Marcellino, Massimiliano.
Marcellino, Massimiliano, 1970-
Massimiliano Marcellino
VIAF ID: 8097117 ( Personal )
Permalink: http://viaf.org/viaf/8097117
Preferred Forms
- 200 _ 1 ‡a Marcellino ‡b , Massimiliano
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- 100 1 _ ‡a Marcellino, Massimiliano
- 100 1 0 ‡a Marcellino, Massimiliano
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- 100 1 _ ‡a Marcellino, Massimiliano ‡d 1970-
- 100 1 _ ‡a Marcellino, Massimiliano ‡d 1970-
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- 100 0 _ ‡a Massimiliano Marcellino
4xx's: Alternate Name Forms (6)
5xx's: Related Names (14)
- 510 2 _ ‡a Centre for Economic Policy Research
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a European University Institute
- 510 2 _ ‡a European University Institute / Department of Economics
- 510 2 _ ‡a European University Institute ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Innocenzo Gasparini Institute for Economic Research
- 510 2 _ ‡a Innocenzo Gasparini Institute for Economic Research ‡g Mailand ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a Università Commerciale Luigi Bocconi ‡b Facoltà di Economia e Commercio ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Università degli Studi di Firenze ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Università Commerciale Luigi Bocconi / Dipartimento di Economia "Ettore Bocconi"
- 510 2 _ ‡a Università Commerciale Luigi Bocconi / Innocenzo Gasparini Institute for Economic Research (IGIER)
- 510 2 _ ‡a Università Commerciale Luigi Bocconi ‡b Facoltà di Economia e Commercio
- 510 2 _ ‡a Università degli Studi di Firenze
Works
Title | Sources |
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Addressing COVID-19 outliers in BVARs with stochastic volatility | |
analisi empirica delle relazioni tra spesa pubblica, entrate, Pil e inflazione | |
Applied econometrics : an introduction | |
Applied economic forecasting using time series methods | |
Bayesian VARs: Specification Choices and Forecast Accuracy | |
Can machine learning catch the COVID-19 recession? | |
The Central and Eastern European countries and the European Union | |
changing international transmission of financial shocks: evidence from a classical time-varying FAVAR | |
Classical time-varying FAVAR models estimation, forecasting and structural analysis | |
Common drifting volatility in large Bayesian VARs | |
Dating the Euro area business cycle | |
Econometria applicata : un'introduzione / Massimiliano Marcellino | |
Econometric analyses with backdated data unified Germany and the Euro area | |
Empirical simultaneous confidence regions for path-forecasts | |
Endogenous monetary policy regimes and the great moderation | |
Factor analysis in a model with rational expectations | |
Factor-augmented error correction models | |
Factor based index tracking | |
Factor forecasts for the UK | |
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments | |
Factor-MIDAS for now- and forecasting with ragged-edge data a model comparison for German GDP | |
Fiscal forecasting the track record of the IMF, OECD and EC | |
Fiscal solvency and fiscal forecasting in Europe | |
Forecasting Government Bond Yields with Large Bayesian VARs | |
Forecasting large datasets with Bayesian reduced rank multivariate models | |
Forecasting macroeconomic variables for the new member states of the European Union | |
Forecasting macroeconomic variables using diffusion indexes in short samples with structural change | |
Impulse response functions from structural dynamic factor models: a Monte Carlo evaluation | |
In Plato's cave sharpening the shadows of monetary announcements | |
Interpolation and backdating with a large information set | |
Large datasets, small models and monetary policy in Europe | |
Leading indicators for Euro area inflation and GDP growth | |
Leading indicators: what have we learned? | |
macroeconometric model for the Euro economy | |
Macroeconomic forecasting during the Great Recession : The return of non-linearity? | |
Markov-switching MIDAS models | |
measure for credibility | |
MIDAS vs. mixed-frequency VAR: nowcasting GDP in the Euro area | |
Mixed frequency models with MA components | |
On the importance of sectoral and regional shocks for price-setting | |
A parametric estimation method for dynamic factor models of large dimensions | |
Path forecast evaluation | |
Point, interval and density forecasts of exchange rates with time-varying parameter models | |
Pooling versus model selection for nowcasting with many predictors an application to German GDP | |
Regime switches in the risk-return trade-off | |
Regional inflation dynamics within and across Euro area countries and a comparison with the US | |
The Reliability of Real Time Estimates of the Euro Area Output Gap | |
Shadow-rate VARs | |
Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility / by Massimiliano Marcellino, Mario Porqueddu and Fabrizio Venditti | |
A simple benchmark for forecasts of growth and inflation | |
Some cautions on the use of panel methods for integrated series of macro-economic data | |
Temporal aggregation of a VARIMAX process | |
Temporal disaggregation, missing observations, outliers, and forecasting a unifying non-model based procedure | |
Time variation in macro-financial linkages | |
The transmission mechanism in a changing world | |
U-MIDAS MIDAS regressions with unrestricted lag polynomials | |
Verifiche empiriche sul ruolo delle variabili fiscali nell'economia / Massimiliano marcellino |