Details about Marta Banbura

Access statistics for papers by Marta Banbura.

Last updated 2012-11-26. Update your information in the RePEc Author Service.

Short-id: pba582

Working Papers

2012

1. Now-Casting and the Real-Time Data Flow
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (4)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (1)

2010

2. Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
   Working Paper Series, European Central Bank View citations (20)
3. Nowcasting
   Working Paper Series, European Central Bank
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)

2008

4. Bayesian VARs with large panels
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (12)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (26)
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (50)
   Working Paper Series, European Central Bank (2008) View citations (25)
   See also Journal Article in Journal of Applied Econometrics (2010)
5. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
   Working Paper Series, European Central Bank View citations (5)
   See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2010)
6. Large Bayesian VARs
   2008 Meeting Papers, Society for Economic Dynamics View citations (1)

2007

7. A look into the factor model black box - publication lags and the role of hard and soft data in forecasting GDP
   Working Paper Series, European Central Bank View citations (30)
   See also Journal Article in International Journal of Forecasting (2011)

Journal Articles

2011

1. A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
   International Journal of Forecasting, 2011, 27, (2), 333-346 View citations (8)
   Also in International Journal of Forecasting, 2011, 27, (2), 333-346 (2011) View citations (6)
   See also Working Paper (2007)

2010

2. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
   OECD Journal: Journal of Business Cycle Measurement and Analysis, 2010, 2010, (1), 1-22 View citations (6)
   See also Working Paper (2008)
3. Large Bayesian vector auto regressions
   Journal of Applied Econometrics, 2010, 25, (1), 71-92 View citations (54)
   See also Working Paper (2008)