Browsing ECO Contributions to Books by Author "MARCELLINO, Massimiliano"

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Browsing ECO Contributions to Books by Author "MARCELLINO, Massimiliano"

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    Title: Factor Augmented Error Correction Models  Author(s): BANERJEE, Anindya; MARCELLINO, Massimiliano Date: 2009 Type of Publication: Contribution to book Abstract: This chapter brings together several important strands of the econometrics literature: error-correction, cointegration, and dynamic factor models. It introduces the Factor-augmented Error Correction Model (FECM), where the ...
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    Title: Forecasting Macroeconomic Variables for the New Member States  Author(s): BANERJEE, Anindya; MARCELLINO, Massimiliano; MASTEN, Igor Date: 2006 Type of Publication: Contribution to book
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    Title: Dating the EuroArea Business Cycle  Author(s): ARTIS, Michael J.; MARCELLINO, Massimiliano; PROIETTI, Tommaso Date: 2005 Type of Publication: Contribution to book Abstract: 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 ...
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    Title: The Solvency of European Government Finances  Author(s): ARTIS, Michael J.; MARCELLINO, Massimiliano Date: 2001 Type of Publication: Contribution to book