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Bank of Italy
SSRN RANKINGS
in Total Papers Citations
mixed frequency models, dynamic factor models, MIDAS, forecasting
Mixed frequency models, Dynamic factor Models, MIDAS, Forecasting
fiscal policy, distortionary taxation, DSGE modeling, Bayesian estimation
forecasting inflation, real time forecasts, dynamic
forecasting inflation, real time forecasts, dynamic factor models, MIDAS regression, economic derivatives
forecasting inflation, real-time forecasts, dynamic factor models, MIDAS regression, economic derivatives
short term forecasting, LASSO, mixed frequency models, Kalman smoothing, payment systems, TARGET2
Forecasting, Text Mining, Sentiment, Economic Policy Uncertainty, Big data, BMA
factor models, model uncertainty, forecast combination, density forecast
Factor Models, Model Uncertainty, Forecast Combination, Density Forecast
Dynamic General Equilibrium Model, Simulation Analysis, Italy
productive capacity, manufacturing
productive capacity, manufacturing, microdata
temporal disaggregation by related series, regional economies benchmarking and extrapolation, real time estimates
factor models, Kalman filter, temporal disaggregation, mixed frequency data, forecasting
