Discussion paper DP12219 Is Industrial Production Still the Dominant Factor for the US Economy? Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin 12 Aug 2017 Financial Economics C32 C33 C38 E32
Discussion paper DP9815 Markov-Switching Mixed-Frequency VAR Models Massimiliano Marcellino Claudia Foroni 9 Feb 2014 International Macroeconomics C53 E32 E37
Discussion paper DP9698 Regime Switches in the Risk-Return Trade-off Eric Ghysels Massimiliano Marcellino 27 Oct 2013 Financial Economics International Macroeconomics G10 G12
Discussion paper DP7445 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area Christian Schumacher Massimiliano Marcellino Vladimir Kuzin 23 Sep 2009 International Macroeconomics C53 E37
Discussion paper DP7197 Pooling versus model selection for nowcasting with many predictors: An application to German GDP Christian Schumacher Massimiliano Marcellino Vladimir Kuzin 1 Mar 2009 International Macroeconomics C53 E37
Discussion paper DP6708 Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP Christian Schumacher Massimiliano Marcellino 15 Feb 2008 International Macroeconomics C53 E37