Massimiliano Marcellino

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Andrea CarrieroProfessor of Economics, Queen Mary Univeristy of LondonVerified email at qmul.ac.uk
Todd ClarkFederal Reserve Bank of ClevelandVerified email at clev.frb.org
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonVerified email at kcl.ac.uk
claudia foroniEuropean Central BankVerified email at ecb.europa.eu
Tommaso ProiettiUniversity of Rome Tor Vergata, Dipartimento di Economia e FinanzaVerified email at uniroma2.it
Fotis PapailiasKing's Business School, King's College LondonVerified email at kcl.ac.uk
Mark WatsonDepartment of Economics, Princeton UniversityVerified email at princeton.edu
Christian SchumacherDeutsche BundesbankVerified email at bundesbank.de
Chiara OsbatEuropean Central BankVerified email at ecb.int
Pierre GuérinInternational Monetary FundVerified email at imf.org
Oscar JordaFederal Reserve Bank of San Francisco and U.C. DavisVerified email at sf.frb.org
Dalibor StevanovicDépartement des sciences économiques, UQAMVerified email at uqam.ca
carlo faveroBocconi University and CEPRVerified email at unibocconi.it
Kirstin HubrichDeutsche BundesbankVerified email at bundesbank.de
Florian HuberProfessor of Economics, University of SalzburgVerified email at plus.ac.at
Elmar MertensDeutsche BundesbankVerified email at elmarmertens.com
Jerome HenryEcbVerified email at ecb.int
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillVerified email at unc.edu
Angela AbbateEconomist, Swiss National BankVerified email at snb.ch
Ana Beatriz GalvaoProfessor of Economic Modelling and Forecasting, University of WarwickVerified email at wbs.ac.uk

Massimiliano Marcellino

Università Bocconi

Verified email at unibocconi.it

Econometrics Time Series Analysis Empirical Macro


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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	1006	2006
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	619	2003
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	526	2004
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	446	2010
Testing for PPP: Should we use panel methods? A Banerjee, M Marcellino, C Osbat Empirical Economics 30, 77-91, 2005	435	2005
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	432	2011
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 178 …, 2015	394	2015
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	370*	2004
Some consequences of temporal aggregation in empirical analysis M Marcellino Journal of Business & Economic Statistics 17 (1), 129-136, 1999	356	1999
Measuring uncertainty and its impact on the economy A Carriero, TE Clark, M Marcellino Review of Economics and Statistics 100 (5), 799-815, 2018	336	2018
Bayesian VARs: specification choices and forecast accuracy A Carriero, TE Clark, M Marcellino Journal of Applied Econometrics 30 (1), 46-73, 2015	321	2015
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	272	2009
Factor forecasts for the UK MJ Artis, A Banerjee, M Marcellino Journal of forecasting 24 (4), 279-298, 2005	272	2005
Common drifting volatility in large Bayesian VARs A Carriero, TE Clark, M Marcellino Journal of Business & Economic Statistics 34 (3), 375-390, 2016	260	2016
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	250	2005
A survey of econometric methods for mixed-frequency data C Foroni, MG Marcellino Available at SSRN 2268912, 2013	245	2013
Forecasting exchange rates with a large Bayesian VAR A Carriero, G Kapetanios, M Marcellino International Journal of Forecasting 25 (2), 400-417, 2009	232	2009
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	231	2006
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors A Carriero, TE Clark, M Marcellino Journal of Econometrics 212 (1), 137-154, 2019	220	2019
Fiscal forecasting: The track record of the IMF, OECD and EC M Artis, M Marcellino The Econometrics Journal 4 (1), 20-36, 2001	219	2001

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