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An overview of the factor-augmented error-correction model

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2015

Persistent link: https://www.econbiz.de/10010494865

On the importance of sectoral and regional shocks for price-setting

Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1234-1253

Persistent link: https://www.econbiz.de/10011687460

On the importance of sectoral and regional shocks for price setting

Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - 2012

We use a novel disaggregate sectoral euro area data set with a regional breakdown to investigate price changes and suggest a new method to extract factors from over-lapping data blocks. This allows us to separately estimate aggregate, sectoral, country-specific and regional components of price...

Persistent link: https://www.econbiz.de/10010394236

Forecast pooling for European macroeconomic variables

Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 91-112

Persistent link: https://www.econbiz.de/10002069690

Principal components at work : the empirical analysis of monetary policy with large datasets

Favero, Carlo A. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002156350

Forecasting pooling for short time series of macroeconomic variables

Marcellino, Massimiliano (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002156738

Dating business cycles : a methodological contribution with an application to the euro area

Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - In: Oxford bulletin of economics and statistics 66 (2004) 4, pp. 537-565

Persistent link: https://www.econbiz.de/10002242743

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

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - 2013

Persistent link: https://www.econbiz.de/10009724167

Forecasting macroeconomic variables for the new Member States

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: The Central and Eastern European countries and the …, (pp. 108-134). 2006

Persistent link: https://www.econbiz.de/10003334586

The cyclical experience of the new Member States

Artis, Michael J.; Marcellino, Massimiliano; Proietti, … - In: The Central and Eastern European countries and the …, (pp. 135-158). 2006

Persistent link: https://www.econbiz.de/10003334588

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