Massimiliano Marcellino

Discussion Papers

DP7446 23 September 2009 Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models
Author(s): Massimiliano Marcellino, George Kapetanios, Andrea Carriero
DP7197 01 March 2009 Pooling versus model selection for nowcasting with many predictors: An application to German GDP
Author(s): Christian Schumacher, Massimiliano Marcellino, Vladimir Kuzin
DP7036 10 November 2008 A Measure for Credibility: Tracking US Monetary Developments
Author(s): Maria Demertzis, Nicola Viegi, Massimiliano Marcellino
DP7007 17 October 2008 A Monthly Indicator of the Euro Area GDP
Author(s): Massimiliano Marcellino, Tommaso Proietti, Cecilia Frale, Gian Luigi Mazzi
DP7008 17 October 2008 Forecasting Exchange Rates with a Large Bayesian VAR
Author(s): Massimiliano Marcellino, George Kapetanios, Andrea Carriero

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