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~person:"Marcellino, Massimiliano"
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Marcellino, Massimiliano
Caporale, Guglielmo Maria
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493
Gil-Alaña, Luis A.
470
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394
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ECONIS (ZBW)
163
EconStor
9
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1
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
2
Explaining the time-varying effects of oil market shocks on U.S. stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2017
-
This version: February 20, 2017
Persistent link: https://www.econbiz.de/10011805636
Saved in:
3
EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano
;
Proietti, Tommaso
;
Frale, Cecilia
; …
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 712-738
Persistent link: https://www.econbiz.de/10011474534
Saved in:
4
EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Grassi, Stefano
;
Proietti, Tommaso
;
Frale, Cecilia
; …
-
2014
The paper deals with the
estimation
of monthly indicators of economic activity for the Euro area and its largest member …
Persistent link: https://www.econbiz.de/10010402282
Saved in:
5
Pooling-based data interpolation and backdating
Marcellino, Massimiliano
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003214136
Saved in:
6
Pooling-based data interpolation and backdating
Marcellino, Massimiliano
-
2005
Persistent link: https://www.econbiz.de/10013424688
Saved in:
7
Large vector autoregressions with asymmetric priors
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2015
-
This draft: November 2015
We propose a new algorithm which allows easy
estimation
of Vector Autoregressions (VARs) featuring asymmetric priors …
Persistent link: https://www.econbiz.de/10011389735
Saved in:
8
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
9
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
Saved in:
10
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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