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Forecasting macroeconomic variables using diffusion indexes in short samples with structural change
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2008
Persistent link: https://www.econbiz.de/10003913416
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Further results on MSFE encompassing
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10000998755
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Ex post and ex ante analysis of provisional data
Gallo, Giampiero M.; Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10001362879
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Fiscal solvency and fiscal forecasting in Europe
Artis, Michael J.; Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10001362883
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Markov-switching three-pass regression filter
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, … - 2016 - This version: November, 2016
Persistent link: https://www.econbiz.de/10011805831
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Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo; Hansen, Erwin; Lozano-Banda, Martín - 2018 - This version: February, 2018
Persistent link: https://www.econbiz.de/10011920747