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
Jump to Journal Articles Chapters
Working Papers
2018
- Business investment in EU countries
Occasional Paper Series, European Central Bank
- Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean
Tinbergen Institute Discussion Papers, Tinbergen Institute
2014
- 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
- Now-casting and the real-time data flow
Working Paper Series, European Central Bank View citations (58)
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
- Nowcasting with Daily Data
2012 Meeting Papers, Society for Economic Dynamics View citations (5)
2010
- Large Bayesian vector auto regressions
ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (123)
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)
- 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)
- 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
- 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)
- Large Bayesian VARs
Working Paper Series, European Central Bank View citations (53)
2007
- 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
- Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
International Journal of Forecasting, 2015, 31, (3), 739-756 View citations (33)
See also Working Paper (2014)
2014
- 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 (84)
See also Working Paper (2010)
2011
- 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
- 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)
- Large Bayesian vector auto regressions
Journal of Applied Econometrics, 2010, 25, (1), 71-92 View citations (466)
See also Working Paper (2010)
Chapters
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|