Similar Search Results

EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries

Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - In: International journal of forecasting 31 (2015) 3, pp. 712-738

Persistent link: https://www.econbiz.de/10011474534

An overview of the Factor-augmented Error-Correction Model

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Dynamic factor models, (pp. 3-41). 2016

Persistent link: https://www.econbiz.de/10011448650

Point, interval and density forecasts of exchange rates with time-varying parameter models

Abbate, Angela; Marcellino, Massimiliano - 2016

We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for an accurate calibration of forecast confidence...

Persistent link: https://www.econbiz.de/10011489395

Using low frequency information for predicting high frequency variables

Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - 2015

Persistent link: https://www.econbiz.de/10011391720

Structural analysis with multivariate autoregressive index models

Carreiro, Andrea; Kapetanios, George; Marcellino, … - 2015

Persistent link: https://www.econbiz.de/10011391928

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

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

Structural FECM : cointegration in large‐scale structural FAVAR models

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086

Persistent link: https://www.econbiz.de/10011862314

Time variation in macro-financial linkages

Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1215-1233

Persistent link: https://www.econbiz.de/10011687454

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