Details about Marta Banbura

Access statistics for papers by Marta Banbura.

Last updated 2024-04-05. Update your information in the RePEc Author Service.

Short-id: pba582

Working Papers

2024

1. ECB macroeconometric models for forecasting and policy analysis
   Occasional Paper Series, European Central Bank View citations (1)

2023

2. Nowcasting employment in the euro area
   Working Paper Series, European Central Bank
3. What drives core inflation? The role of supply shocks
   Working Paper Series, European Central Bank View citations (5)

2021

4. Combining Bayesian VARs with survey density forecasts: does it pay off?
   Working Paper Series, European Central Bank View citations (13)
5. Do inflation expectations improve model-based inflation Forecasts?
   Working Papers, Banco de España View citations (10)
   Also in Discussion Papers, Deutsche Bundesbank (2021) View citations (10)
   Working Paper Series, European Central Bank (2021) View citations (9)
6. Inflation expectations and their role in Eurosystem forecasting
   Occasional Paper Series, European Central Bank View citations (7)

2020

7. Does the Phillips curve help to forecast euro area inflation?
   Working Paper Series, European Central Bank View citations (11)
   See also Journal Article Does the Phillips curve help to forecast euro area inflation?, International Journal of Forecasting, Elsevier (2023) View citations (6) (2023)
8. PCCI – a data-rich measure of underlying inflation in the euro area
   Statistics Paper Series, European Central Bank View citations (4)

2018

9. Business investment in EU countries
   Occasional Paper Series, European Central Bank View citations (2)
10. Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (22)

2014

11. Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (22)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) View citations (19)
    Working Paper Series, European Central Bank (2014) View citations (19)
    See also Journal Article Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections, International Journal of Forecasting, Elsevier (2015) View citations (122) (2015)

2013

12. Now-casting and the real-time data flow
    Working Paper Series, European Central Bank View citations (207)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2012) View citations (88)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (19)

2012

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

2010

14. Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
    Working Paper Series, European Central Bank View citations (75)
    See also Journal Article MAXIMUM LIKELIHOOD ESTIMATION OF FACTOR MODELS ON DATASETS WITH ARBITRARY PATTERN OF MISSING DATA, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) View citations (213) (2014)
15. 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)

2009

16. Essays in dynamic macroeconometrics
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2008

17. Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
    Working Paper Series, European Central Bank View citations (25)
    See also Journal Article Estimating and forecasting the euro area monthly national accounts from a dynamic factor model, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2010) View citations (44) (2010)
18. Large Bayesian VARs
    Working Paper Series, European Central Bank View citations (70)
    Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2008) View citations (82)
    2008 Meeting Papers, Society for Economic Dynamics (2008) View citations (42)

2007

19. 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 (47)
    See also Journal Article 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, Elsevier (2011) View citations (101) (2011)
20. Bayesian VARs with Large Panels
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (58)
    See also Journal Article Large Bayesian vector auto regressions, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (870) (2010)

Journal Articles

2024

1. Shocked to the core: a new model to understand euro area inflation
   Research Bulletin, 2024, 117

2023

2. Does the Phillips curve help to forecast euro area inflation?
   International Journal of Forecasting, 2023, 39, (1), 364-390 View citations (6)
   See also Working Paper Does the Phillips curve help to forecast euro area inflation?, Working Paper Series (2020) View citations (11) (2020)
3. Underlying inflation measures: an analytical guide for the euro area
   Economic Bulletin Boxes, 2023, 5 View citations (3)

2020

4. Short-term forecasting of euro area economic activity at the ECB
   Economic Bulletin Articles, 2020, 2 View citations (2)

2015

5. Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
   International Journal of Forecasting, 2015, 31, (3), 739-756 View citations (122)
   See also Working Paper Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections, Working Papers ECARES (2014) View citations (22) (2014)

2014

6. 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 (213)
   See also Working Paper Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data, Working Paper Series (2010) View citations (75) (2010)

2011

7. 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 (101)
   Also in International Journal of Forecasting, 2011, 27, (2), 333-346 (2011) View citations (102)
   See also Working Paper A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP, Working Paper Series (2007) View citations (47) (2007)

2010

8. 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 (44)
   See also Working Paper Estimating and forecasting the euro area monthly national accounts from a dynamic factor model, Working Paper Series (2008) View citations (25) (2008)
9. Large Bayesian vector auto regressions
   Journal of Applied Econometrics, 2010, 25, (1), 71-92 View citations (870)
   Also in Journal of Applied Econometrics, 2010, 25, (1), 71-92 (2010) View citations (430)
   See also Working Paper Bayesian VARs with Large Panels, CEPR Discussion Papers (2007) View citations (58) (2007)