Your search for Massimiliano Marcellino

Applied Economic Forecasting using Time Series Methods

Applied Economic Forecasting using Time Series Methods

The Central and Eastern European Countries and the European Union

Applied Econometrics

Applied Economic Forecasting using Time Series Methods

Progressive Modelling

Progressive Modelling

Applied Economic Forecasting Using Time Series Methods

The Central and Eastern European Countries and the European Union

The Central and Eastern European Countries and the European Union

Applied Econometrics

Mixed frequency models with MA components

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

Time variation in macro-financial linkages

The changing international transmission of financial shocks

Classical time-varying FAVAR models

Empirical simultaneous confidence regions for path-forecasts

MIDAS versus mixed-frequency VAR

Pooling versus model selection for nowcasting with many predictors

Factor-MIDAS for now- and forecasting with ragged-edge data