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MASSIMILIANO MARCELLINO

MASSIMILIANO MARCELLINO
Professore Ordinario
Dipartimento di Economia

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Insegnamenti a.a. 2018/2019

20203 ECONOMETRICS
30413 ECONOMETRICS
30462 ECONOMETRICS
40272 ECONOMETRICS 3

Insegnamenti a.a. precedenti


Note biografiche

Laureato in Discipline economiche e sociali presso l'Università Bocconi. Ha conseguito il PhD in Economics presso lo European University Institute di Firenze.


Curriculum Accademico

Professore ordinario di Econometria. Research fellow presso il CEPR – Center for Economic Policy Research e l'IGIER-Innocenzo Gasparini Institute for Economic Research. Già professore allo European University Institute di Firenze e precedentemente professore associato presso l'Istituto di Economia Politica dell'Università Bocconi. Visiting fellow presso UCSD e Harvard University.


Aree di interesse scientifico

Econometria. Macroeconomia applicata. Analisi delle serie storiche. 


Pubblicazioni



PUBBLICAZIONI SELEZIONATE

2013: “Markov Switching MIDAS models”, with Pierre Guerin, Journal of Business and Economic Statistics. “Pooling versus model selection for nowcasting GDP with many predictors: Empirical evidence for six industrialized countries”, with Vladimir  Kuzin and Christian Schumacher, Journal of Applied Econometrics. “Bayesian VARs: Specification choices and forecasting performance”, with Andrea Carriero and Todd Clark, Journal of Applied Econometrics, forthcoming. "Mixed-Frequency Structural Models: Identification, Estimation, and Policy Analysis", with Claudia Foroni, Journal of Applied Econometrics, forthcoming. “U-MIDAS: MIDAS regressions with unrestricted lag polynomial”, with Claudia Foroni and Christian Schumacher, Journal of the Royal Statistical Society, forthcoming. 2012: “Forecasting Government Bond Yields with Large Bayesian VARs”, with Andrea Carriero and George Kapetanios, Journal of Banking and Finance. 2011: “Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models”, with Andrea Carriero and George Kapetanios, Journal of Applied Econometrics. “EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions” with Cecilia Frale, Gianluigi Mazzi and Tommaso Proietti, Journal of the Royal Statistical Society. 2010: “Path Forecast Evaluation”, with Oscar Jorda, Journal of Applied Econometrics. 2009: “Regional inflation dynamics within and across euro area countries and a comparison with the US”, with Guenter Beck and Kirstin Hubrich, Economic Policy. 2009: “The Transmission Mechanism in a Changing World”, with Michael Artis and Ana Galvao, Journal of Applied Econometrics. 2006: “A Comparison of Direct and Iterated AR Methods for Forecasting Macroeconomic Series h-Steps Ahead”, with Jim Stock and Mark Watson, Journal of Econometrics. 2006: “Factor based index tracking”, with Francesco Corielli, Journal of Banking and Finance, 30, 2215-2233. “Leading indicators”, in Elliott, G., Granger, C.W.J. and Timmermann, A. (eds), Handbook of Economic Forecasts. 2005: “Principal components at work: the empirical analysis of monetary policy with large datasets”, with Carlo Favero and Francesca Neglia, Journal of Applied Econometrics. 2003: “Macroeconomic forecasting in the Euro area: country specific versus Euro wide information”, with Jim Stock and Mark Watson, European Economic Review. 2001: “Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994”, with Grayham Mizon, Journal of Applied Econometrics. 1999: “Some consequences of temporal aggregation for empirical analysis”, Journal of Business and Economic Statistics.