Massimiliano Marcellino
Università Commerciale Luigi Bocconi
H-index: 64
Europe-Italy
Top articles of Massimiliano Marcellino
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Nowcasting with mixed frequency data using Gaussian processes | arXiv preprint arXiv:2402.10574 | Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer | 2024/2/16 |
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model | Journal of Business & Economic Statistics | Todd E Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer | 2024/1/24 |
Forecasting us inflation using bayesian nonparametric models | Massimiliano Marcellino Todd Clark Florian Huber Gary Koop | 2023/6 | |
Blended identification in structural vars | Journal of Monetary Economics | Andrea Carriero Massimiliano Marcellino Tommaso Tornese | 2024/4/9 |
Ngai Hang Chan | Siem Jan Koopman Massimiliano Marcellino Hans-Jörg von Mettenheim | 2024/3 | |
Gaussian process vector autoregressions and macroeconomic uncertainty | Journal of Business & Economic Statistics | Niko Hauzenberger Florian Huber Massimiliano Marcellino Nico Petz | 2024/2/20 |
Shadow-rate VARs | Andrea Carriero Todd E Clark Massimiliano Giuseppe Marcellino Elmar Mertens | 2023 | |
Tail forecasting with multivariate Bayesian additive regression trees | International Economic Review | Todd E Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer | 2023/8 |
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors | Econometrics and Statistics | Yu Bai Massimiliano Marcellino George Kapetanios | 2023/6/22 |
Coarsened Bayesian VARs--Correcting BVARs for Incorrect Specification | arXiv preprint arXiv:2304.07856 | Florian Huber Massimiliano Marcellino | 2023/4/16 |
Macro uncertainty in the long run | Economics Letters | Andrea Carriero Massimiliano Marcellino Tommaso Tornese | 2023/4/1 |
Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”[J. Econometrics 212 (1)(2019) 137–154] | Journal of Econometrics | Andrea Carriero Joshua Chan Todd E Clark Massimiliano Marcellino | 2022/4/1 |
Corrigendum to: Assessing International Commonality in Macroeconomic Uncertainty and Its Effects | Andrea Carriero Todd E Clark Massimiliano Marcellino | 2022/1/3 | |
Nowcasting tail risk to economic activity at a weekly frequency | Journal of Applied Econometrics | Andrea Carriero Todd E Clark Massimiliano Marcellino | 2022/8 |
Weekly Nowcasting US Inflation with Enhanced Random Forests | Todd E Clark Seton Leonard Massimiliano Marcellino Philipp Wegmüller | 2022 | |
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis | Paul De Grauwe Yuemei Ji Zidong An Prakash Loungani Jennifer Castle | 2021 | |
Addressing COVID-19 outliers in BVARs with stochastic volatility | Review of Economics and Statistics | Andrea Carriero Todd E Clark Massimiliano Marcellino Elmar Mertens | 2022/6/23 |
The demand and supply of information about inflation | Available at SSRN | Massimiliano Giuseppe Marcellino Dalibor Stevanovic | 2022/12/1 |
Time Varying IV-SVARs and the E ects of Monetary Policy on Financial Variables | Robin Braun George Kapetanios Massimiliano Marcellino | 2022/2/18 | |
The global component of inflation volatility | Journal of Applied Econometrics | Andrea Carriero Francesco Corsello Massimiliano Marcellino | 2022/6 |
Co-Authors
