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Browsing All of EconStor by Author Marcellino, Massimiliano


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Year of PublicationTitleAuthor(s)
1997A Theory of Rational Choice Under Complete IgnoranceNehring, Klaus; Marcellino, Massimiliano
1998Monotonicity Implies Strategy-Proofness for CorrespondencesNehring, Klaus; Marcellino, Massimiliano
1999Varieties of Interpersonal Compatibility of BeliefsBonanno, Giacomo; Nehring, Klaus; Marcellino, Massimiliano
2000Stochastic processes subject to time-scale transformations: An application to high-frequency FX dataJordá, Oscar; Marcellino, Massimiliano
2003Time-scale transformations of discrete time processesJordà, Òscar; Marcellino, Massimiliano
2003A comparison of estimation methods for dynamic factor models of large dimensionsKapetanios, George; Marcellino, Massimiliano
2003Interpolation and backdating with a large information setAngelini, Elena; Henry, Jérôme; Marcellino, Massimiliano
2005Forecasting macroeconomic variables for the new member states of the European UnionBanerjee, Anindya; Marcellino, Massimiliano; Masten, Igor
2005Factor analysis in a New-Keynesian modelBeyer, Andreas; Farmer, Roger E. A.; Henry, Jérôme; Marcellino, Massimiliano
2006Factor-GMM estimation with large sets of possibly weak instrumentsKapetanios, George; Marcellino, Massimiliano
2006Regional inflation dynamics within and across euro area countries and a comparison with the USBeck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano
2006Regional inflation dynamics within and across euro area countries and a comparison with the USBeck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano
2006Forecasting euro-area variables with German pre-EMU dataBrüggemann, Ralf; Lütkepohl, Helmut; Marcellino, Massimiliano
2007Forecasting large datasets with reduced rank multivariate modelsCarriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
2007Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDPMarcellino, Massimiliano; Schumacher, Christian
2007Econometric analyses with backdated data: unified Germany and the euro areaAngelini, Elena; Marcellino, Massimiliano
2007Macroeconomic forecasting with mixed frequency data: Forecasting US output growthClements, Michael P.; Galvão, Ana Beatriz; Marcellino, Massimiliano
2007A comparison of methods for the construction of composite coincident and leading indexes for the UKCarriero, Andrea; Marcellino, Massimiliano
2008Forecasting exchange rates with a large Bayesian VARCarriero, Andrea; Kapetanios, George; Marcellino, Massimiliano
2008Path forecast evaluationJordà, Òscar; Marcellino, Massimiliano
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