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Publications by Massimiliano Marcellino

Markov-Switching Three-Pass Regression Filter

Journal of Business and Economic Statistics

Social Sciences

English

Have Standard VARs Remained Stable Since the Crisis?

Working paper (Federal Reserve Bank of Cleveland)

English

Common Drifting Volatility in Large Bayesian VARs

Working paper (Federal Reserve Bank of Cleveland)

English

A Macroeconometric Model for the Euro Economy

Journal of Policy Modeling

English

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Organization and Information: Firms’ Governance Choices in Rational-Expectations Equilibrium*

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Improved Access to Foreign Markets Raises Plant-Level Productivity… for Some Plants*

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Evaluating Public Programs With Close Substitutes: The Case of Head Start

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Rules With Discretion and Local Information*

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Optimal Tax Progressivity: An Analytical Framework*

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Thinking, Fast and Slow? Some Field Experiments to Reduce Crime and Dropout in Chicago

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Earnings Determination and Taxes: Evidence From a Cohort-Based Payroll Tax Reform in Greece

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A Dynamic Theory of Resource Wars

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Generating Skilled Self-Employment in Developing Countries: Experimental Evidence From Uganda

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Ideological Segregation Online and Offline *

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