Details about Marta Banbura

Access statistics for papers by Marta Banbura.

Last updated 2018-12-17. Update your information in the RePEc Author Service.

Short-id: pba582

Working Papers

2018

1. Business investment in EU countries
   Occasional Paper Series, European Central Bank
2. Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)

2014

3. Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (15)
   Also in Working Paper Series, European Central Bank (2014) View citations (8)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (8)
   See also Journal Article in International Journal of Forecasting (2015)

2013

4. Now-casting and the real-time data flow
   Working Paper Series, European Central Bank View citations (59)
   Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (30)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (15)

2012

5. Nowcasting with Daily Data
   2012 Meeting Papers, Society for Economic Dynamics View citations (5)

2010

6. Large Bayesian vector auto regressions
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (131)
   Also in 2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (7)
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (65)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (42)
   See also Journal Article in Journal of Applied Econometrics (2010)
7. Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
   Working Paper Series, European Central Bank View citations (54)
   See also Journal Article in Journal of Applied Econometrics (2014)
8. Nowcasting
   Working Paper Series, European Central Bank View citations (2)
   Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2010)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)

2008

9. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
   Working Paper Series, European Central Bank View citations (19)
   See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2010)
10. Large Bayesian VARs
    Working Paper Series, European Central Bank View citations (53)

2007

11. 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 (41)
    See also Journal Article in International Journal of Forecasting (2011)

Journal Articles

2015

1. Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
   International Journal of Forecasting, 2015, 31, (3), 739-756 View citations (35)
   See also Working Paper (2014)

2014

2. MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA
   Journal of Applied Econometrics, 2014, 29, (1), 133-160 View citations (89)
   See also Working Paper (2010)

2011

3. 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 (67)
   Also in International Journal of Forecasting, 2011, 27, (2), 333-346 (2011) View citations (67)
   See also Working Paper (2007)

2010

4. 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 (30)
   See also Working Paper (2008)
5. Large Bayesian vector auto regressions
   Journal of Applied Econometrics, 2010, 25, (1), 71-92 View citations (474)
   See also Working Paper (2010)

Chapters