Browsing All of EconStor by Author Marcellino, Massimiliano

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