Massimiliano Marcellino
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Age | 54 |
| Date of birth | May 26,1970 |
| Zodiac sign | Gemini |
| Books | Applied Econometrics: An Introduction |
| Applied Economic Forecasting Using Time Series Methods | |
| Empirical Simultaneous Confidence Regions for Path-forecasts | |
| Temporal aggregation of a VARIMAX process | |
| U-MIDAS: MIDAS Regressions with Unrestricted Lag Polynomials | |
| MIDAS Versus Mixed-frequency VAR: Nowcasting GDP in the Euro Area | |
| Classical Time-varying FAVAR Models: Estimation, Forecasting and Structural Analysis | |
| Pooling Versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP | |
| The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-varying FAVAR | |
| Factor-MIDAS for Now- and Forecasting with Ragged-edge Data: A Model Comparison for German GDP | |
| Affiliations | Bocconi University |
| Interests | Econometrics |
| Time Series Analysis | |
| Empirical Macro | |
| Co authors | Andrea Carriero |
| Date of Reg. | |
| Date of Upd. | |
| ID | 878503 |
Massimiliano Marcellino Life story
Massimiliano Marcellino is a Professor of Econometrics at Bocconi University and a CEPR Research Fellow. He has published extensively on econometrics, time series analysis and applied macroeconomics. He is currently an editor of the Journal of Forecasting and coordinator of the European Forecasting Network.
Massimiliano Marcellino Photos
