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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"Discussion papers / Department of Economics, The University of Birmingham"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of forecasting"
~person:"Gupta, Rangan"
~subject:"Epidemie"
~subject:"Estimation"
~subject:"Euro area"
~subject:"Theory"
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Prognoseverfahren
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6
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5
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Marcellino, Massimiliano
Gupta, Rangan
Pesaran, M. Hashem
8
Koop, Gary
6
Clark, Todd E.
5
Banerjee, Anindya
4
Härdle, Wolfgang
4
Kilian, Lutz
4
Phillips, Peter C. B.
4
Tobias, Justin L.
4
Vahid, Farshid
4
Baltagi, Badi H.
3
Chan, Ngai Hang
3
Doppelhofer, Gernot
3
Egger, Peter
3
Ford, James L.
3
Hautsch, Nikolaus
3
Herwartz, Helmut
3
Jones, Andrew M.
3
Karathanasopoulos, Andreas
3
Kumbhakar, Subal
3
Lee, Lung-fei
3
Pendakur, Krishna
3
Schumacher, Christian
3
Sola, Martin
3
Strachan, Rodney W.
3
Urbain, Jean-Pierre
3
Weeks, Melvyn
3
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2
Belzil, Christian
2
Bianchi, Marco
2
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2
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2
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2
Carriero, Andrea
2
Cepni, Oguzhan
2
Chang, Sheng-kai
2
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2
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2
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Discussion papers / Department of Economics, The University of Birmingham
Journal of applied econometrics
Journal of forecasting
Department of Economics working paper series
39
Discussion paper / Centre for Economic Policy Research
19
Working papers / University of Connecticut, Department of Economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
Discussion papers / CEPR
10
Applied economics
9
Research in international business and finance
9
Working papers / Innocenzo Gasparini Institute for Economic Research
9
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
International journal of finance & economics : IJFE
6
Discussion paper / Deutsche Bundesbank
5
Economic modelling
5
International review of economics & finance : IREF
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Oxford bulletin of economics and statistics
4
Working paper series / Innocenzo Gasparini Institute for Economic Research
4
EUI working paper / ECO
3
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Federal Reserve Bank of Cleveland working paper series
3
International journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of economics and finance
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Emerging markets review
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Empirica : journal of european economics
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ECONIS (ZBW)
12
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
3
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
4
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
5
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
6
An overview of the factor-augmented error-correction model
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
-
2015
Persistent link: https://www.econbiz.de/10010494865
Saved in:
7
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
8
Time variation in macro-financial linkages
Prieto, Esteban
;
Eickmeier, Sandra
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454
Saved in:
9
On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.
;
Hubrich, Kirstin
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
Saved in:
10
The transmission mechanism in a changing world
Artis, Michael J.
;
Galvão, Ana Beatriz C.
;
Marcellino, …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003448508
Saved in:
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