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Linear aggregation with common trends and cycles

Marcellino, Massimiliano - 2000

Persistent link: https://www.econbiz.de/10001456848

Linear aggregation with common trends and cycles

Marcellino, Massimiliano - 1999

Persistent link: https://www.econbiz.de/10001456865

Temporal aggregation of a VARIMAX process

Marcellino, Massimiliano - 1995

Persistent link: https://www.econbiz.de/10000929264

Some consequences of temporal aggregation of a VARIMA process

Marcellino, Massimiliano - 1995

Persistent link: https://www.econbiz.de/10000929901

Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model based procedure

Marcellino, Massimiliano - 1997

Persistent link: https://www.econbiz.de/10000984064

Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure

Marcellino, Massimiliano - 1998

Persistent link: https://www.econbiz.de/10001362828

Some consequences of temporal aggregation in empirical analysis

Marcellino, Massimiliano - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 1, pp. 129-136

Persistent link: https://www.econbiz.de/10001253380

Some temporal aggregation issues in empirical analysis

Marcellino, Massimiliano - 1996

Persistent link: https://www.econbiz.de/10000956782

Forecasting euro-area variables with German pre-EMU data

Brüggemann, Ralf (contributor); … - 2006

It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based on quarterly data for the period 1970Q1 - 2003Q4 for ten macroeconomic...

Persistent link: https://www.econbiz.de/10003375993

Comments on "A comparison of mixed frequency approaches for nowcasting euro area macroeconomic aggregates"

Sestieri, Giulia - In: International journal of forecasting 30 (2014) 3, pp. 569-571

Persistent link: https://www.econbiz.de/10010513609