
Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 (2000) (8)
TEMPORAL DISAGGREGATION, MISSING OBSERVATIONS, OUTLIERS, AND FORECASTING (1999) (8)
Tax Shocks with High and Low Uncertainty (2017) (8)
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154] (2021) (8)
The challenge of Big Data (2017) (8)
Guest Editors’ Introduction to Special Issue on Encompassing (2008) (8)
On the importance of sectoral shocks for price-setting (2009) (8)
The Euro area and the acceding countries (2004) (8)
Mixed frequency structural models : estimation, and policy analysis (2013) (7)
Fundamental Agreement: A new foundation for the Harsanyi Doctrine (1996) (7)
Forecasting economic activity by Bayesian bridge model averaging (2017) (6)
EFN report on the Euro area outlook (2003) (6)
A Similarity-Based Approach for Macroeconomic Forecasting (2019) (6)
Variable Selection for Large Unbalanced Datasets Using Non-Standard Optimisation of Information Criteria and Variable Reduction Methods (2014) (6)
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty (2021) (6)
A Credibility Measure: Tracking US Monetary Developments (2008) (6)
Forecasting US Inflation Using Bayesian Nonparametric Models (2022) (6)
Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three‐pass regression filter (2019) (6)
NOWCASTING GDP GROWTH IN A SMALL OPEN ECONOMY (2021) (5)
A Simple Benchmark for Forecasts of Growth and Inflation (2006) (5)
Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes (2007) (5)
A macroeconometric model for the euro area (2007) (5)
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS (2003) (5)
The econometric analysis of mixed frequency data sampling (2016) (4)
A daily indicator of economic growth for the euro area (2017) (4)
Introduction to advances in business cycle analysis and forecasting (2010) (4)
Nowcasting Tail Risk to Economic Activity at a Weekly Frequency (2022) (4)
The Banking and Distribution Sectors in a Small Open Economy DSGE Model (2012) (4)
Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency Fx Data (2000) (4)
Forecasting with Shadow-Rate VARs (2021) (4)
Point, Interval and Density Forecasts of Exchange Rates with Time-Varying Parameter Models (2016) (3)
The Central and Eastern European Countries and the European Union: TFP, costs and public infrastructure: an equivocal relationship (2006) (3)
Macroeconomic Forecasting in a Multi-country Context (2022) (3)
The Empirical Analysis of Monetary Policy With Large Datasets (2004) (3)
An estimated DSGE model of a Small Open Economy within the Monetary Union: Forecasting and Structural Analysis (2012) (3)
The Euro area and the Lisbon strategy (2004) (3)
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (2021) (3)
Forecasting EU Economic Activity Using Financial Condition Indexes (2014) (3)
Specification Choices in Quantile Regression for Empirical Macroeconomics (2022) (3)
Special Issue on Encompassing (2008) (3)
The Macroeconomic and Financial Landscape in the Aftermath of the 2007 Crisis: New Challenges and Perspectives (2011) (3)
Analysis of the most recent modelling techniques for big data with particular attention to Bayesian ones (2018) (3)
Dynamic Factor Models of Large Dimensions (2002) (2)
Regional Inflation Dynamics within and across Euro Area and a Comparison with the US (2006) (2)
Business Cycles Dating for EU Economies: An Empirical Search for the Optimal Settings (2014) (2)
A similarity‐based approach for macroeconomic forecasting (2020) (2)
Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty (2021) (2)
Modeling High-Frequency FX Data Dynamics ∗ (2002) (2)
Time-Varying Instrumental Variable Estimation (2020) (2)
Forecasting EU Economic Activity Using Summary Indicators (2014) (2)
Macroeconomic Activity and Risk Indicators: An Unstable Relationship (2016) (2)
Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks (2018) (2)
Model Selection for Non-Linear Dynamic Models (1999) (2)
Working Paper 11-12 May 2011 Bayesian VARs : Specifi cation Choices and Forecast Accuracy (2011) (2)
Guidance and recommendations on the use of Big data for macroeconomic nowcasting (2017) (2)
Forecasting with Dynamic Models using Shrinkage-based Estimation (2008) (2)
Structural Analysis with Classical and Bayesian Large Reduced Rank VARs (2012) (1)
Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks (2021) (1)
The Financial Accelerator Mechanism: Does Frequency? (2022) (1)
The European Enlargement: Prospects and Challenges (2006) (1)
A Shrinkage Instrumental Variable Estimator for Large Datasets (2016) (1)
Stochastic processes subject to time-scale transformations (2004) (1)
No‐arbitrage priors, drifting volatilities, and the term structure of interest rates (2021) (1)
In Plato's Cave: Sharpening the Shadows of Monetary Announcements (1996) (1)
Non-linearity and Instability in the Euro Area (2006) (1)
Further Results on MSFE Encompassing (1998) (1)
Monotonicity Implies Strategy-Proofness For Correspondences (1998) (1)
Empirical examples of using Big Internet Data for Macroeconomic Nowcasting (2018) (1)
The Solvency of European Government Finances (2001) (1)
Measuring and communicating uncertainty in official statistics: State of the art and perspectives (2021) (1)
Filtering techniques for big data and big data based uncertainty indexes (2017) (1)
The financial accelerator mechanism: does frequency matter? (2022) (1)
Corrigendum: Measuring Uncertainty and Its Impact on the Economy (2022) (1)
Forecasting economic activity by Bayesian bridge model averaging (2016) (0)
Global economy report : March 2014 (2013) (0)
Time‐scale transformations of discrete time processes (2004) (0)
Paper / Document de travail du personnel 2017 ‐ 13 Markov ‐ Switching Three ‐ Pass Regression Filter (2017) (0)
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market (2000) (0)
Global economy report : November 2013 (2013) (0)
Global economy report : November-December 2016 (2014) (0)
Economic outlook for the Euro area in 2010 and 2011 (2010) (0)
Global economy report : April 2013 (2013) (0)
EUI Working Papers (2008) (0)
Global economy report : January 2014 (2013) (0)
Information in economics forecasting (2005) (0)
Working Paper Anchors for Inf lation Expectations (2009) (0)
No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates (2020) (0)
Global economy report : October 2013 (2013) (0)
18-03 R September 2019 * Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (2019) (0)
OF THE EURO AREA OUTPUT GAP RELIABILITY AND FORECASTING PERFORMANCE 1 (2010) (0)
Global economy report : March-April 2015 (2015) (0)
The economic outlook for the Euro area in 2018 and 2019 (2018) (0)
Dynamic Factor Models for Survey-based Con fi dence Indicators Final Report (2007) (0)
The Danish Graduate Programme in Economics (DGPE) announces: Ph.D. course on "Macroeconomic Forecasting" (2006) (0)
Combined forecasting methods and rapid estimates (2017) (0)
Factor Forecasts for the Us (2002) (0)
Enhanced Bayesian Neural Networks for Macroeconomics and Finance (2022) (0)
Applied Econometrics: An Introduction (2018) (0)
econstor Make Your Publications Visible . A Service of zbw (2003) (0)
Blended Identification in Structural Vars (2023) (0)
Pooling-Based Data Interpolation and Backdating (2005) (0)
The Central and Eastern European Countries and the European Union: Introduction (2006) (0)
Global economy report : September-October 2015 (2015) (0)
Global economy report : December 2013 (2013) (0)
Global economy report : May 2014 (2013) (0)
Global economy report : July-August 2015 (2013) (0)
Applied econometrics : a cross country comparison (2016) (0)
Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification (2023) (0)
The Central and Eastern European Countries and the European Union: The cyclical experience of the new Member States (2006) (0)
Linear Aggregation with Common Trends and Cycles (1999) (0)
A Comparison of Methods for the Construction of Composite Working (2002) (0)
Econometrics 3 (Topics in Time Series Analysis) - Spring 2015 (2015) (0)
ECO 2006-7 Copertina.indd (2006) (0)
ECO 2006-7 Copertina.indd (2006) (0)
9. The EFN experience in forecasting Euro area macroeconomic variables (2015) (0)
Three Essays on Nonlinear Time-series Econometrics (2011) (0)
Progressive modelling: non-nested hypothesis testing and encompassing (2009) (0)
Estimation Methods for Dynamic Factor Models of Large Dimension (2004) (0)
Essays on econometric modelling (1996) (0)
Working Paper 1206 March 2012 Common Drifting Volatility in Large Bayesian VARs (2012) (0)
Global economy report : September 2013 (2013) (0)
Global economy report : January-February 2015 (2015) (0)
Global economy report : February 2013 (2013) (0)
Corrigendum to: Assessing International Commonality in Macroeconomic Uncertainty and Its Effects (2022) (0)
Economic outlook for the Euro area in 2005 and 2006 (2005) (0)
Macro Uncertainty in the Long Run (2023) (0)
Introduzione all'Econometria Applicata (2006) (0)
Variable Reduction and Variable Selection Methods Using Small, Medium and Large Datasets: A Forecast Comparison for the PEEIs (2014) (0)
ROBERT SCHUMAN CENTRE FOR ADVANCED STUDIES Massimiliano Marcellino and Yuliya Rychalovska AN ESTIMATED DSGE MODEL OF A SMALL OPEN ECONOMY WITHIN THE MONETARY UNION: FORECASTING AND STRUCTURAL ANALYSIS (2012) (0)
Working Paper 1805 March 2018 Endogenous Uncertainty (2018) (0)
Global economy report : May-June 2015 (2015) (0)
ON THE EURO AREA OUTLOOK AUTUMN 2003 (2002) (0)
Global economy report : June 2014 (2013) (0)
Temporal aggregation of a VARIMAX process (1995) (0)
The demand and supply of information about inflation (2022) (0)

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Massimiliano Giuseppe Marcellino

Massimiliano Giuseppe Marcellino's Academic­Influence.com Rankings

Massimiliano Giuseppe Marcellino's Degrees

Similar Degrees You Can Earn

Why Is Massimiliano Giuseppe Marcellino Influential?

Massimiliano Giuseppe Marcellino's Published Works

Published Works

What Schools Are Affiliated With Massimiliano Giuseppe Marcellino?

Massimiliano Giuseppe Marcellino's AcademicInfluence.com Rankings