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Marcellino, Massimiliano Giuseppe


 SSRN Author Rank: 4,493 by Downloads
 

European University Institute


 Villa Schifanoia
 133 via Bocaccio
 Firenze (Florence), 50014
 Italy
 email address
 Part-time professor RSCAS
 

European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)


 Via dei Roccettini 9
 via delle Fontanelle 10
 50016 San Domenico di Fiesole, Florence 50014
 Italy
 email address
 

Bocconi University - Department of Economics


 Via Gobbi 5
 Milan, 20136
 Italy
 email address
 Fellow
 

Centre for Economic Policy Research (CEPR)


 77 Bastwick Street
 London, EC1V 3PZ
 United Kingdom
 email address

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. Marcellino, Massimiliano Giuseppe's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,333
Total
Citations
695
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Banerjee, Anindya
European University Institute - Department of Economics
Masten, Igor
University of Ljubljana - Faculty of Economics
Posted:
13 Jun 03
492
(30,680)
24

2.   Incl. Electronic Paper
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
05 Apr 05
Last Revised:
05 Feb 14
274
(62,391)
9

3.  
Testing for PPP: Should We Use Panel Methods? | Show Abstract | Download |
IGIER Working Paper No. 186
Working Paper Series
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Osbat, Chiara
European Central Bank (ECB)
Posted:
06 Apr 01
259
(66,393)
31

4.  
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions | Show Abstract | Download |
U of London Queen Mary Economics Working Paper No. 489
Working Paper Series
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
12 May 03
249
(69,203)
20

5.   Incl. Electronic Paper
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Masten, Igor
University of Ljubljana - Faculty of Economics
Posted:
26 May 03
Last Revised:
05 Feb 14
241
(71,640)
27

6.  
La Ferrara, Eliana
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
11 Mar 01
198
(87,745)
10

7.  
Krolzig, Hans-Martin
Humboldt University of Berlin - Institute for Statistics and Econometrics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Mizon, Grayham E.
University of Southampton - Division of Economics
Posted:
06 Apr 01
186
(93,167)
11

8.  
Jorda, Oscar
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
14 Jun 00
169
(101,788)
 

9.   Incl. Electronic Paper
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG)
Proietti, Tommaso
University of Rome II - Department of Economics and Finance
Posted:
31 Jan 03
Last Revised:
05 Feb 14
163
(105,211)
26

10.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Mizon, Grayham E.
University of Southampton - Division of Economics
Posted:
13 Mar 99
161
(106,419)
4

11.  
La Ferrara, Eliana
University of Bocconi - Innocenzo Gasparini Institute for Economic Research (IGIER)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Bonaglia, Federico
Organization for Economic Co-Operation and Development (OECD) - Development Centre (DEV)
Posted:
26 Jun 00
158
(108,198)
8

12.  
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Osbat, Chiara
European Central Bank (ECB)
Posted:
01 Mar 01
155
(110,121)
43

13.  
Fiscal Solvency and Fiscal Forecasting in Europe | Show Abstract | Download |
IGIER Working Paper No. 142
Working Paper Series
Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
21 Jul 98
155
(110,121)
6

14.  
Model Selection for Non-Linear Dynamic Models | Show Abstract | Download |
IGIER Working Paper No. 159
Working Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
17 Feb 00
147
(115,278)
1

15.  
Factor Analysis in a New-Keynesian Model | Show Abstract | Download |
ECB Working Paper No. 510
Working Paper Series
Beyer, Andreas
European Central Bank (ECB)
Farmer, Roger E. A.
University of California, Los Angeles (UCLA) - Department of Economics
Henry, Jerome
European Central Bank (ECB)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
25 Aug 05
146
(115,954)
6

16.   Incl. Electronic Paper
Hubrich, Kirstin
European Central Bank - Research Department
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Beck, Guenter W.
Goethe University Frankfurt
Posted:
26 Oct 06
Last Revised:
05 Feb 14
126
(131,140)
16

17.   Incl. Electronic Paper
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Stock, James H.
Harvard University - Department of Economics
Watson, Mark W.
Princeton University - Woodrow Wilson School of Public and International Affairs
Posted:
13 Apr 05
Last Revised:
05 Feb 14
117
(138,798)
58

18.  
Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Proietti, Tommaso
University of Rome II - Department of Economics and Finance
Posted:
18 May 04
116
(139,700)
12

19.  
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Masten, Igor
University of Ljubljana - Faculty of Economics
Posted:
01 Jun 05
115
(140,626)
1

20.   Incl. Electronic Paper
Angelini, Elena
European Central Bank (ECB)
Henry, Jerome
European Central Bank (ECB)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
22 Jan 04
Last Revised:
13 Oct 04
106
(149,275)
12

21.   Incl. Electronic Paper
Favero, Carlo A.
Bocconi University - Department of Finance
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
09 Oct 05
Last Revised:
05 Feb 14
101
(154,396)
4

22.   Incl. Electronic Paper
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
31 Mar 06
Last Revised:
05 Feb 14
85
(173,154)
 

23.   Incl. Electronic Paper
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
31 Mar 06
Last Revised:
05 Feb 14
78
(182,504)
17

24.  
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Masten, Igor
University of Ljubljana - Faculty of Economics
Posted:
15 May 04
75
(186,785)
3

25.  
Ex Post and Ex Ante Analysis of Provisional Data | Show Abstract | Download |
IGIER Working Paper No. 141
Working Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Gallo, Giampiero M.
Universita' di Firenze - Dipartimento di Statistica, Informatica, Applicazioni "G.Parenti"
Posted:
02 Dec 98
74
(188,260)
3

26.   Incl. Electronic Paper
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Schumacher, Christian
Deutsche Bundesbank
Posted:
19 Feb 08
Last Revised:
05 Feb 14
70
(194,382)
21

27.   Incl. Electronic Paper
Jorda, Oscar
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
26 Feb 03
Last Revised:
05 Feb 14
70
(194,382)
4

28.  
Linear Aggregation with Common Trends and Cycles | Show Abstract | Download |
IGIER Working Paper No. 160
Working Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
30 Mar 00
70
(194,382)
 

29.  
Foroni, Claudia
Independent
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
23 May 13
67
(199,077)
 

30.   Incl. Electronic Paper
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
09 Oct 05
Last Revised:
05 Feb 14
64
(204,012)
1

31.  
Angelini, Elena
European Central Bank (ECB)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
31 May 07
62
(207,386)
 

32.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Musso, Alberto
European Central Bank (ECB)
Posted:
10 Mar 10
58
(214,447)
6

33.   Incl. Electronic Paper
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Porqueddu, Mario
Bank of Italy
Venditti, Fabrizio
Bank of Italy
Posted:
12 Feb 13
Last Revised:
05 Feb 14
53
(223,851)
1

34.   Incl. Electronic Paper
Jorda, Oscar
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
18 Jul 08
Last Revised:
05 Feb 14
49
(232,029)
4

35.   Incl. Electronic Paper
Ferrara, Laurent
Banque de France
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Mogliani, Matteo
Banque de France
Posted:
01 Jun 12
Last Revised:
05 Feb 14
46
(238,492)
1

36.  
Factor Based Index Tracking | Show Abstract | Download |
CEPR Discussion Paper No. 3265
Working Paper Series
Corielli, Francesco
Bocconi University - Department of Finance
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
12 Apr 02
41
(249,573)
4

37.   Incl. Electronic Paper
Carriero, Andrea
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Clark, Todd E.
Federal Reserve Bank of Cleveland
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
15 Nov 12
Last Revised:
05 Feb 14
39
(254,216)
 

38.  
Forecasting Economic Activity with Higher Frequency Targeted Predictors | Show Abstract | Download |
Bank of Italy Temi di Discussione (Working Paper) No. 847
Working Paper Series
Bulligan, Guido
Bank of Italy
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Venditti, Fabrizio
Bank of Italy
Posted:
29 Feb 12
34
(267,135)
1

39.   Incl. Electronic Paper
Carriero, Andrea
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Clark, Todd E.
Federal Reserve Bank of Cleveland
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
14 Mar 11
Last Revised:
05 Feb 14
32
(272,664)
3

40.  
Survey Data as Coincident or Leading Indicators | Show Abstract | Download |
Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 3
Accepted Paper Series
Frale, Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Mazzi, Gian Luigi
Eurostat
Proietti, Tommaso
University of Rome II - Department of Economics and Finance
Posted:
01 Jul 09
32
(272,664)
3

41.  
Beck, Guenter W.
Goethe University Frankfurt
Hubrich, Kirstin
European Central Bank - Research Department
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
17 May 11
30
(278,619)
2

42.   Incl. Electronic Paper
Beyer, Andreas
European Central Bank (ECB)
Farmer, Roger E. A.
University of California, Los Angeles (UCLA) - Department of Economics
Henry, Jerome
European Central Bank (ECB)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
14 Sep 07
Last Revised:
18 Aug 10
23
(303,018)
3

43.  
Frale, Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury
Grassi, Stefano
University of Aarhus - CREATES
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Mazzi, Gian Luigi
Eurostat
Proietti, Tommaso
University of Rome II - Department of Economics and Finance
Posted:
03 Oct 13
22
(306,920)
 

44.  
Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data | Show Abstract | Download |
Econometrics Journal, Vol. 7, No. 2, pp. 322-340, December 2004
Accepted Paper Series
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Osbat, Chiara
European Central Bank (ECB)
Posted:
13 Dec 04
22
(306,920)
45

45.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
13 Dec 02
21
(310,904)
19

46.  
Large Datasets, Small Models and Monetary Policy in Europe | Show Abstract | Download |
CEPR Discussion Paper No. 3098
Working Paper Series
Favero, Carlo A.
Bocconi University - Department of Finance
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
08 Jan 02
20
(314,956)
14

47.  
The Transmission Mechanism in a Changing World | Show Abstract | Download |
CEPR Discussion Paper No. 4014
Working Paper Series
Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG)
Galvão, Ana Beatriz
University of Warwick
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
26 Sep 03
16
(331,476)
9

48.  
Forecasting EMU Macroeconomic Variables | Show Abstract | Download |
CEPR Discussion Paper No. 3529
Working Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
23 Oct 02
16
(331,476)
10

49.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
16 May 02
15
(335,462)
9

50.  
Instability and Non-Linearity in the EMU | Show Abstract | Download |
CEPR Discussion Paper No. 3312
Working Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
14 May 02
15
(335,462)
10

51.  
Selecting Predictors by Using Bayesian Model Averaging in Bridge Models | Show Abstract | Download |
Bank of Italy Temi di Discussione (Working Paper) No. 872
Working Paper Series
Bencivelli, Lorenzo
Bank of Italy
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Moretti, Gianluca
UBS Global Asset Management
Posted:
02 Oct 12
13
(343,792)
1

52.  
Factor Forecasts for the US | Show Abstract | Download |
CEPR Discussion Paper No. 3119
Working Paper Series
Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG)
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
22 Jan 02
13
(343,792)
5

53.  
The Solvency of Government Finances in Europe | Show Abstract | Download |
Fiscal Sustainability Conference, p. 210, 2000
Working Paper Series
Artis, Michael
University of Manchester
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
17 Jul 12
12
(348,036)
 

54.  
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 66, No. 4, pp. 537-565, September 2004
Accepted Paper Series
Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Proietti, Tommaso
University of Rome II - Department of Economics and Finance
Posted:
07 Sep 04
11
(352,200)
25

55.  
Forecast Pooling for European Macroeconomic Variables | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 66, No. 1, pp. 91-112, February 2004
Accepted Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
26 Mar 04
11
(352,200)
 

56.  
Characterizing the Business Cycle for Accession Countries | Show Abstract | Download |
CEPR Discussion Paper No. 4457
Working Paper Series
Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Proietti, Tommaso
University of Rome II - Department of Economics and Finance
Posted:
30 Jul 04
10
(356,325)
10

57.  
Forecasting EU Economic Activity Using Financial Condition Indexes | Show Abstract | Download |
quantf research Working Paper Series: WP06/2014
Working Paper Series
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Papailias, Fotis
quantf research
Posted:
02 Jun 14
8
(364,202)
 

58.   Incl. Electronic Paper
Carriero, Andrea
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Clark, Todd E.
Federal Reserve Bank of Cleveland
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
18 Mar 12
Last Revised:
05 Feb 14
8
(364,202)
1

59.  
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Papailias, Fotis
quantf research
Posted:
02 Jun 14
7
(368,147)
 

60.  
Foroni, Claudia
Independent
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
12 Nov 13
7
(368,147)
1

61.  
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Papailias, Fotis
quantf research
Posted:
02 Jun 14
6
(371,994)
 

62.  
Forecasting with Factor-Augmented Error Correction Models | Show Abstract | Download |
CEPR Discussion Paper No. DP7677
Working Paper Series
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Masten, Igor
University of Ljubljana - Faculty of Economics
Posted:
10 Feb 10
6
(371,994)
5

63.  
A Monthly Indicator of the Euro Area GDP | Show Abstract | Download |
CEPR Discussion Paper No. DP7007
Working Paper Series
Frale, Cecilia
Government of the Italian Republic (Italy) - Department of the Treasury
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Mazzi, Gian Luigi
Eurostat
Proietti, Tommaso
University of Rome II - Department of Economics and Finance
Posted:
18 Dec 08
6
(371,994)
9

64.  
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Papailias, Fotis
quantf research
Posted:
02 Jun 14
5
(375,757)
 

65.  
Eickmeier, Sandra
Deutsche Bundesbank
Lemke, Wolfgang
European Central Bank
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
18 Apr 11
5
(375,757)
4

66.  
Markov-Switching Midas Models | Show Abstract | Download |
CEPR Discussion Paper No. DP8234
Working Paper Series
Guérin, Pierre
Government of Canada - Bank of Canada
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
09 Feb 11
5
(375,757)
3

67.  
Forecasting Exchange Rates with a Large Bayesian VAR | Show Abstract | Download |
CEPR Discussion Paper No. DP7008
Working Paper Series
Carriero, Andrea
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
18 Dec 08
5
(375,757)
9

68.  
Forecasting EU Economic Activity Using Summary Indicators | Show Abstract | Download |
quantf research Working Paper Series: WP07/2014
Working Paper Series
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Papailias, Fotis
quantf research
Posted:
02 Jun 14
4
(379,766)
 

69.  
U-Midas: Midas Regressions with Unrestricted Lag Polynomials | Show Abstract | Download |
CEPR Discussion Paper No. DP8828
Working Paper Series
Foroni, Claudia
Independent
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Schumacher, Christian
Deutsche Bundesbank
Posted:
01 Mar 12
4
(379,766)
2

70.  
Beck, Günter
affiliation not provided to SSRN
Hubrich, Kirstin
European Central Bank - Research Department
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
04 May 11
4
(379,766)
2

71.  
Eickmeier, Sandra
Deutsche Bundesbank
Lemke, Wolfgang
European Central Bank
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
20 Apr 11
4
(379,766)
1

72.  
Kuzin, Vladimir
German Institute for Economic Research (DIW Berlin)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Schumacher, Christian
Deutsche Bundesbank
Posted:
07 Oct 09
4
(379,766)
12

73.  
Kuzin, Vladimir
German Institute for Economic Research (DIW Berlin)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Schumacher, Christian
Deutsche Bundesbank
Posted:
11 Mar 09
4
(379,766)
1

74.  
A Measure for Credibility: Tracking US Monetary Developments | Show Abstract | Download |
CEPR Discussion Paper No. DP7036
Working Paper Series
Demertzis, Maria
De Nederlandsche Bank - Research Department
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Viegi, Nicola
University of Pretoria - Department of Economics
Posted:
18 Dec 08
4
(379,766)
1

75.  
Factor-Augmented Error Correction Models | Show Abstract | Download |
CEPR Discussion Paper No. DP6707
Working Paper Series
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
10 Jun 08
4
(379,766)
7

76.  
Banerjee, Anindya
European University Institute - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Masten, Igor
University of Ljubljana - Faculty of Economics
Posted:
10 Jun 08
4
(379,766)
6

77.  
Endogenous Monetary Policy Regimes and the Great Moderation | Show Abstract | Download |
CEPR Discussion Paper No. DP7827
Working Paper Series
Galvão, Ana Beatriz
University of Warwick
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
19 May 10
3
(384,131)
 

78.  
Forecasting Government Bond Yields with Large Bayesian Vars | Show Abstract | Download |
CEPR Discussion Paper No. DP7796
Working Paper Series
Carriero, Andrea
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
19 May 10
3
(384,131)
6

79.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Musso, Alberto
European Central Bank (ECB)
Posted:
05 Apr 10
3
(384,131)
6

80.  
Mixed Frequency Structural VARs | Show Abstract | Download |
Norges Bank Working Paper 2014/01
Working Paper Series
Foroni, Claudia
Independent
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
23 Jan 14
2
(390,165)
 

81.  
Sectoral Survey-Based Confidence Indicators for Europe | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 73, No. 2, pp. 175-206, 2011
Accepted Paper Series
Carriero, Andrea
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
01 Mar 11
2
(390,165)
2

82.  
Factor Midas for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 4, pp. 518-550, August 2010
Accepted Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Schumacher, Christian
Deutsche Bundesbank
Posted:
21 Jun 10
2
(390,165)
20

83.  
Empirical Simultaneous Confidence Regions for Path-Forecasts | Show Abstract | Download |
CEPR Discussion Paper No. DP7797
Working Paper Series
Jorda, Oscar
Federal Reserve Banks - Federal Reserve Bank of San Francisco
Knüppel, Malte
Deutsche Bundesbank - Research Department
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
19 May 10
2
(390,165)
1

84.  
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
17 Mar 10
2
(390,165)
7

85.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Musso, Alberto
European Central Bank (ECB)
Posted:
09 Mar 10
2
(390,165)
5

86.  
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-Specified Models | Show Abstract | Download |
Oxford Bulletin of Economics and Statistics, Vol. 70, Issue s1, pp. 867-893, December 2008
Accepted Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Rossi, Barbara
Universitat Pompeu Fabra - ICREA
Posted:
02 Dec 08
2
(390,165)
1

87.  
Regime Switches in the Risk-Return Trade-Off | Show Abstract | Download |
CEPR Discussion Paper No. DP9698
Working Paper Series
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Guérin, Pierre
Government of Canada - Bank of Canada
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
28 Oct 13
1
(398,887)
 

88.  
Carriero, Andrea
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
07 Oct 09
1
(398,887)
4

89.  
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the United States | Show Abstract | Download |
Economic Policy, Vol. 24, Issue 57, pp. 141-184, January 2009
Accepted Paper Series
Beck, Guenter W.
Goethe University Frankfurt
Hubrich, Kirstin
European Central Bank - Research Department
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
02 Jan 09
1
(398,887)
16

90.  
Carriero, Andrea
Bocconi University - IGIER - Innocenzo Gasparini Institute for Economic Research
Clark, Todd E.
Federal Reserve Bank of Cleveland
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
02 Jun 14
0
(408,630)
 

91.  
Banerjee, Anindya
University of Birmingham - Department of Economics
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Masten, Igor
University of Ljubljana - Faculty of Economics
Posted:
02 Jun 14
0
(408,630)
 

92.  
Markov-Switching Mixed-Frequency VAR Models | Show Abstract | Download |
CEPR Discussion Paper No. DP9815
Working Paper Series
Foroni, Claudia
Independent
Guérin, Pierre
Government of Canada - Bank of Canada
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
02 Jun 14
0
(408,630)
 

93.  
A Simple Benchmark for Forecasts of Growth and Inflation | Show Abstract |
CEPR Discussion Paper No. 6012
Working Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
07 May 07
 

94.  
Fiscal Forecasting: The Track Record of the IMF, OECD and EC | Show Abstract |
Econometrics Journal, Vol. 4, pp. S20-S36, 2001
Accepted Paper Series
Artis, Michael J.
University of Manchester - Institute for Political & Economic Governance (IPEG)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
27 Sep 01
 

95.  
Further Results on MSFE Encompassing | Show Abstract |
IGIER Working Paper No. 143
Working Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
03 Dec 98
 

96.  
Some Temporal Aggregation Issues in Empirical Analysis | Show Abstract |
UCSD Economics Discussion Paper No. 96-39
Working Paper Series
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
11 Feb 97
 


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