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A Markov-switching vector equilibrium correction model of the UK labour market

Krolzig, Hans-Martin; Marcellino, Massimiliano; Mizon, … - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 233-254

Persistent link: https://www.econbiz.de/10006267418

Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK

Marcellino, Massimiliano; Mizon, Grayham E. - In: Economic modelling 17 (2000) 3, pp. 387-414

Persistent link: https://www.econbiz.de/10006286104

Testing for PPP: Should we use panel methods?

Banerjee, Anindya; Marcellino, Massimiliano; Osbat, Chiara - In: Empirical economics : a journal of the Institute for … 30 (2005) 1, pp. 77-92

Persistent link: https://www.econbiz.de/10006238885

Forecast Bias and MSFE Encompassing

Marcellino, Massimiliano - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 533-542

Persistent link: https://www.econbiz.de/10006451884

Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area

Artis, Michael; Marcellino, Massimiliano; Proietti, Tommaso - In: Oxford bulletin of economics and statistics 66 (2004) 4, pp. 537-566

Persistent link: https://www.econbiz.de/10006428623

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/10006431204

MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS

Jordà, `Oscar; Marcellino, Massimiliano - In: Macroeconomic dynamics 7 (2003) 4, pp. 618-635

Persistent link: https://www.econbiz.de/10006027297

ROBUST DECISION THEORY AND THE LUCAS CRITIQUE

Marcellino, Massimiliano; Salmon, Mark - In: Macroeconomic dynamics 6 (2002) 1, pp. 167

Persistent link: https://www.econbiz.de/10006034808

MIXED‐FREQUENCY STRUCTURAL MODELS: IDENTIFICATION, ESTIMATION, AND POLICY ANALYSIS

Foroni, Claudia; Marcellino, Massimiliano - In: Journal of Applied Econometrics 29 (2014) 7, pp. 1118-1144

Persistent link: https://www.econbiz.de/10011144481

Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials

Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - In: Journal of the Royal Statistical Society Series A 178 (2015) 1, pp. 57-82

type="main" xml:id="rssa12043-abs-0001" <title type="main">Summary</title> <p>Mixed data sampling (MIDAS) regressions allow us to estimate dynamic equations that explain a low frequency variable by high frequency variables and their lags. When the difference in sampling frequencies between the regressand and the regressors...</p>

Persistent link: https://www.econbiz.de/10011148462