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Fiscal solvency and fiscal forecasting in Europe

Artis, Michael J.; Marcellino, Massimiliano - 1998

Persistent link: https://www.econbiz.de/10000992800

Fiscal solvency and fiscal forecasting in Europe

Artis, Michael J.; Marcellino, Massimiliano - 1998

Persistent link: https://www.econbiz.de/10001362883

Comments on "A comparison of mixed frequency approaches for nowcasting euro area macroeconomic aggregates"

Sestieri, Giulia - In: International journal of forecasting 30 (2014) 3, pp. 569-571

Persistent link: https://www.econbiz.de/10010513609

A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates

Foroni, Claudia; Marcellino, Massimiliano - In: International journal of forecasting 30 (2014) 3, pp. 554-568

Persistent link: https://www.econbiz.de/10010513618

An overview of the factor-augmented error-correction model

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

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

Forecasting with a DSGE model of a small open economy within the Monetary Union

Marcellino, Massimiliano; Rychalovska, Yuliya - In: Journal of forecasting 33 (2014) 5, pp. 315-338

Persistent link: https://www.econbiz.de/10010425650

MIDAS versus mixed-frequency VAR : nowcasting GDP in the euro area

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009

This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci.cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on exponential lag polynomials for the coeØ cients, whereas...

Persistent link: https://www.econbiz.de/10003815492

MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009

Persistent link: https://www.econbiz.de/10003887161

MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009

Persistent link: https://www.econbiz.de/10003897086

MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area

Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - In: International journal of forecasting 27 (2011) 2, pp. 529-542

Persistent link: https://www.econbiz.de/10009247409