Title:Dating the Euro Area Business Cycle Author(s):ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, TommasoDate:2004Citation:
- Lucrezia REICHLIN (ed.), The Euro Area Business Cycle: stylized facts and measurement issues, 2004, Brussels, CEPR, pp. 7-34
Type:Contribution to bookAbstract:Proposes a number of improvements to standard techniques to detect the peaks and troughs of business cycles that allow them to isolate major fluctuations in economic activity. For the US economy their model produces a good ...
Title:Fiscal forecasting: The track record of the IMF, OECD and EC Author(s):ARTIS, Michael J.; MARCELLINO, MassimilianoDate:2001Citation:
- The Econometrics Journal, 2001, 4, 1, 20-36
Type:ArticleAbstract:We analyse the relative performance of the IMF, OECD and EC in forecasting the government deficit, as a ratio to GDP, for the G7 countries. Interesting differences across countries emerge, sometimes supporting the hypothesis ...
Title:Dating Business Cycles: a Methodological Contribution with an Application to the Euro Area Author(s):ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, TommasoDate:2004Citation:
- Oxford Bulletin of Economics and Statistics, 2004, 66, 4, 537-565
Title:Factor Forecasts for the UK Author(s):ARTIS, Michael J.; BANERJEE, Anindya; MARCELLINO, MassimilianoDate:2002Type:Working PaperSeries/Number:CEPR Discussion Paper; 3119Abstract:Time series models are often adopted for forecasting because of their simplicity and good performance. The number of parameters in these models increases quickly with the number of variables modelled, so that usually only ...