Massimiliano Marcellino

Available identifiers

zbMath Open marcellino.massimilianoMaRDI QIDQ281033

List of research outcomes

Publication	Date of Publication	Type
Forecasting U.S. inflation using Bayesian nonparametric models	2024-04-15	Paper
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES	2023-11-16	Paper
Macro uncertainty in the long run	2023-07-19	Paper
Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors	2022-03-16	Paper
Time-varying instrumental variable estimation	2021-10-26	Paper
Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty	2021-10-26	Paper
Mixed-Frequency Vector Autoregressive Models	2020-07-10	Paper
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors	2019-09-02	Paper
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model	2019-02-25	Paper
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union	2018-10-12	Paper
Explaining the time-varying effects of oil market shocks on US stock returns	2018-09-12	Paper
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods	2018-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q4593684	2017-11-22	Paper
Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs	2016-07-12	Paper
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series	2016-06-10	Paper
Structural analysis with multivariate autoregressive index models	2016-05-10	Paper
Factor-GMM estimation with large sets of possibly weak instruments	2014-04-14	Paper
A parametric estimation method for dynamic factor models of large dimensions	2011-02-22	Paper
Survey data as coincident or leading indicators	2011-01-06	Paper
Cross-sectional averaging and instrumental variable estimation with many weak instruments	2010-09-07	Paper
Interpolation and backdating with a large information set	2008-12-12	Paper
Factor analysis in a model with rational expectations	2008-08-21	Paper
Pooling‐Based Data Interpolation and Backdating	2007-12-16	Paper
Some cautions on the use of panel methods for integrated series of macroeconomic data	2005-07-04	Paper
Time‐scale transformations of discrete time processes	2005-05-20	Paper
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS	2003-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4549703	2002-08-28	Paper
Fiscal forecasting: The track record of the IMF, OECD and EC	2002-02-19	Paper

Research outcomes over time

Doctoral students

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