Elena Angelini

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

13

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Top 5,619

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36

CROSSREF CITATIONS

190

Scholarly Papers (13)

1.
Downloads 179 (193,566)
Citation 52

Short-term Forecasts of Euro Area GDP Growth

ECB Working Paper No. 949
Number of pages: 31 Posted: 16 Nov 2008
European Central Bank (ECB), European Central Bank (ECB), Centre for Economic Policy Research (CEPR), London Business School and European Central Bank
Downloads 174 (198,348)
Citation 2

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Forecasting, Monetary Policy, Factor Model, Real Time Data, Large datasets, News

Short-Term Forecasts of Euro Area GDP Growth

CEPR Discussion Paper No. DP6746
Number of pages: 25 Posted: 10 Jun 2008
European Central Bank (ECB), European Central Bank (ECB), Centre for Economic Policy Research (CEPR), London Business School and European Central Bank
Downloads 4 (736,224)
Citation 4
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Factor Model, Forecasting, Large data-sets, Monetary Policy, News, Real Time Data

Short-Term Forecasts of Euro Area GDP Growth

The Econometrics Journal, Vol. 14, Issue 1, pp. C25-C44, 2011
Number of pages: 20 Posted: 28 Feb 2011
European Central Bank (ECB), European Central Bank (ECB), Centre for Economic Policy Research (CEPR), London Business School and affiliation not provided to SSRN
Downloads 1 (770,946)
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Factor model, Forecasting, Large data sets, Monetary policy, News, Real-time data

2.

Diffusion Index-Based Inflation Forecasts for the Euro Area

ECB Working Paper No. 61
Number of pages: 34 Posted: 19 Feb 2003
Elena Angelini, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 179 (192,603)

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forecast, euro area, dynamic factors, inflation

3.

Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model

ECB Working Paper No. 953
Number of pages: 31 Posted: 31 Jan 2009
Elena Angelini, Marta Banbura and Gerhard Rünstler
European Central Bank (ECB), European Central Bank and European Central Bank
Downloads 161 (210,819)
Citation 1

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dynamic factor models, interpolation, nowcasting

Interpolation and Backdating with a Large Information Set

Number of pages: 41 Posted: 22 Jan 2004
European Central Bank (ECB), European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 99 (306,260)

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Interpolation, factor model, Kalman filter, spline

Interpolation and Backdating with a Large Information Set

Number of pages: 36 Posted: 30 Sep 2004
European Central Bank (ECB), European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 17 (633,640)
Citation 5
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Interpolation, factor model, Kalman filter, spline

5.

Econometric Analyses with Backdated Data: Unified Germany and the Euro Area

ECB Working Paper No. 752
Number of pages: 67 Posted: 31 May 2007
European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 70 (374,522)

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Backdating, Factor Model, Unified Germany, Euro Area

6.

A Multi-Country Trend Indicator for Euro Area Inflation: Computation and Properties

ECB Working Paper No. 60
Number of pages: 46 Posted: 19 Feb 2003
Elena Angelini, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 61 (402,247)

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Inflation, euro area, dynamic factors, forecast

7.

The Italian Block of the Escb Multi-Country Model

ECB Working Paper No. 660
Number of pages: 72 Posted: 02 Aug 2006
Elena Angelini, Antonello D'Agostino and Peter McAdam
European Central Bank (ECB), European Stability Mechanism and European Central Bank (ECB)
Downloads 52 (433,408)

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Macro-econometric Modelling, Italy

8.

Ecb-Basir: A Primer on the Macroeconomic Implications of the Covid-19 Pandemic

ECB Working Paper No. 20202431
Number of pages: 40 Posted: 29 Jun 2020
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and affiliation not provided to SSRN
Downloads 41 (477,456)
Citation 1

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COVID-19, ECB-BASE, epidemic, modelling

9.

External and Macroeconomic Adjustment in the Larger Euro Area Countries

ECB Working Paper No. 1647
Number of pages: 33 Posted: 15 Mar 2014
Elena Angelini, Michele Ca' Zorzi and Katrin Forster
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 38 (490,851)

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net lending, euro area countries, current account, modeling

10.

The Dutch Block of the Escb Multi-Country Model

ECB Working Paper No. 646
Number of pages: 73 Posted: 30 Jun 2006
European Central Bank (ECB), European Central Bank (ECB) and Bank for International Settlements (BIS)
Downloads 37 (495,406)

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Multi-country model, Forecast, Simulation, Netherlands

11.

Learning about Wage and Price Mark-Ups in Euro Area Countries

ECB Working Paper No. 1512
Number of pages: 31 Posted: 05 Mar 2013
Elena Angelini, Alistair Dieppe and Beatrice Pierluigi
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 32 (519,992)

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unit labour costs, competitiveness, price and wage mark-ups, nominal adjustment in a Monetary Union, rational and learning expectations

12.

Introducing ECB-Base: The Blueprint of the New ECB Semi-Structural Model for the Euro Area

ECB Working Paper No. 2315
Number of pages: 123 Posted: 16 Sep 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 30 (530,426)
Citation 4

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euro area, forecasting, monetary policy, Semi-structural model, simulations

13.

Mind the Gap: A Multi-Country BVAR Benchmark for the Eurosystem Projections

ECB Working Paper No. 2227 (2019); ISBN 978-92-899-3489-3
Number of pages: 27 Posted: 01 Feb 2019
European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank
Downloads 21 (585,283)
Citation 2

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multi-country model, cross-checking, conditional forecast, euro area