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Factor-MIDAS for now- and forecasting with ragged-edge data : a model comparison for German GDP1
Marcellino, Massimiliano; Schumacher, Christian - 2008
Persistent link: https://www.econbiz.de/10003913410
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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2008
Persistent link: https://www.econbiz.de/10003913416
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Factor-augmented error correction models
Banerjee, Anindya; Marcellino, Massimiliano - 2008
Persistent link: https://www.econbiz.de/10003913419
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Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671718
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LSM : a DSGE model for Luxembourg
Deák, Szabolcs; Fontagné, Lionel; Maffezzoli, Marco; … - In: Economic modelling 28 (2011) 6, pp. 2862-2872
Persistent link: https://www.econbiz.de/10009512444
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U-MIDAS : MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - 2012
Persistent link: https://www.econbiz.de/10009512876
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Empirical simultaneous prediction regions for path-forecasts
Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2012
Persistent link: https://www.econbiz.de/10009546069
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Macroeconomic forecasting during the Great Recession : the return of non-linearity?
Ferrara, Laurent; Marcellino, Massimiliano; Mogliani, Matteo - 2012
Persistent link: https://www.econbiz.de/10009574425
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A credibility proxy : tracking US monetary developments
Demertzis, Maria; Marcellino, Massimiliano; Viegi, Nicola - In: The B.E. journal of macroeconomics 12 (2012) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10009579407
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Econometric analyses with backdated data : unified Germany and the euro area
Angelini, Elena; Marcellino, Massimiliano - In: Economic modelling 28 (2011) 3, pp. 1405-1414
Persistent link: https://www.econbiz.de/10009272091