MASSIMILIANO MARCELLINO

20203 ECONOMETRICS
40272 ECONOMETRICS 3

I am professor of Econometrics in the Economics Department of Bocconi University and fellow of CEPR, IGIER, Baffi-Carefin and BIDSA. Previously, I held the Pierre Werner Chair at the European University Institute, where I was also Director of the Department of Economics. I have acted as an advisor for several institutions, including the ECB, Bank of Italy, Bundesbank, ESM, SRB, Eurostat, BIS, and IMF. I have published extensively in leading academic journals on empirical macroeconomics, econometrics, economic statistics and forecasting, my main areas of research, teaching and consulting.

Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, Massimiliano
Markov-switching three-pass regression filter
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2020

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Assessing international commonality in macroeconomic uncertainty and its effects
JOURNAL OF APPLIED ECONOMETRICS, 2020

Dendramis, Yannis; Kapetanios, George; Marcellino, Massimiliano
A similarity-based approach for macroeconomic forecasting
JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY, 2020