Massimiliano Marcellino

Discussion Papers

DP7763 28 March 2010 The Forecasting Performance of Real Time Estimates of the Euro Area Output Gap
Author(s): Massimiliano Marcellino, Alberto Musso
DP7726 07 March 2010 Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
Author(s): Massimiliano Marcellino, George Kapetanios
DP7716 28 February 2010 The Reliability of Real Time Estimates of the Euro Area Output Gap
Author(s): Massimiliano Marcellino, Alberto Musso
DP7677 07 February 2010 Forecasting with Factor-augmented Error Correction Models
Author(s): Anindya Banerjee, Massimiliano Marcellino, Igor Masten
DP7445 23 September 2009 MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area
Author(s): Christian Schumacher, Massimiliano Marcellino, Vladimir Kuzin

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