Discussion paper DP9334 Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility Massimiliano Marcellino Fabrizio Venditti 10 Feb 2013 International Macroeconomics C22 E27 E32
Discussion paper DP8234 Markov-switching MIDAS models Massimiliano Marcellino 8 Feb 2011 International Macroeconomics C22 C53 E37
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