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:Modelling Shifts in the Wage-Price and Unemployment-Inflation Relationships in Italy, Poland and the Uk Author(s):MARCELLINO, Massimiliano; MIZON, Grayham E.Date:2000Citation:
- Economic Modelling, 2000, 17, 3, 387-413
Type:ArticleAbstract:The relationship between wages, prices, productivity, inflation and unemployment in Italy, Poland, and the UK between the 1960s and the early 1990s is modelled as a cointegrated vector autoregression subject to regime ...
Title:Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model-Based Procedure Author(s):MARCELLINO, MassimilianoDate:1998Citation:
- Advances In Econometrics, Vol 13 1998, 1998, 13, 181-202
Type:ArticleAbstract:We suggest a simple non-model-based procedure to recover a time series from its temporally aggregated realizations. If additional assumptions on the underlying process are introduced, it is shown that the procedure is ...
Title:Some Consequences of Temporal Aggregation in Empirical Analysis Author(s):MARCELLINO, MassimilianoDate:1999Citation:
- Journal of Business & Economic Statistics, 1999, 17, 1, 129-136
Type:ArticleAbstract:I derive the generating mechanism of a temporally aggregated process when the disaggregated one belongs to the vector autoregressive integrated moving average class. I then study the effects of temporal aggregation on a ...
Title:Information in economics forecasting Author(s):GRANGER, Olive W.J.; CLEMENTS, Michael P.; HENDRY, David F.; FAVERO, Carlo; MARCELLINO, Massimiliano; BANERJEE, Anindya; MASTEN, Igor; HARVEY, David I.; NEWBOLD, Paul; CASTLE, Jennifer L.; ALLEN, P. Geoffrey; FILDES, Robert; KORENOK, Oleg; SWANSON, Norman R.; ANDERSON, Heather M.; VAHID, Farshid; WALLIS, Kenneth F.; MITCHELL, James; HALL, Stephen G.Date:2005Citation:
- Oxford bulletin of economics and statistics, 2005, 67, Supp., 707-1033
Title:Regional Inflation Dynamics within and Across Euro Area Countries and a Comparison with the United States Author(s):BECK, Guenter W.; HUBRICH, Kirstin; MARCELLINO, MassimilianoDate:2009Citation:
- Economic Policy, 2009, 24, 57, 141-184
Type:ArticleAbstract:Inflation differentials across regions of an integrated economy can reflect a proper response to demand and supply conditions, but can also indicate distortions with negative welfare implications. Using a novel dataset of ...
Title:Introduction to Advances in Business Cycle Analysis and Forecasting Author(s):MARCELLINO, Massimiliano; MAZZI, Gian LuigiDate:2010Citation:
- Journal of Forecasting, 2010, 29, 1-2, 1-5
Title:Un'analisi empirica delle relazioni tra la spesa pubblica, entrate, PIL e inflazione Author(s):MARCELLINO, MassimilianoDate:1995Citation:
- Giornale degli economisti e annali di economia, 1995, 54, 1/3, 103-128
Title:Survey Data as Coincident or Leading Indicators Author(s):FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gian Luigi; PROIETTI, TommasoDate:2010-01-01Citation:
- Journal of Forecasting, 2010, 29, 1-2, 109-131
Type:ArticleAbstract:In this paper we propose a monthly measure for the euro area gross domestic product (GDP) based on a small-scale factor model for mixed-frequency data, featuring two factors: the first is driven by hard data, whereas the ...