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Forecasting with factor-augmented error correction models

Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: International journal of forecasting 30 (2014) 3, pp. 589-612

Persistent link: https://www.econbiz.de/10010513599

Forecasting economic activity with targeted predictors

Bulligan, Guido; Marcellino, Massimiliano; Venditti, … - In: International journal of forecasting 31 (2015) 1, pp. 188-206

Persistent link: https://www.econbiz.de/10011327372

Markov-switching mixed-frequency VAR models

Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: International journal of forecasting 31 (2015) 3, pp. 692-711

Persistent link: https://www.econbiz.de/10011474529

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020

We consider simple methods to improve the growth nowcasts and forecasts obtained by mixed frequency MIDAS and UMIDAS models with a variety of indicators during the Covid-19 crisis and recovery period, such as combining forecasts across various specifications for the same model and/or across...

Persistent link: https://www.econbiz.de/10012285550

Forecasting the Covid-19 recession and recovery : lessons from the financial crisis

Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - In: International journal of forecasting 38 (2022) 2, pp. 596-612

Persistent link: https://www.econbiz.de/10013348666