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Marcellino, Massimiliano Giuseppe


 SSRN Author Rank: 4,703 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)


 Villa La Fonte, via delle Fontanelle 18
 50016 San Domenico di Fiesole
 Florence, 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
5,513
Total
Citations
696
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
499
(33,008)
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
281
(66,233)
9

3.  
Testing for PPP: Should We Use Panel Methods? | Show Abstract | Download This Paper |
IGIER Working Paper No. 186
Number of Pages in PDF File: 33
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
261
(71,642)
32

4.  
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions | Show Abstract | Download This Paper |
U of London Queen Mary Economics Working Paper No. 489
Number of Pages in PDF File: 53
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
250
(75,053)
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
242
(77,748)
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
199
(94,979)
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
188
(100,165)
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
(110,612)
 

9.   Incl. Electronic Paper
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:
31 Jan 03
Last Revised:
05 Feb 14
167
(111,846)
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
(115,567)
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
159
(116,864)
8

12.  
Fiscal Solvency and Fiscal Forecasting in Europe | Show Abstract | Download This Paper |
IGIER Working Paper No. 142
Number of Pages in PDF File: 40
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
159
(116,864)
6

13.  
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
(119,471)
43

14.  
Factor Analysis in a New-Keynesian Model | Show Abstract | Download This Paper |
ECB Working Paper No. 510
Number of Pages in PDF File: 54
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
152
(121,501)
6

15.  
Model Selection for Non-Linear Dynamic Models | Show Abstract | Download This Paper |
IGIER Working Paper No. 159
Number of Pages in PDF File: 24
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
17 Feb 00
148
(124,399)
1

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
127
(141,144)
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
123
(144,659)
57

18.  
Characterising the Business Cycle for Accession Countries | Show Abstract | Download This Paper |
IGIER Working Paper No. 261
Number of Pages in PDF File: 46
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
123
(144,659)
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
(152,182)
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
(161,575)
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
(167,147)
4

22.  
Foroni, Claudia
Independent
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
23 May 13
97
(171,890)
 

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
88
(183,238)
 

24.   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
79
(195,849)
17

25.  
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
77
(198,828)
3

26.  
Ex Post and Ex Ante Analysis of Provisional Data | Show Abstract | Download This Paper |
IGIER Working Paper No. 141
Number of Pages in PDF File: 22
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
(203,537)
3

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
72
(206,834)
4

28.   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
71
(208,485)
21

29.  
Linear Aggregation with Common Trends and Cycles | Show Abstract | Download This Paper |
IGIER Working Paper No. 160
Number of Pages in PDF File: 18
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
30 Mar 00
71
(208,485)
 

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
65
(218,679)
1

31.   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
64
(220,497)
1

32.  
Angelini, Elena
European Central Bank (ECB)
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
31 May 07
62
(224,274)
 

33.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Musso, Alberto
European Central Bank (ECB)
Posted:
10 Mar 10
61
(226,150)
6

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
(250,957)
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
47
(255,543)
1

36.   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
42
(267,475)
 

37.  
Factor Based Index Tracking | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 3265
Number of Pages in PDF File: 42
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
(269,963)
4

38.  
Forecasting Economic Activity with Higher Frequency Targeted Predictors | Show Abstract | Download This Paper |
Bank of Italy Temi di Discussione (Working Paper) No. 847
Number of Pages in PDF File: 49
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
36
(283,418)
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
34
(289,289)
3

40.  
Survey Data as Coincident or Leading Indicators | Show Abstract | Download This Paper |
Government of the Italian Republic (Italy), Ministry of Economy and Finance, Department of the Treasury Working Paper No. 3
Number of Pages in PDF File: 33
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
(295,256)
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
31
(298,361)
2

42.  
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
28
(308,650)
 

43.   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
(328,206)
3

44.  
Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 7, No. 2, pp. 322-340, December 2004
Number of Pages in PDF File: 19
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
(332,518)
45

45.  
Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 3635
Number of Pages in PDF File: 35
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
13 Dec 02
21
(336,825)
19

46.  
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
20
(341,118)
 

47.  
Large Datasets, Small Models and Monetary Policy in Europe | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 3098
Number of Pages in PDF File: 31
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
(341,118)
14

48.  
The Transmission Mechanism in a Changing World | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4014
Number of Pages in PDF File: 41
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
(358,493)
9

49.  
Forecasting EMU Macroeconomic Variables | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 3529
Number of Pages in PDF File: 33
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
23 Oct 02
16
(358,493)
10

50.  
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
15
(362,893)
 

51.  
Forecast Pooling for Short Time Series of Macroeconomic Variables | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 3313
Number of Pages in PDF File: 35
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
16 May 02
15
(362,893)
9

52.  
Instability and Non-Linearity in the EMU | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 3312
Number of Pages in PDF File: 40
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
14 May 02
15
(362,893)
10

53.  
Selecting Predictors by Using Bayesian Model Averaging in Bridge Models | Show Abstract | Download This Paper |
Bank of Italy Temi di Discussione (Working Paper) No. 872
Number of Pages in PDF File: 40
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
14
(367,564)
1

54.  
The Solvency of Government Finances in Europe | Show Abstract | Download This Paper |
Fiscal Sustainability Conference, p. 210, 2000
Number of Pages in PDF File: 34
Artis, Michael
University of Manchester
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
17 Jul 12
14
(367,564)
 

55.  
Factor Forecasts for the US | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 3119
Number of Pages in PDF File: 42
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
(372,101)
5

56.  
Forecasting EU Economic Activity Using Summary Indicators | Show Abstract | Download This Paper |
quantf research Working Paper Series: WP07/2014
Number of Pages in PDF File: 51
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
12
(376,740)
 

57.  
Forecasting EU Economic Activity Using Financial Condition Indexes | Show Abstract | Download This Paper |
quantf research Working Paper Series: WP06/2014
Number of Pages in PDF File: 13
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
11
(381,226)
 

58.  
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 66, No. 4, pp. 537-565, September 2004
Number of Pages in PDF File: 29
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
(381,226)
25

59.  
Forecast Pooling for European Macroeconomic Variables | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 66, No. 1, pp. 91-112, February 2004
Number of Pages in PDF File: 22
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
26 Mar 04
11
(381,226)
 

60.  
Business Cycles Dating for EU Economies: An Empirical Search for the Optimal Settings | Show Abstract | Download This Paper |
quantf research Working Paper Series: WP05/2014
Number of Pages in PDF File: 34
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
10
(385,645)
 

61.  
Characterizing the Business Cycle for Accession Countries | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4457
Number of Pages in PDF File: 48
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
(385,645)
10

62.  
Have Standard VARs Remained Stable Since the Crisis? | Show Abstract | Download This Paper |
FRB of Cleveland Working Paper No. 14-11
Number of Pages in PDF File: 57
Aastveit, Knut Are
Norges Bank
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:
12 Sep 14
9
(390,064)
 

63.  
Mixed Frequency Structural VARs | Show Abstract | Download This Paper |
Norges Bank Working Paper 2014/01
Number of Pages in PDF File: 27
Foroni, Claudia
Independent
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
23 Jan 14
9
(390,064)
 

64.   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
9
(390,064)
1

65.  
Foroni, Claudia
Independent
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
12 Nov 13
8
(394,301)
1

66.  
Forecasting with Factor-Augmented Error Correction Models | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7677
Number of Pages in PDF File: 46
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
(402,617)
5

67.  
A Monthly Indicator of the Euro Area GDP | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7007
Number of Pages in PDF File: 41
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
(402,617)
9

68.  
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
(406,632)
4

69.  
Markov-Switching Midas Models | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP8234
Number of Pages in PDF File: 47
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
(406,632)
3

70.  
Forecasting Exchange Rates with a Large Bayesian VAR | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7008
Number of Pages in PDF File: 33
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
(406,632)
9

71.  
U-Midas: Midas Regressions with Unrestricted Lag Polynomials | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP8828
Number of Pages in PDF File: 38
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
(410,929)
2

72.  
On the Importance of Sectoral and Regional Shocks for Price-Setting | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP8357
Number of Pages in PDF File: 51
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
(410,929)
2

73.  
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
(410,929)
1

74.  
Midas Vs. Mixed-Frequency VAR: Nowcasting GDP in the Euro Area | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7445
Number of Pages in PDF File: 25
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
(410,929)
12

75.  
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
(410,929)
1

76.  
A Measure for Credibility: Tracking US Monetary Developments | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7036
Number of Pages in PDF File: 30
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
(410,929)
1

77.  
Factor-Augmented Error Correction Models | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP6707
Number of Pages in PDF File: 28
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
(410,929)
7

78.  
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
(410,929)
6

79.  
Endogenous Monetary Policy Regimes and the Great Moderation | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7827
Number of Pages in PDF File: 39
Galvão, Ana Beatriz
University of Warwick
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
19 May 10
3
(415,314)
 

80.  
Forecasting Government Bond Yields with Large Bayesian Vars | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7796
Number of Pages in PDF File: 54
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
(415,314)
6

81.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Musso, Alberto
European Central Bank (ECB)
Posted:
05 Apr 10
3
(415,314)
6

82.  
Sectoral Survey-Based Confidence Indicators for Europe | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 73, No. 2, pp. 175-206, 2011
Number of Pages in PDF File: 32
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
(421,543)
2

83.  
Factor Midas for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 4, pp. 518-550, August 2010
Number of Pages in PDF File: 33
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Schumacher, Christian
Deutsche Bundesbank
Posted:
21 Jun 10
2
(421,543)
20

84.  
Empirical Simultaneous Confidence Regions for Path-Forecasts | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7797
Number of Pages in PDF File: 51
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
(421,543)
1

85.  
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7726
Number of Pages in PDF File: 39
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
(421,543)
7

86.  
The Reliability of Real Time Estimates of the Euro Area Output Gap | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7716
Number of Pages in PDF File: 35
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Musso, Alberto
European Central Bank (ECB)
Posted:
09 Mar 10
2
(421,543)
5

87.  
Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-Specified Models | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 70, Issue s1, pp. 867-893, December 2008
Number of Pages in PDF File: 27
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Rossi, Barbara
Universitat Pompeu Fabra - ICREA
Posted:
02 Dec 08
2
(421,543)
1

88.  
Regime Switches in the Risk-Return Trade-Off | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP9698
Number of Pages in PDF File: 45
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
(430,524)
 

89.  
Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP7446
Number of Pages in PDF File: 36
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
(430,524)
4

90.  
Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the United States | Show Abstract | Add to Cart |
Economic Policy, Vol. 24, Issue 57, pp. 141-184, January 2009
Number of Pages in PDF File: 43
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
(430,524)
16

91.  
Factor Based Identification-Robust Inference in IV Regressions | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP10390
Number of Pages in PDF File: 50
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Khalaf, Lynda
Carleton University
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
02 Feb 15
0
(440,667)
 

92.  
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
(440,667)
1

93.  
Structural FECM: Cointegration in Large-Scale Structural FAVAR Models | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP9858
Number of Pages in PDF File: 34
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
(440,667)
 

94.  
Markov-Switching Mixed-Frequency VAR Models | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP9815
Number of Pages in PDF File: 44
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
(440,667)
 

95.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
07 May 07
 

96.  
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
 

97.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
03 Dec 98
 

98.  
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
11 Feb 97
 


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