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On the importance of sectoral and regional shocks for price setting
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - 2012
We use a novel disaggregate sectoral euro area data set with a regional breakdown to investigate price changes and suggest a new method to extract factors from over-lapping data blocks. This allows us to separately estimate aggregate, sectoral, country-specific and regional components of price...
Persistent link: https://www.econbiz.de/10010394236
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On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1234-1253
Persistent link: https://www.econbiz.de/10011687460
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Some stylized facts on non-systematic fiscal policy in the Euro area
Marcellino, Massimiliano - 2002
Persistent link: https://www.econbiz.de/10013424185
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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
financial crisis shock' being very large by historical standards and explaining 30 percent of the variation in GDP growth on …
Persistent link: https://www.econbiz.de/10008937395
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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Eickmeier, Sandra; Lemke, Wolfgang; Marcellino, Massimiliano - 2011
Persistent link: https://www.econbiz.de/10009011917
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The changing international transmission of financial shocks : evidence from a classical time-varying FAVAR
Abbate, Angela; Eickmeier, Sandra; Lemke, Wolfgang; … - In: Journal of money, credit and banking : JMCB 48 (2016) 4, pp. 573-601
Persistent link: https://www.econbiz.de/10011615515
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On the importance of sectoral shocks for price-setting
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - 2009
We use a novel disaggregate sectoral euro area dataset with a regional breakdown that allows explicit estimation of the sectoral component of price changes (rather than interpreting the idiosyncratic component as sectoral as done in other papers). Employing a new method to extract factors from...
Persistent link: https://www.econbiz.de/10003947456
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Bayesian nonparametric methods for macroeconomic forecasting
Marcellino, Massimiliano; Pfarrhofer, Michael - 2024
Persistent link: https://www.econbiz.de/10014520837
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On the importance of sectoral and regional shocks for price-setting
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - 2011
We use a novel disaggregate sectoral euro area data set with a regional breakdown to investigate price changes and suggest a new method to extract factors from over-lapping data blocks. This allows us to separately estimate aggregate, sectoral, country-specific and regional components of price...
Persistent link: https://www.econbiz.de/10009006626
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On the importance of sectoral shocks for price-setting
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - 2010
Persistent link: https://www.econbiz.de/10008935007