Marta Banbura

European Central Bank

Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

10

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Rank 27,986

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Top 27,986

in Total Papers Downloads

1,608

SSRN RANKINGS

Top 5,458

in Total Papers Citations

94

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Scholarly Papers (10)

1.
Downloads 528 ( 50,801)

Now-Casting and the Real-time Data Flow

ECB Working Paper No. 1564
Number of pages: 55 Posted: 12 Aug 2013
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and London Business School
Downloads 522 (50,938)

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Macroeconomic News, Macroeconomic Forecasting, Real-Time Data, Mixed Frequency, State Space Models

Now-Casting and the Real-Time Data Flow

CEPR Discussion Paper No. DP9112
Number of pages: 54 Posted: 28 Sep 2012
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System and London Business School
Downloads 6 (621,128)
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Dynamic factor model, High-Dimensional Data, Macroeconomic forecasting, Macroeconomic News, Mixed-Frequency, Real-Time Data, State-Space Models

2.
Downloads 401 ( 71,783)

Nowcasting

ECB Working Paper No. 1275
Number of pages: 40 Posted: 11 Dec 2010
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 396 (72,169)

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Nowcasting, News, Factor Model, Forecasting

Nowcasting

CEPR Discussion Paper No. DP7883
Number of pages: 38 Posted: 19 Jul 2010
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 5 (628,180)
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Factor Model, Forecasting, News, Nowcasting

3.

Large Bayesian VARs

ECB Working Paper No. 966
Number of pages: 44 Posted: 21 Nov 2008
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 238 (126,071)

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Bayesian VAR, Forecasting, Monetary VAR, large cross-sections

4.

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 140 (202,989)

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dynamic factor models, interpolation, nowcasting

5.

A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP

ECB Working Paper No. 751
Number of pages: 36 Posted: 31 May 2007
Marta Banbura and Gerhard Rünstler
European Central Bank and European Central Bank
Downloads 116 (234,745)

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dynamic factor models, forecasting, filter weights

6.

Maximum Likelihood Estimation of Factor Models on Data Sets with Arbitrary Pattern of Missing Data

ECB Working Paper No. 1189
Number of pages: 47 Posted: 25 May 2010
Marta Banbura and Michele Modugno
European Central Bank and Board of Governors of the Federal Reserve System
Downloads 65 (336,353)

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Factor Models, Forecasting, Large Cross-Sections, Missing data, EM algorithm

7.

Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

Tinbergen Institute Discussion Paper 2018-025/IV
Number of pages: 54 Posted: 26 Mar 2018
Marta Banbura and Andries van Vlodrop
European Central Bank and VU University Amsterdam
Downloads 58 (356,057)

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Consensus forecasts, forecast evaluation, large cross-sections, state space models

Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections

ECB Working Paper No. 1733
Number of pages: 48 Posted: 20 Sep 2014
Marta Banbura, Domenico Giannone and Michele Lenza
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and European Central Bank (ECB)
Downloads 31 (465,450)

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vector autoregression, Bayesian shrinkage, dynamic factor model, conditional forecast, large cross-sections

Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections

CEPR Discussion Paper No. DP9931
Number of pages: 39 Posted: 02 Jun 2014
Marta Banbura, Domenico Giannone and Michele Lenza
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and European Central Bank (ECB)
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Bayesian Shrinkage, Conditional Forecast, Dynamic Factor Model, Large Cross-Sections, Vector Autoregression

9.

Business investment in EU countries

ECB Occasional Paper No. 215
Number of pages: 101 Posted: 30 Oct 2018
European Central Bank, Bank of Greece, Bank of Finland, Goethe University Frankfurt, Bank of Latvia, De Nederlandsche Bank, Bank of Italy, Bank of Portugal, European Central Bank (ECB), University of Primorska, Banco de España, Deutsche Bundesbank, Cyprus University of Technology, Bank of Greece, De Nederlandsche Bank - Research Department, Croatian National Bank, European Central Bank (ECB), Bank of Italy, Národná banka Slovenska, National Bank of Denmark, Bank of Portugal and Banco de España
Downloads 22 (500,450)

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business investment, uncertainty, monetary policy, capital misallocation

10.

Bayesian VARs with Large Panels

CEPR Discussion Paper No. DP6326
Number of pages: 28 Posted: 23 May 2008
European Central Bank, Federal Reserve Banks - Federal Reserve Bank of New York and London Business School
Downloads 9 (576,277)
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Bayesian VAR, forecasting, large cross-sections, monetary VAR