Marcellino Massimiliano

Massimiliano Marcellino

Information about the author Massimiliano Marcellino will soon be added to the site.
Found 7 papers in total
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
Forecasting with a DSGE Model of a Small Open Economy within the Monetary Union
2014
In this paper we lay out a two‐region dynamic stochastic general equilibrium...
MIDAS vs. mixed‐frequency VAR: Nowcasting GDP in the euro area
MIDAS vs. mixed‐frequency VAR: Nowcasting GDP in the euro area
2011
This paper compares the mixed‐data sampling (MIDAS) and mixed‐frequency...
Survey data as coincident or leading indicators
Survey data as coincident or leading indicators
2010
In this paper we propose a monthly measure for the euro area gross domestic product...
A linear benchmark for forecasting GDP growth and inflation?
A linear benchmark for forecasting GDP growth and inflation?
2008
Predicting the future evolution of GDP growth and inflation is a central concern in...
Forecasting euro area variables with German pre-EMU data
Forecasting euro area variables with German pre-EMU data
2008
It is investigated whether euro area variables can be forecast better based on...
Factor forecasts for the UK
Factor forecasts for the UK
2005
Data are now readily available for a very large number of macroeconomic variables that...
Ex post and ex ante analysis of provisional data
Ex post and ex ante analysis of provisional data
1999
In this paper we suggest a framework to assess the degree of reliability of...
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