Title:Some Consequences of Temporal Aggregation of a VARIMA Process Author(s):MARCELLINO, MassimilianoDate:1995Type:Working PaperSeries/Number:EUI ECO; 1995/40
Title:Fiscal Forecasting: The Track Record of the IMF, OECD and EC Author(s):ARTIS, Michael J.; MARCELLINO, MassimilianoDate:1999Type:Working PaperSeries/Number:EUI ECO; 1999/22
Title:In Plato's Cave: Sharpening the Shadows of Monetary Announcements Author(s):GALLO, Giampiero M.; MARCELLINO, MassimilianoDate:1996Type:Working PaperSeries/Number:EUI ECO; 1996/25
Title:Forecasting Euro-Area Variables with German Pre-EMU Data Author(s):BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut; MARCELLINO, MassimilianoDate:2006Type:Working PaperSeries/Number:EUI ECO; 2006/30Abstract:It is investigated whether Euro-area variables can be forecast better based on synthetic time series for the pre-Euro period or by using just data from Germany for the pre-Euro period. Our forecast comparison is based ...