Discussion paper DP6012 A Simple Benchmark for Forecasts of Growth and Inflation Massimiliano Marcellino 17 Dec 2006 International Macroeconomics C2 C53 E30
Discussion paper DP5620 A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions Massimiliano Marcellino George Kapetanios 4 Apr 2006 International Macroeconomics C32 C51 E52
Discussion paper DP5621 Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation Massimiliano Marcellino George Kapetanios 4 Apr 2006 International Macroeconomics C32 C51 E52
Discussion paper DP5266 Factor Analysis in a New-Keynesian Model Roger Farmer Jérôme Henry Massimiliano Marcellino Andreas Beyer 23 Oct 2005 International Macroeconomics E5 E52 E58
Discussion paper DP5294 Modelling and Forecasting Fiscal Variables for the euro Area Carlo A. Favero Massimiliano Marcellino 23 Oct 2005 International Macroeconomics C30 C53 E62
Discussion paper DP5295 Pooling-based data interpolation and backdating Massimiliano Marcellino 23 Oct 2005 International Macroeconomics C32 C43 C82
Discussion paper DP4976 A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series James Stock Mark Watson Massimiliano Marcellino 23 Mar 2005 International Macroeconomics C32 E37 E47
Discussion paper DP4977 Leading Indicators: What Have We Learned? Massimiliano Marcellino 23 Mar 2005 International Macroeconomics C53 E32 E37
Discussion paper DP4533 Interpolation and Backdating with A Large Information Set Jérôme Henry Massimiliano Marcellino Elena Angelini 23 Oct 2004 International Macroeconomics C32 C43 C82
Discussion paper DP4457 Characterizing the Business Cycle for Accession Countries Michael Artis Massimiliano Marcellino Tommaso Proietti 23 Jun 2004 International Macroeconomics C40 E32
Discussion paper DP4014 The Transmission Mechanism in a Changing World Michael Artis Massimiliano Marcellino Ana Beatriz Galvão 23 Aug 2003 International Macroeconomics C32 C53 E32
Discussion paper DP3893 Leading Indicators for Euro Area Inflation and GDP Growth Anindya Banerjee Massimiliano Marcellino Igor Masten 25 May 2003 International Macroeconomics C53 E37