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~institution:"C.E.P.R. Discussion Papers"
~person:"Marcellino, Massimiliano"
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Search: ("Referendums" OR "Regional Autonomy" OR "Scotland" OR "Secession" OR "UK") AND NOT isPartOf:Intereconomics
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forecasting
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Bayesian VARs
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business cycle
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cycle dating
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cycle synchronization
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euro area
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factor models
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forecasts
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Marcellino, Massimiliano
Haskel, Jonathan
17
Minford, Patrick
14
Van Reenen, John
11
Artis, Michael J
10
Mayer, Colin
9
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8
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C.E.P.R. Discussion Papers
IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University
4
Department of Economics, University of Birmingham
3
University of Southampton / Department of Economics
3
Department of Economics, European University Institute
2
School of Economics and Finance, Queen Mary
2
Department of Economics, Oxford University
1
Economics Division, University of Southampton
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
Financial Econometrics Research Centre, Warwick Business School
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CEPR Discussion Papers
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Factor Forecasts for the
UK
Artis, Michael J
;
Banerjee, Anindya
;
Marcellino, …
-
C.E.P.R. Discussion Papers
-
2002
potentially useful when forecasting. Hence, in this Paper we construct a large macroeconomic data-set for the
UK
, with about 80 …
Persistent link: https://www.econbiz.de/10005661430
Saved in:
2
Common Drifting Volatility in Large Bayesian VARs
Carriero, Andrea
;
Clark, Todd
;
Marcellino, Massimiliano
-
C.E.P.R. Discussion Papers
-
2012
features a Kroneker structure that allows for fast estimation, even in a large system. Using US and
UK
data, we show that …
Persistent link: https://www.econbiz.de/10011083279
Saved in:
3
Markov-switching MIDAS models
Guérin, Pierre
;
Marcellino, Massimiliano
-
C.E.P.R. Discussion Papers
-
2011
evaluation, the MS-MIDAS model is applied to the prediction of the US and
UK
economic activity, in terms both of quantitative …
Persistent link: https://www.econbiz.de/10008854481
Saved in:
4
Dating the Euro Area Business Cycle
Artis, Michael J
;
Marcellino, Massimiliano
;
Proietti, …
-
C.E.P.R. Discussion Papers
-
2003
with the
UK
and the US. Fourth, we construct indices of business cycle diffusion, and assess how widespread are cyclical …
Persistent link: https://www.econbiz.de/10005504746
Saved in:
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