Marta Banbura

European Central Bank

Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank

SCHOLARLY PAPERS

16

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296

CROSSREF CITATIONS

215

Scholarly Papers (16)

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1.

Nowcasting

Downloads 1,983 (14,283)
Citation 21

Nowcasting

ECB Working Paper No. 1275
Number of pages: 40 Posted: 11 Dec 2010
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 1,978 (14,076)
Citation 18

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Nowcasting, News, Factor Model, Forecasting

Nowcasting

CEPR Discussion Paper No. DP7883
Number of pages: 38 Posted: 19 Jul 2010
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 5 (1,059,395)
Citation 11
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Factor Model, Forecasting, News, Nowcasting

2.

Now-Casting and the Real-time Data Flow

Downloads 704 (64,090)
Citation 77

Now-Casting and the Real-time Data Flow

ECB Working Paper No. 1564
Number of pages: 55 Posted: 12 Aug 2013
Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR), Board of Governors of the Federal Reserve System and London Business School
Downloads 698 (63,871)
Citation 4

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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
Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR), Board of Governors of the Federal Reserve System and London Business School
Downloads 6 (1,051,118)
Citation 38
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Dynamic factor model, High-Dimensional Data, Macroeconomic forecasting, Macroeconomic News, Mixed-Frequency, Real-Time Data, State-Space Models

3.

Inflation Expectations and Their Role in Eurosystem Forecasting

ECB Occasional Paper No. 2021/264
Number of pages: 146 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
Ursel Baumann, Matthieu Darracq Paries, Thomas Westermann, Marianna Riggi, Elena Bobeica, Aidan Meyler, Benjamin Böninghausen, Friedrich Fritzer, Riccardo Trezzi, Jana Jonckheere, Dmitry Kulikov, Dilyana Popova, Sulev Pert, Maritta Paloviita, František Brázdik, Harri Pönkä, Mikkel Bess, Pierre-Antoine Robert, Alexander Al-Haschimi, Philipp Gmehling, Marta Banbura, Evangelos Charalampakis, Jan-Oliver Menz, Benny Hartwig, Joan Paredes, Ute Volz, Lovisa Reiche, Zacharias Bragoudakis, Marcel Tirpak, Evangelia Kasimati, Tomasz Łyziak, Alex Tagliabracci, Ewa Stanisławska, Andrejs Bessonovs, Nikolay I. Iskrev, Olegs Krasnopjorovs, Miroslav Gavura, Tomas Reichenbachas, Milan Damjanović, Roberta Colavecchio, Matjaz Maletic, Gabriele Galati, Danilo Leiva, Ide Kearney and Pär Stockhammar
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Board of Governors of the Federal Reserve System, National Bank of Belgium, Bank of Estonia, Bulgarian National Bank, Bank of Estonia, Bank of Finland - Research, Czech National Bank, Bank of Finland, National Bank of Denmark, Banque de France, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank, European Central Bank (ECB), Deutsche Bundesbank, Deutsche Bundesbank, European Central Bank, Deutsche Bundesbank, University of Oxford, Bank of Greece, European Central Bank (ECB), Bank of Greece, National Bank of Poland, Bank of Italy, National Bank of Poland, Latvijas Banka, Bank of Portugal - Economic Research Department, Latvijas Banka, Národná banka Slovenska, Bank of Lithuania, Bank of Slovenia, Banque centrale du Luxembourg, European Central Bank (ECB), De Nederlandsche Bank, Banco de España, De Nederlandsche Bank and Sveriges Riksbank
Downloads 337 (154,174)

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anchoring, forecasting, Inflation expectations, macroeconomics, monetary policy

4.

Large Bayesian VARs

ECB Working Paper No. 966
Number of pages: 44 Posted: 21 Nov 2008
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 334 (155,662)
Citation 10

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

5.

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 248 (211,407)
Citation 1

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dynamic factor models, interpolation, nowcasting

6.

Do Inflation Expectations Improve Model-based Inflation Forecasts?

Downloads 247 (213,196)
Citation 1

Do Inflation Expectations Improve Model-based Inflation Forecasts?

Banco de Espana Working Paper No. 2138
Number of pages: 77 Posted: 12 Nov 2021
Marta Banbura, Danilo Leiva-Leon and Jan-Oliver Menz
European Central Bank, Banco de España and Deutsche Bundesbank
Downloads 146 (340,081)

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forecasting, inflation, inflation expectations, Phillips curve, bayesian VAR

Do Inflation Expectations Improve Model-Based Inflation Forecasts?

ECB Working Paper No. 2021/2604
Number of pages: 75 Posted: 12 Oct 2021
Marta Banbura, Danilo Leiva-Leon and Jan-Oliver Menz
European Central Bank, Banco de España and Deutsche Bundesbank
Downloads 90 (488,959)
Citation 2

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Bayesian VAR, forecasting, inflation, inflation expectations, Phillips curve

Do Inflation Expectations Improve Model-Based Inflation Forecasts?

Deutsche Bundesbank Discussion Paper No. 48/2021
Number of pages: 70 Posted: 04 Feb 2022
Marta Banbura, Danilo Leiva-Leon and Jan-Oliver Menz
European Central Bank, Banco de España and Deutsche Bundesbank
Downloads 11 (1,003,542)

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Forecasting, Inflation, Inflation expectations, Phillips curve, BayesianVAR

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 221 (236,297)
Citation 28

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

8.

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 161 (313,042)
Citation 16

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

9.

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 155 (323,274)
Citation 4

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dynamic factor models, forecasting, filter weights

10.

Does the Phillips Curve Help to Forecast Euro Area Inflation?

ECB Working Paper No. 20202471
Number of pages: 56 Posted: 28 Sep 2020
Marta Banbura and Elena Bobeica
European Central Bank and European Central Bank (ECB)
Downloads 100 (449,691)
Citation 1

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C53, E31, E37

11.

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

Downloads 92 (474,703)
Citation 45

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, Centre for Economic Policy Research (CEPR) and European Central Bank (ECB)
Downloads 92 (478,711)
Citation 13

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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, Centre for Economic Policy Research (CEPR) and European Central Bank (ECB)
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Citation 12
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Bayesian Shrinkage, Conditional Forecast, Dynamic Factor Model, Large Cross-Sections, Vector Autoregression

12.

Business investment in EU countries

ECB Occasional Paper No. 215
Number of pages: 101 Posted: 30 Oct 2018
Marta Banbura, Maria Albani, Gene Ambrocio, Dirk Bursian, Ginters Buss, Jasper de Winter, Claire Giordano, Paulo Júlio, Julien Le Roux, Matija Lozej, Carmen Martinez-Carrascal, Philipp Meinen, Nektarios Michail, Dimitris Papageorgiou, Sebastiaan Pool, Rafael Ravnik, Máté Tóth, Giordano Zevi, Miroslav Gavura, Sune Malthe-Thagaard, Jose Maria and Lucio San Juan
European Central Bank, Bank of Greece, Bank of Finland, Deutsche Bundesbank, Bank of Latvia, De Nederlandsche Bank, Bank of Italy, Bank of Portugal, European Central Bank (ECB), Central Bank of Ireland, 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 91 (478,063)
Citation 4

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business investment, uncertainty, monetary policy, capital misallocation

13.

Combining Bayesian VARs with Survey Density Forecasts: Does it Pay Off?

ECB Working Paper No. 2021/2543
Number of pages: 57 Posted: 04 May 2021
Marta Banbura, Federica Brenna, Joan Paredes and Francesco Ravazzolo
European Central Bank, KU Leuven - Department of Economics, European Central Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 82 (509,349)
Citation 5

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14.

Nowcasting Employment in the Euro Area

ECB Working Paper No. 2023/2815
Number of pages: 36 Posted: 15 May 2023
Marta Banbura, Irina Belousova, Katalin Bodnár and Máté Barnabás Tóth
European Central Bank, European Commission-Joint Research Centre, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 52 (645,454)

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forecasting, mixed frequency, real-time data

15.

What Drives Core Inflation? The Role of Supply Shocks

ECB Working Paper No. 2023/2875
Number of pages: 51 Posted: 20 Nov 2023
Marta Banbura, Elena Bobeica and Catalina Martínez Hernández
European Central Bank, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 37 (747,009)

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Bayesian VAR, gas prices, inflation, supply chain bottlenecks, supply shocks

16.

Bayesian VARs with Large Panels

CEPR Discussion Paper No. DP6326
Number of pages: 28 Posted: 23 May 2008
Marta Banbura, Domenico Giannone and Lucrezia Reichlin
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 9 (986,666)
Citation 3
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Bayesian VAR, forecasting, large cross-sections, monetary VAR