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Macroeconomic forecasting during the Great Recession : the return of non-linearity?
Ferrara, Laurent; Marcellino, Massimiliano; Mogliani, Matteo - In: International journal of forecasting 31 (2015) 3, pp. 664-679
Persistent link: https://www.econbiz.de/10011474466
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A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
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Forecasting the Covid-19 recession and recovery : lessons from the financial crisis
Foroni, Claudia; Marcellino, Massimiliano; Stevanović, … - 2020
Persistent link: https://www.econbiz.de/10012228547
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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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Common drifting volatility in large Bayesian VARs
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
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Forecasting economic activity by Bayesian bridge model averaging
Bencivelli, Lorenzo; Marcellino, Massimiliano; Moretti, … - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 21-40
Persistent link: https://www.econbiz.de/10011929333
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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
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Bayesian VARs : specification choices and forecast accuracy
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of applied econometrics 30 (2015) 1, pp. 46-73
Persistent link: https://www.econbiz.de/10011327653
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Macroeconomic forecasting in the Euro area : country specific versus area-wide information
Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: European economic review : EER 47 (2003) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001758231
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Forecasting EMU macroeconomic variables
Marcellino, Massimiliano - In: International journal of forecasting 20 (2004) 2, pp. 359-372
Persistent link: https://www.econbiz.de/10002033543