Discussion paper DP7677 Forecasting with Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino Igor Masten 7 Feb 2010 International Macroeconomics C32 E17
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 DP7446 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models Massimiliano Marcellino George Kapetanios Andrea Carriero 23 Sep 2009 International Macroeconomics C11 C13 C33 C53
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 DP7036 A Measure for Credibility: Tracking US Monetary Developments Maria Demertzis Nicola Viegi Massimiliano Marcellino 10 Nov 2008 International Macroeconomics E52 E58
Discussion paper DP7007 A Monthly Indicator of the Euro Area GDP Massimiliano Marcellino Tommaso Proietti Cecilia Frale Gian Luigi Mazzi 17 Oct 2008 International Macroeconomics C53 E32 E37
Discussion paper DP7008 Forecasting Exchange Rates with a Large Bayesian VAR Massimiliano Marcellino George Kapetanios Andrea Carriero 17 Oct 2008 International Macroeconomics C11 C53 F31
Discussion paper DP7009 Path Forecast Evaluation Massimiliano Marcellino Òscar Jordà 17 Oct 2008 International Macroeconomics C32 C52 C53
Discussion paper DP6706 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change Anindya Banerjee Massimiliano Marcellino Igor Masten 15 Feb 2008 International Macroeconomics C32 C53 E37
Discussion paper DP6707 Factor-augmented Error Correction Models Anindya Banerjee Massimiliano Marcellino 15 Feb 2008 International Macroeconomics C32 E17
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
Discussion paper DP6012 A Simple Benchmark for Forecasts of Growth and Inflation Massimiliano Marcellino 17 Dec 2006 International Macroeconomics C2 C53 E30