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Dynamic factor models for surveybased confidence indicators : final report

Marcellino, Massimiliano - Università Commerciale Luigi Bocconi, Mailand - 2006

Persistent link: https://www.econbiz.de/10011291661

Leading indicators

Marcellino, Massimiliano - 2006

Persistent link: https://www.econbiz.de/10003338448

A comparison of methods for the construction of composite coincident and leading indexes for the UK

Carriero, Andrea; Marcellino, Massimiliano - In: International journal of forecasting 23 (2007) 2, pp. 219-236

Persistent link: https://www.econbiz.de/10003483785

A comparison of methods for the construction of composite coincident and leading indexes for the UK

Carriero, Andrea (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003428568

A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 135 (2006) 1/2, pp. 499-526

Persistent link: https://www.econbiz.de/10003376109

Sectoral survey-based confidence indicators for Europe

Carriero, Andrea; Marcellino, Massimiliano - 2007

Persistent link: https://www.econbiz.de/10003913375

Monitoring the economy of the euro area : a comparison of composite coincident indexes

Carriero, Andrea; Marcellino, Massimiliano - 2007

Persistent link: https://www.econbiz.de/10003913377

Survey data as coincident or leading indicators

Frale, Cecilia; Marcellino, Massimiliano; Mazzi, Gian Luigi - In: Journal of forecasting 29 (2010) 1/2, pp. 109-131

Persistent link: https://www.econbiz.de/10003951818

Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility

Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - 2013

Persistent link: https://www.econbiz.de/10010351217

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 countries that possess the following attributes: relevance, representativeness and timeliness. Relevance is obtained by referring our monthly indicators to gross domestic...

Persistent link: https://www.econbiz.de/10010402282