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person:"Marcellino, Massimiliano"
~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Temi di discussione / Banca d'Italia"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Ahn, Hie Joo"
~person:"Ghysels, Eric"
~subject:"Factor analysis"
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Marcellino, Massimiliano
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International journal of forecasting
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Temi di discussione / Banca d'Italia
Working paper / National Bureau of Economic Research, Inc.
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Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
2
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
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3
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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