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Title:Dating the Euro Area Business Cycle Author(s):ARTIS, Michael J.; MARCELLINO, Massimiliano
; PROIETTI, TommasoDate:2002Type:Working PaperSeries/Number:EUI ECO; 2002/24
; PROIETTI, TommasoDate:2002Type:Working PaperSeries/Number:EUI ECO; 2002/24
Title:The Transmission Mechanism in a Changing World Author(s):ARTIS, Michael J.; GALVAO, Ana Beatriz C.; MARCELLINO, MassimilianoDate:2003Type:Working PaperSeries/Number:EUI ECO; 2003/18
Date:2003Type:Working PaperSeries/Number:EUI ECO; 2003/18
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 ...
; PROIETTI, TommasoDate:2004Citation:
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
Type:Article
; PROIETTI, TommasoDate:2004Citation:
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 ...
Date:2001Citation:
Title:The Solvency of European Government Finances Author(s):ARTIS, Michael J.; MARCELLINO, MassimilianoDate:2001Citation:
- BANCA D'ITALIA (ed), Fiscal Sustainability, Roma, Banca d'Italia, 2001
Type:Contribution to book
Date:2001Citation:
Title:The Central and Eastern European Countries and the European Union Editor(s):BANERJEE, Anindya; ARTIS, Michael J.; MARCELLINO, MassimilianoDate:2006Citation:
- Cambridge, Cambridge University Press, 2006
Type:Book
Date:2006Citation:
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 ...
Date: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 ...
Title:The Transmission Mechanism in a Changing World Author(s):ARTIS, Michael J.; GALVAO, Ana Beatriz C.; MARCELLINO, MassimilianoDate:2003Type:Working PaperSeries/Number:CEPR Discussion Paper; 4014
Date:2003Type:Working PaperSeries/Number:CEPR Discussion Paper; 4014
Title:Factor Forecasts for the UK Author(s):ARTIS, Michael J.; BANERJEE, Anindya; MARCELLINO, MassimilianoDate:2005Citation:
- Journal of Forecasting, 2005, 24, 4, 279-298
Type:Article
Date:2005Citation: