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Macroeconomic forecasting during the Great Recession : the return of non-linearity?

Ferrara, Laurent; Marcellino, Massimiliano; Mogliani, Matteo - In: International journal of forecasting 31 (2015) 3, pp. 664-679

Persistent link: https://www.econbiz.de/10011474466

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

Persistent link: https://www.econbiz.de/10012228547

Forecasting the COVID-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

Persistent link: https://www.econbiz.de/10012253966

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across...

Persistent link: https://www.econbiz.de/10012285550

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - In: International journal of forecasting 38 (2022) 2, pp. 596-612

Persistent link: https://www.econbiz.de/10013348666

Marcellino, Massimiliano; Kapetanios, George; … - 2020

Persistent link: https://www.econbiz.de/10012214041

Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127

Persistent link: https://www.econbiz.de/10011691233

Common drifting volatility in large Bayesian VARs

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 375-390

Persistent link: https://www.econbiz.de/10011691646

Forecasting economic activity by Bayesian bridge model averaging

Bencivelli, Lorenzo; Marcellino, Massimiliano; Moretti, … - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 21-40

Persistent link: https://www.econbiz.de/10011929333

Forecasting economic activity with targeted predictors

Bulligan, Guido; Marcellino, Massimiliano; Venditti, … - In: International journal of forecasting 31 (2015) 1, pp. 188-206

Persistent link: https://www.econbiz.de/10011327372

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