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Records found: 8

DP12339	Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model Author(s): Roberto Casarin, Claudia Foroni, Massimiliano Marcellino and Francesco Ravazzolo Published: September 2017
DP9815	Markov-Switching Mixed-Frequency VAR Models Author(s): Claudia Foroni, Pierre Guérin and Massimiliano Marcellino Published: February 2014
DP9334	Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility Author(s): Massimiliano Marcellino, Mario Porqueddu and Fabrizio Venditti Published: February 2013
DP9112	Now-casting and the real-time data flow Author(s): Marta Banbura, Domenico Giannone, Michele Modugno and Lucrezia Reichlin Published: September 2012
DP8234	Markov-switching MIDAS models Author(s): Pierre Guérin and Massimiliano Marcellino Published: February 2011
DP7445	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area Author(s): Vladimir Kuzin, Massimiliano Marcellino and Christian Schumacher Published: September 2009
DP7197	Pooling versus model selection for nowcasting with many predictors: An application to German GDP Author(s): Vladimir Kuzin, Massimiliano Marcellino and Christian Schumacher Published: March 2009
DP6708	Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP Author(s): Massimiliano Marcellino and Christian Schumacher Published: February 2008

Records Found 8