Massimiliano Marcellino

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Person:281033

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zbMath Open marcellino.massimilianoMaRDI QIDQ281033

List of research outcomes

PublicationDate of PublicationType
Forecasting U.S. inflation using Bayesian nonparametric models2024-04-15Paper
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES2023-11-16Paper
Macro uncertainty in the long run2023-07-19Paper
Corrigendum to ``Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors2022-03-16Paper
Time-varying instrumental variable estimation2021-10-26Paper
Using time-varying volatility for identification in vector autoregressions: an application to endogenous uncertainty2021-10-26Paper
Mixed-Frequency Vector Autoregressive Models2020-07-10Paper
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors2019-09-02Paper
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov-switching model2019-02-25Paper
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union2018-10-12Paper
Explaining the time-varying effects of oil market shocks on US stock returns2018-09-12Paper
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods2018-08-15Paper
https://portal.mardi4nfdi.de/entity/Q45936842017-11-22Paper
Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs2016-07-12Paper
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series2016-06-10Paper
Structural analysis with multivariate autoregressive index models2016-05-10Paper
Factor-GMM estimation with large sets of possibly weak instruments2014-04-14Paper
A parametric estimation method for dynamic factor models of large dimensions2011-02-22Paper
Survey data as coincident or leading indicators2011-01-06Paper
Cross-sectional averaging and instrumental variable estimation with many weak instruments2010-09-07Paper
Interpolation and backdating with a large information set2008-12-12Paper
Factor analysis in a model with rational expectations2008-08-21Paper
Pooling‐Based Data Interpolation and Backdating2007-12-16Paper
Some cautions on the use of panel methods for integrated series of macroeconomic data2005-07-04Paper
Time‐scale transformations of discrete time processes2005-05-20Paper
MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS2003-01-01Paper
https://portal.mardi4nfdi.de/entity/Q45497032002-08-28Paper
Fiscal forecasting: The track record of the IMF, OECD and EC2002-02-19Paper

Research outcomes over time


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