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Massimiliano Marcellino

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First Name: Massimiliano
Middle Name:
Last Name: Marcellino
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RePEc Short-ID: pma114

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Homepage: http://www.eui.eu/Personal/Marcellino/
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Works

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Working papers

  1. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers ECO2009/31, European University Institute. [Downloadable!]

  2. Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," Economics Working Papers ECO2009/32, European University Institute. [Downloadable!]

  3. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2009. "Forecasting with Factor-Augmented Error Correction Models," Discussion Papers 09-06, Department of Economics, University of Birmingham. [Downloadable!]
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  4. Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute. [Downloadable!]
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  5. Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2009. "MIDAS versus mixed-frequency VAR: nowcasting GDP in the euro area," Discussion Paper Series 1: Economic Studies 2009,07, Deutsche Bundesbank, Research Centre. [Downloadable!]

  6. Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008. "A Monthly Indicator of the Euro Area GDP," Economics Working Papers ECO2008/32, European University Institute. [Downloadable!]
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  7. Anindya Banerjee & Massimiliano Marcellino, 2008. "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  8. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary, University of London, Department of Economics. [Downloadable!]

  9. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary, University of London, Department of Economics. [Downloadable!]

  10. Maria Demertzis & Massimiliano Marcellino & Nicola Viegi, 2008. "A Measure for Credibility: Tracking US Monetary Developments," DNB Working Papers 187, Netherlands Central Bank, Research Department. [Downloadable!]
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  11. A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute. [Downloadable!]
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  12. Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute. [Downloadable!]
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  13. Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," CEPR Discussion Papers 6706, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  14. George Kapetanios & Massimiliano Marcellino, 2008. "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers 627, Queen Mary, University of London, Department of Economics. [Downloadable!]

  15. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary, University of London, Department of Economics. [Downloadable!]

  16. Marcellino, Massimiliano & Schumacher, Christian, 2007. "Factor-MIDAS for now- and forecasting with ragged-edge data: a model comparison for German GDP," Discussion Paper Series 1: Economic Studies 2007,34, Deutsche Bundesbank, Research Centre. [Downloadable!]
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  17. Elena Angelini & Massimiliano Marcellino, 2007. "Econometric analyses with backdated data - unified Germany and the euro area," Working Paper Series 752, European Central Bank. [Downloadable!]

  18. Andrea Carriero & Massimiliano Marcellino, 2007. "Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes," Working Papers 319, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

  19. Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

  20. Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

  21. Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2007. "Factor Analysis in a Model with Rational Expectations," NBER Working Papers 13404, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. Marcellino, Massimiliano, 2006. "A Simple Benchmark for Forecasts of Growth and Inflation," CEPR Discussion Papers 6012, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  23. Günter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2006. "Regional inflation dynamics within and across euro area countries and a comparison with the US," Working Paper Series 681, European Central Bank. [Downloadable!]

  24. Kapetanios, George & Marcellino, Massimiliano, 2006. "Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation," CEPR Discussion Papers 5621, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  25. Kapetanios, George & Marcellino, Massimiliano, 2006. "A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions," CEPR Discussion Papers 5620, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  26. Guenter Beck & Massimiliano Marcellino, 2006. "Regional Inflation Dynamics within and across Euro Area and a Comparison with the US," Computing in Economics and Finance 2006 338, Society for Computational Economics. [Downloadable!]

  27. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2006. "Forecasting Euro-Area Variables with German Pre-EMU Data," SFB 649 Discussion Papers SFB649DP2006-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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  28. George Kapetanios & Massimiliano Marcellino, 2006. "Factor-GMM Estimation with Large Sets of Possibly Weak Instruments," Working Papers 577, Queen Mary, University of London, Department of Economics. [Downloadable!]

  29. Massimiliano Marcellino & George Kapetanios, 2006. "The Role of Search Frictions and Bargaining for Inflation Dynamics," Working Papers 305, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

  30. Massimiliano Marcellino, 2005. "Leading Indicators: What Have We Learned?," Working Papers 286, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  31. Massimiliano Marcellino, 2005. "Pooling-based Data Interpolation and Backdating," Working Papers 299, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  32. Favero, Carlo A & Marcellino, Massimiliano, 2005. "Modelling and Forecasting Fiscal Variables for the euro Area," CEPR Discussion Papers 5294, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  33. Massimiliano Marcellino & James Stock & Mark Watson, 2005. "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," Working Papers 285, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  34. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 482, European Central Bank. [Downloadable!]

  35. Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2005. "Factor analysis in a New-Keynesian model," Working Paper Series 510, European Central Bank. [Downloadable!]
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  36. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004. "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers 260, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

  37. Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2004. "Interpolation and Backdating with A Large Information Set," CEPR Discussion Papers 4533, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  38. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004. "Characterising the Business Cycle for Accession Countries," Working Papers 261, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  39. George Kapetanios & Massimiliano Marcellino, 2003. "A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions," Working Papers 489, Queen Mary, University of London, Department of Economics. [Downloadable!]

  40. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  41. Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003. "The transmission mechanism in a changing world," Economics Working Papers ECO2003/18, European University Institute. [Downloadable!]
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    Published as:

  42. Jorda, Oscar & Marcellino, Massimiliano, 2003. "Time-Scale Transformations of Discrete-Time Processes," Working Papers 03-2, University of California at Davis, Department of Economics. [Downloadable!]
    Published as:

  43. Artis, Michael J & Marcellino, Massimiliano & Proietti, Tommaso, 2003. "Dating the Euro Area Business Cycle," CEPR Discussion Papers 3696, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  44. Corielli, Francesco & Marcellino, Massimiliano, 2002. "Factor Based Index Tracking," CEPR Discussion Papers 3265, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  45. Marcellino, Massimiliano, 2002. "Some Stylized Facts on Non-Systematic Fiscal Policy in the Euro Area," CEPR Discussion Papers 3635, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  46. Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  47. Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002. "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002 13, Royal Economic Society. [Downloadable!]
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  48. Angelini, Henry, Marcellino, 2002. "interpolation with a large information set," Computing in Economics and Finance 2002 72, Society for Computational Economics. [Downloadable!]

  49. Marcellino, Massimiliano, 2002. "Forecast Pooling for Short Time Series of Macroeconomic Variables," CEPR Discussion Papers 3313, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  50. Marcellino, Massimiliano, 2002. "Instability and Non-Linearity in the EMU," CEPR Discussion Papers 3312, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  51. Anindya BANERJEE & Massimiliano MARCELLINO, 2002. "Are There Any Reliable Leading Indicators for US Inflation and GDP Growth?," Economics Working Papers ECO2002/21, European University Institute. [Downloadable!]
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  52. Marcellino, Massimiliano, 2002. "Forecasting EMU Macroeconomic Variables," CEPR Discussion Papers 3529, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  53. Favero, Carlo A & Marcellino, Massimiliano, 2001. "Large Datasets, Small Models and Monetary Policy in Europe," CEPR Discussion Papers 3098, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  54. Mark Salmon & Massimiliano Marcellino, 2001. "Robust Decision Theory and the Lucas Critique," Working Papers wp01-10, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
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  55. Massimiliano Marcellino & Grayham E. Mizon, 2000. "Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994," Econometric Society World Congress 2000 Contributed Papers 0911, Econometric Society. [Downloadable!]

  56. Artis, Michael J & Marcellino, Massimiliano, 1999. "Fiscal Forecasting: the Track Record of the IMF, OECD, and EC," CEPR Discussion Papers 2206, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  57. Artis, Michael J & Marcellino, Massimiliano, 1998. "Fiscal Solvency and Fiscal Forecasting in Europe," CEPR Discussion Papers 1836, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  58. Marcellino, M., 1997. "Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures," Economics Working Papers eco97/30, European University Institute.

  59. Massimiliano Marcellino, 1996. "Some Temporal Aggregation Issues in Empirical Analysis," University of California at San Diego, Economics Working Paper Series 96-39, Department of Economics, UC San Diego. [Downloadable!]

  60. Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, . "Some Cautions on the Use of Panel Methods for Integrated Series of Macro-Economic Data," Working Papers 170, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  61. Massimiliano Marcellino & Grayham E. Mizon, . "Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994," Working Papers 188, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  62. Eliana La Ferrara & Massimiliano Marcellino, . "TFP, Costs, and Public Infrastructure: An Equivocal Relationship," Working Papers 176, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

  63. Oscar Jorda & Massimiliano Marcellino, . "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics 00-02, California Davis - Department of Economics. [Downloadable!]
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  64. Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, . "Survey Data as Coincident or Leading Indicators," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance. [Downloadable!]
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  65. Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, . "Principal components at work: The empirical analysis of monetary policy with large datasets," Working Papers 223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  66. Massimiliano Marcellino & James H. Stock & Mark W. Watson, . "Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information," Working Papers 201, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  67. Federico Bonaglia & Eliana La Ferrara & Massimiliano Marcellino, . "Public Capital and Economic Performance: Evidence from Italy," Working Papers 163, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  68. Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, . "A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market," Working Papers 185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  69. Massimiliano Marcellino, . "Model Selection for Non-Linear Dynamic Models," Working Papers 159, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

  70. Giampiero M. Gallo & Massimiliano Marcellino, . "Ex Post and Ex Ante Analysis of Provisional Data," Working Papers 141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

  71. Massimiliano Marcellino, . "Linear Aggregation with Common Trends and Cycles," Working Papers 160, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  72. Massimiliano Marcellino & Grayham E. Mizon, . "Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK," Working Papers 145, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  73. Massimiliano Marcellino, . "Further Results on MSFE Encompassing," Working Papers 143, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

Articles

  1. George Kapetanios & Massimiliano Marcellino, 2009. "A parametric estimation method for dynamic factor models of large dimensions," Journal of Time Series Analysis, Blackwell Publishing, vol. 30(2), pages 208-238, 03. [Downloadable!] (restricted)
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  2. Guenter W. Beck & Kirstin Hubrich & Massimiliano Marcellino, 2009. "Regional inflation dynamics within and across euro area countries and a comparison with the United States," Economic Policy, CEPR, CES, MSH, vol. 24, pages 141-184, 01. [Downloadable!] (restricted)

  3. Carriero, A. & Kapetanios, G. & Marcellino, M., 2009. "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 25(2), pages 400-417. [Downloadable!] (restricted)
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  4. Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2008. "Factor analysis in a model with rational expectations," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 271-286, 07. [Downloadable!] (restricted)
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  5. Massimiliano Marcellino & Barbara Rossi, 2008. "Model Selection for Nested and Overlapping Nonlinear, Dynamic and Possibly Mis-specified Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 867-893, December. [Downloadable!] (restricted)

  6. Ralf Brüggemann & Helmut Lütkepohl & Massimiliano Marcellino, 2008. "Forecasting euro area variables with German pre-EMU data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(6), pages 465-481. [Downloadable!]
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  7. David F. Hendry & Massimiliano Marcellino & Chiara Monfardini, 2008. "Foreword," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 711-714, December. [Downloadable!] (restricted)

  8. David F. Hendry & Massimiliano Marcellino & Grayham E. Mizon, 2008. "Guest Editors' Introduction to Special Issue on Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 715-719, December. [Downloadable!] (restricted)

  9. Massimiliano Marcellino, 2008. "A linear benchmark for forecasting GDP growth and inflation?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(4), pages 305-340. [Downloadable!]

  10. Dreger, Christian & Marcellino, Massimiliano, 2007. "A macroeconometric model for the Euro economy," Journal of Policy Modeling, Elsevier, vol. 29(1), pages 1-13. [Downloadable!] (restricted)
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  11. Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007. "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 39-61. [Downloadable!]
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  12. Massimiliano Marcellino, 2007. "Pooling-Based Data Interpolation and Backdating," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(1), pages 53-71, 01. [Downloadable!] (restricted)
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  13. Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236. [Downloadable!] (restricted)
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  14. Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2006. "A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 499-526. [Downloadable!] (restricted)
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  15. Corielli, Francesco & Marcellino, Massimiliano, 2006. "Factor based index tracking," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2215-2233, August. [Downloadable!] (restricted)
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  16. Marcellino, Massimiliano, 2006. "Some stylized facts on non-systematic fiscal policy in the Euro area," Journal of Macroeconomics, Elsevier, vol. 28(3), pages 461-479, September. [Downloadable!] (restricted)
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  17. Angelini, Elena & Henry, Jerome & Marcellino, Massimiliano, 2006. "Interpolation and backdating with a large information set," Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2693-2724, December. [Downloadable!] (restricted)
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  18. Banerjee, Anindya & Marcellino, Massimiliano, 2006. "Are there any reliable leading indicators for US inflation and GDP growth?," International Journal of Forecasting, Elsevier, vol. 22(1), pages 137-151. [Downloadable!] (restricted)
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  19. Carlo A. Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 755-783, December. [Downloadable!] (restricted)
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  20. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Leading Indicators for Euro-area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December. [Downloadable!] (restricted)
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  21. Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005. "Principal components at work: the empirical analysis of monetary policy with large data sets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 603-620. [Downloadable!]
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  22. Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005. "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, vol. 30(1), pages 77-91, January. [Downloadable!] (restricted)
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  23. Oscar Jordà & Massimiliano Marcellino, 2004. "Time-scale transformations of discrete time processes," Journal of Time Series Analysis, Blackwell Publishing, vol. 25(6), pages 873-894, November. [Downloadable!] (restricted)
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  24. Marcellino, Massimliano, 2004. "Forecasting EMU macroeconomic variables," International Journal of Forecasting, Elsevier, vol. 20(2), pages 359-372. [Downloadable!] (restricted)
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  25. Massimiliano Marcellino, 2004. "Forecast Pooling for European Macroeconomic Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 91-112, 02. [Downloadable!] (restricted)

  26. Michael Artis & Massimiliano Marcellino & Tommaso Proietti, 2004. "Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(4), pages 537-565, 09. [Downloadable!] (restricted)

  27. Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2004. "Some cautions on the use of panel methods for integrated series of macroeconomic data," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 322-340, December. [Downloadable!] (restricted)
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  28. Jord , Scar & Marcellino, Massimiliano, 2003. "Modeling High-Frequency Foreign Exchange Data Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 7(04), pages 618-635, September. [Downloadable!]

  29. Marcellino, Massimiliano & Stock, James H. & Watson, Mark W., 2003. "Macroeconomic forecasting in the Euro area: Country specific versus area-wide information," European Economic Review, Elsevier, vol. 47(1), pages 1-18, February. [Downloadable!] (restricted)
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  30. Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002. "A Markov-switching vector equilibrium correction model of the UK labour market," Empirical Economics, Springer, vol. 27(2), pages 233-254. [Downloadable!] (restricted)
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  31. Marcellino, Massimiliano & Salmon, Mark, 2002. "Robust Decision Theory And The Lucas Critique," Macroeconomic Dynamics, Cambridge University Press, vol. 6(01), pages 167-185, February. [Downloadable!]
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  32. Michael Artis & Massimiliano Marcellino, 2001. "Fiscal forecasting: The track record of the IMF, OECD and EC," Econometrics Journal, Royal Economic Society, vol. 4(1), pages S20-S36.
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  33. Massimiliano Marcellino & Grayham E. Mizon, 2001. "Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 359-370. [Downloadable!]
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  34. Federico Bonaglia & Eliana La Ferrara & Massimiliano Marcellino, 2000. "Public Capital and Economic Performance: Evidence from Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 59(2), pages 221-244, September.
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  35. Marcellino, Massimiliano, 2000. "Linear aggregation with common trends and cycles," Research in Economics, Elsevier, vol. 54(2), pages 117-131, June. [Downloadable!] (restricted)
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  36. Marcellino, Massimiliano & Mizon, Grayham E., 2000. "Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK," Economic Modelling, Elsevier, vol. 17(3), pages 387-413, August. [Downloadable!] (restricted)
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  37. Marcellino, Massimiliano, 2000. " Forecast Bias and MSFE Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 533-42, September. [Downloadable!] (restricted)

  38. Marcellino, Massimiliano, 1999. "Some Consequences of Temporal Aggregation in Empirical Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 129-36, January.

Chapters

  1. Marcellino, Massimiliano, 2006. "Leading Indicators," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)

NEP Fields

94 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-03-20
  2. NEP-CBA: Central Banking (30) 2002-10-08 2002-10-08 2003-03-03 2003-04-21 2006-04-01 2006-07-15 2006-11-04 2007-01-02 2007-03-10 2007-03-17 2007-09-16 2007-11-03 2008-04-12 2008-10-28 2008-11-18 2008-12-14 2008-12-14 2008-12-14 2009-01-17 2009-02-07 2009-02-28 2009-02-28 2009-02-28 2009-02-28 2009-02-28 2009-03-07 2009-06-10 2009-06-10 2009-07-03 2009-09-26 Author is listed
  3. NEP-CFN: Corporate Finance (1) 2003-03-14
  4. NEP-DEV: Development (1) 2004-03-22
  5. NEP-DGE: Dynamic General Equilibrium (1) 2007-09-16
  6. NEP-ECM: Econometrics (53) 1998-11-23 1998-11-23 2000-06-05 2000-09-13 2001-04-02 2002-05-14 2002-05-14 2002-07-12 2003-02-26 2003-03-17 2003-03-17 2003-04-13 2004-05-16 2005-02-13 2005-03-20 2005-03-20 2005-06-14 2005-10-04 2005-10-04 2005-10-15 2005-12-09 2005-12-09 2005-12-09 2006-04-01 2006-04-22 2006-11-04 2006-11-18 2007-01-02 2007-03-10 2007-06-02 2007-09-16 2007-11-03 2008-02-16 2008-02-16 2008-02-16 2008-04-04 2008-04-04 2008-04-12 2008-04-12 2008-04-12 2008-10-28 2008-11-04 2008-12-14 2008-12-14 2009-02-07 2009-02-28 2009-02-28 2009-02-28 2009-06-10 2009-06-10 2009-07-03 2009-07-11 2009-09-26 Author is listed
  7. NEP-EEC: European Economics (27) 2002-05-14 2002-10-08 2002-10-23 2003-02-18 2003-03-03 2003-03-14 2003-03-14 2003-03-14 2003-04-21 2003-05-29 2004-05-26 2004-05-26 2005-10-15 2006-07-15 2006-09-23 2006-11-04 2006-11-18 2007-03-10 2007-03-17 2007-03-17 2007-06-02 2008-12-14 2009-02-28 2009-06-10 2009-06-10 2009-07-03 2009-09-26 Author is listed
  8. NEP-ETS: Econometric Time Series (30) 2000-06-05 2000-09-13 2002-05-14 2002-05-14 2002-07-08 2003-02-18 2003-04-13 2005-02-13 2005-03-20 2005-06-14 2005-10-15 2005-12-09 2006-04-01 2006-04-22 2006-04-22 2006-11-04 2007-01-02 2007-03-10 2008-02-16 2008-02-16 2008-02-16 2008-04-12 2009-02-07 2009-02-28 2009-06-10 2009-06-10 2009-07-11 2009-07-17 2009-09-26 2009-09-26 Author is listed
  9. NEP-FIN: Finance (2) 2002-10-08 2003-03-03
  10. NEP-FMK: Financial Markets (2) 2000-06-05 2001-04-02
  11. NEP-FOR: Forecasting (28) 2005-10-04 2005-10-15 2005-12-09 2006-09-23 2006-11-18 2007-01-02 2007-03-10 2007-11-03 2008-02-16 2008-03-15 2008-04-12 2008-04-12 2008-10-28 2008-11-04 2008-12-14 2009-01-17 2009-02-07 2009-02-28 2009-02-28 2009-02-28 2009-03-07 2009-06-10 2009-06-10 2009-07-03 2009-07-11 2009-07-17 2009-09-26 2009-09-26 Author is listed
  12. NEP-GEO: Economic Geography (2) 2006-07-15 2006-11-04
  13. NEP-HIS: Business, Economic & Financial History (1) 2003-03-03
  14. NEP-IFN: International Finance (15) 2000-06-05 2001-04-02 2002-05-14 2002-05-14 2002-07-08 2002-10-08 2003-02-18 2003-02-18 2003-03-14 2003-10-05 2003-11-03 2004-03-22 2004-05-26 2008-10-28 2009-01-17 Author is listed
  15. NEP-MAC: Macroeconomics (46) 2003-02-18 2003-02-18 2003-03-03 2003-03-03 2003-03-14 2003-03-17 2003-03-17 2003-04-21 2003-04-21 2003-05-29 2003-07-17 2004-03-22 2005-03-20 2005-03-20 2005-06-14 2005-06-14 2005-10-04 2005-10-04 2005-10-15 2005-12-09 2005-12-09 2006-04-01 2006-04-01 2006-04-22 2006-04-22 2006-07-15 2006-11-04 2006-11-04 2007-01-02 2007-03-10 2007-06-02 2007-09-16 2008-02-16 2008-02-16 2008-03-15 2008-04-12 2008-04-12 2008-11-18 2008-12-14 2008-12-14 2009-02-28 2009-02-28 2009-02-28 2009-03-07 2009-07-03 2009-09-26 Author is listed
  16. NEP-MFD: Microfinance (1) 2003-11-03
  17. NEP-MON: Monetary Economics (14) 1999-02-15 2002-05-14 2002-05-14 2002-10-08 2003-04-21 2003-04-21 2003-07-13 2003-10-05 2003-11-03 2006-07-15 2006-11-04 2008-11-18 2008-12-14 2009-02-28 Author is listed
  18. NEP-ORE: Operations Research (2) 2008-02-16 2008-04-12
  19. NEP-PBE: Public Economics (2) 1998-11-23 2005-10-15
  20. NEP-PUB: Public Finance (2) 1998-11-23 2000-06-05
  21. NEP-TRA: Transition Economics (1) 2004-05-16
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This page was last updated on 2009-10-28.

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