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Details about Marta Banbura

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Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Marta Banbura.

Last updated 2020-12-10. Update your information in the RePEc Author Service.

Short-id: pba582


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Working Papers

2020

  1. Does the Phillips curve help to forecast euro area inflation?
    Working Paper Series, European Central Bank Downloads View citations (2)
  2. PCCI – a data-rich measure of underlying inflation in the euro area
    Statistics Paper Series, European Central Bank Downloads

2018

  1. Business investment in EU countries
    Occasional Paper Series, European Central Bank Downloads View citations (1)
  2. Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (7)

2014

  1. Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (16)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads View citations (9)
    Working Paper Series, European Central Bank (2014) Downloads View citations (9)

    See also Journal Article in International Journal of Forecasting (2015)

2013

  1. Now-casting and the real-time data flow
    Working Paper Series, European Central Bank Downloads View citations (128)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (16)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (85)

2012

  1. Nowcasting with Daily Data
    2012 Meeting Papers, Society for Economic Dynamics Downloads View citations (7)

2010

  1. Large Bayesian vector auto regressions
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (258)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (44)
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (65)
    2008 Meeting Papers, Society for Economic Dynamics (2008) Downloads View citations (7)

    See also Journal Article in Journal of Applied Econometrics (2010)
  2. Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
    Working Paper Series, European Central Bank Downloads View citations (68)
    See also Journal Article in Journal of Applied Econometrics (2014)
  3. Nowcasting
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010) Downloads

2008

  1. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
    Working Paper Series, European Central Bank Downloads View citations (24)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2010)
  2. Large Bayesian VARs
    Working Paper Series, European Central Bank Downloads View citations (54)

2007

  1. 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 Downloads View citations (41)
    See also Journal Article in International Journal of Forecasting (2011)

Journal Articles

2020

  1. Short-term forecasting of euro area economic activity at the ECB
    Economic Bulletin Articles, 2020, 2 Downloads

2015

  1. Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
    International Journal of Forecasting, 2015, 31, (3), 739-756 Downloads View citations (61)
    See also Working Paper (2014)

2014

  1. MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA
    Journal of Applied Econometrics, 2014, 29, (1), 133-160 Downloads View citations (148)
    See also Working Paper (2010)

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 Downloads View citations (70)
    Also in International Journal of Forecasting, 2011, 27, (2), 333-346 (2011) Downloads View citations (70)

    See also Working Paper (2007)

2010

  1. 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 Downloads View citations (38)
    See also Working Paper (2008)
  2. Large Bayesian vector auto regressions
    Journal of Applied Econometrics, 2010, 25, (1), 71-92 Downloads View citations (216)
    Also in Journal of Applied Econometrics, 2010, 25, (1), 71-92 (2010) Downloads View citations (602)

    See also Working Paper (2010)

Chapters

 
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