MASSIMILIANO MARCELLINO

Curriculum Vitae

Applied Economic Forecasting

Applied Econometrics: An Introduction

Assessing International Commonality in Macroeconomic Uncertainty and Its Effects

Large Vector Autoregressions with stochastic volatility and flexible priors - code for an example

Using Time-Varying Volatility for Identification in Vector Autoregressions: An Applicationto Endogenous Uncertainty

English version

Research Areas

You can download most of my papers here.

Forecasting & Nowcasting
Aggregation and mixed frequency data
Large Datasets
Volatility and Uncertainty
Model comparison
Empirical Analyses
Business Cycle Modelling and Forecasting

Modificato il 11/09/2017