Concepedia
Statistics
Publications
163
Citations
9.4K
H-Index
51
Active since
1996
Affiliations
Bocconi University(Current)
Centre for Economic Policy Research
European University Institute
Queen Mary University of London
European Central Bank
Massimiliano Marcellino is an author at Bocconi University specializing in business, economics, and macroeconomics.
Top concepts
BusinessEconomicsMacroeconomicsStatisticsEconometricsFinanceEngineeringForecastingEconomic AnalysisTime Series Econometrics
Publications per year
1996–2024
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
Massimiliano Marcellino, James H. Stock, Mark W. Watson · European Economic Review · 2003 · 424 citations
Forecasting Methodology, Economics, Monetary Policy +14
MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area
Massimiliano Marcellino, Christian Schumacher · International Journal of Forecasting · 2010 · 317 citations
Econometric Model, Economics, Mixed-frequency Var +10
Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP*
Massimiliano Marcellino, Christian Schumacher · Oxford Bulletin of Economics and Statistics · 2010 · 296 citations
Forecasting Methodology, Engineering, Factor Models +17
Unrestricted Mixed Data Sampling (MIDAS): MIDAS Regressions with Unrestricted Lag Polynomials
Claudia Foroni, Massimiliano Marcellino, Christian Schumacher · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2013 · 273 citations
Parameter Estimation, Engineering, Midas Regressions +17
Some Consequences of Temporal Aggregation in Empirical Analysis
Massimiliano Marcellino · Journal of Business and Economic Statistics · 1999 · 257 citations
Dynamic Economic Model, Economics, Aggregate Function +13
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