Massimiliano Giuseppe Marcellino
#145,956
Most Influential Person Now
Massimiliano Giuseppe Marcellino's AcademicInfluence.com Rankings
Massimiliano Giuseppe Marcellinoeconomics Degrees
Economics
#3174
World Rank
#3598
Historical Rank
Macroeconomics
#277
World Rank
#293
Historical Rank

Download Badge
Economics
Massimiliano Giuseppe Marcellino's Degrees
- PhD Economics University of California, San Diego
- Masters Economics University of Bologna
- Bachelors Economics University of Bologna
Similar Degrees You Can Earn
Why Is Massimiliano Giuseppe Marcellino Influential?
(Suggest an Edit or Addition)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)
This paper list is powered by the following services:
What Schools Are Affiliated With Massimiliano Giuseppe Marcellino?
Massimiliano Giuseppe Marcellino is affiliated with the following schools: