Concepedia

Marta Bańbura

MB

14

Publications

2.1K

Citations

13

H-Index

2007

Active since

Affiliations

European Central Bank(Current)

Centre for Economic Policy Research

London Business School

Université Libre de Bruxelles

Federal Reserve

Marta Bańbura is an author at European Central Bank specializing in econometrics, statistics, and forecasting.

ORCID

Top concepts

Publications per year

2007–2023

14

Publications

14

Large Bayesian vector auto regressions

Marta Bańbura, Domenico Giannone, Lucrezia Reichlin · Journal of Applied Econometrics · 2009 · 1.1K citations

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MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA

Marta Bańbura, Michèle Modugno · Journal of Applied Econometrics · 2012 · 353 citations

A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP

Marta Bańbura, Gerhard Rünstler · International Journal of Forecasting · 2010 · 264 citations

, , +15

Maximum Likelihood Estimation of Factor Models on Data Sets with Arbitrary Pattern of Missing Data

Marta Bańbura, Michèle Modugno · SSRN Electronic Journal · 2010 · 73 citations · Full text

A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP

Marta Bańbura, Gerhard Rünstler · SSRN Electronic Journal · 2007 · 44 citations · Full text

, , +15

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