Full Professor
Department of Economics
Courses a.y. 2024/2025
40272 ECONOMETRICS 3
Biographical note
I am professor of Econometrics in the Economics Department of Bocconi University and fellow of CEPR, IGIER, Baffi-Carefin and BIDSA. Previously, I held the Pierre Werner Chair at the European University Institute, where I was also Director of the Department of Economics. I have acted as an advisor for several institutions, including the ECB, Bank of Italy, Bundesbank, ESM, SRB, Eurostat, BIS, and IMF. I have published extensively in leading academic journals on empirical macroeconomics, econometrics, economic statistics and forecasting, my main areas of research, teaching and consulting.
Selected Publications
Guérin, Pierre; Leiva-Leon, Danilo; Marcellino, Massimiliano
Markov-switching three-pass regression filter
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2020
Markov-switching three-pass regression filter
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2020
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano
Assessing international commonality in macroeconomic uncertainty and its effects
JOURNAL OF APPLIED ECONOMETRICS, 2020
Assessing international commonality in macroeconomic uncertainty and its effects
JOURNAL OF APPLIED ECONOMETRICS, 2020
Dendramis, Yannis; Kapetanios, George; Marcellino, Massimiliano
A similarity-based approach for macroeconomic forecasting
JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY, 2020
A similarity-based approach for macroeconomic forecasting
JOURNAL OF THE ROYAL STATISTICAL SOCIETY. SERIES A. STATISTICS IN SOCIETY, 2020