Marta Banbura

European Central Bank

Economist

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

12

DOWNLOADS
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Top 24,322

in Total Papers Downloads

2,519

SSRN CITATIONS
Rank 3,775

SSRN RANKINGS

Top 3,775

in Total Papers Citations

154

CROSSREF CITATIONS

208

Scholarly Papers (12)

1.
Downloads 989 ( 28,142)
Citation 19

Nowcasting

ECB Working Paper No. 1275
Number of pages: 40 Posted: 11 Dec 2010
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 984 (27,938)
Citation 3

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Nowcasting, News, Factor Model, Forecasting

Nowcasting

CEPR Discussion Paper No. DP7883
Number of pages: 38 Posted: 19 Jul 2010
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 5 (772,696)
Citation 10
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Factor Model, Forecasting, News, Nowcasting

2.
Downloads 602 ( 55,267)
Citation 48

Now-Casting and the Real-time Data Flow

ECB Working Paper No. 1564
Number of pages: 55 Posted: 12 Aug 2013
European Central Bank, Centre for Economic Policy Research (CEPR), Board of Governors of the Federal Reserve System and London Business School
Downloads 596 (55,347)
Citation 4

Abstract:

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Macroeconomic News, Macroeconomic Forecasting, Real-Time Data, Mixed Frequency, State Space Models

Now-Casting and the Real-Time Data Flow

CEPR Discussion Paper No. DP9112
Number of pages: 54 Posted: 28 Sep 2012
European Central Bank, Centre for Economic Policy Research (CEPR), Board of Governors of the Federal Reserve System and London Business School
Downloads 6 (764,161)
Citation 23
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Dynamic factor model, High-Dimensional Data, Macroeconomic forecasting, Macroeconomic News, Mixed-Frequency, Real-Time Data, State-Space Models

3.

Large Bayesian VARs

ECB Working Paper No. 966
Number of pages: 44 Posted: 21 Nov 2008
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 255 (148,075)
Citation 10

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Bayesian VAR, Forecasting, Monetary VAR, large cross-sections

4.

Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model

ECB Working Paper No. 953
Number of pages: 31 Posted: 31 Jan 2009
Elena Angelini, Marta Banbura and Gerhard Rünstler
European Central Bank (ECB), European Central Bank and European Central Bank
Downloads 178 (207,086)
Citation 1

Abstract:

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dynamic factor models, interpolation, nowcasting

5.

A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP

ECB Working Paper No. 751
Number of pages: 36 Posted: 31 May 2007
Marta Banbura and Gerhard Rünstler
European Central Bank and European Central Bank
Downloads 131 (266,326)
Citation 4

Abstract:

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dynamic factor models, forecasting, filter weights

6.

Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean

Tinbergen Institute Discussion Paper 2018-025/IV
Number of pages: 54 Posted: 26 Mar 2018
Marta Banbura and Andries van Vlodrop
European Central Bank and VU University Amsterdam
Downloads 100 (322,396)
Citation 15

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Consensus forecasts, forecast evaluation, large cross-sections, state space models

7.

Maximum Likelihood Estimation of Factor Models on Data Sets with Arbitrary Pattern of Missing Data

ECB Working Paper No. 1189
Number of pages: 47 Posted: 25 May 2010
Marta Banbura and Michele Modugno
European Central Bank and Board of Governors of the Federal Reserve System
Downloads 95 (333,095)
Citation 16

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Factor Models, Forecasting, Large Cross-Sections, Missing data, EM algorithm

Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections

ECB Working Paper No. 1733
Number of pages: 48 Posted: 20 Sep 2014
Marta Banbura, Domenico Giannone and Michele Lenza
European Central Bank, Centre for Economic Policy Research (CEPR) and European Central Bank (ECB)
Downloads 52 (468,944)

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vector autoregression, Bayesian shrinkage, dynamic factor model, conditional forecast, large cross-sections

Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections

CEPR Discussion Paper No. DP9931
Number of pages: 39 Posted: 02 Jun 2014
Marta Banbura, Domenico Giannone and Michele Lenza
European Central Bank, Centre for Economic Policy Research (CEPR) and European Central Bank (ECB)
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Citation 12
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Bayesian Shrinkage, Conditional Forecast, Dynamic Factor Model, Large Cross-Sections, Vector Autoregression

9.

Does the Phillips Curve Help to Forecast Euro Area Inflation?

ECB Working Paper No. 20202471
Number of pages: 56 Posted: 28 Sep 2020
Marta Banbura and Elena Bobeica
European Central Bank and European Central Bank (ECB)
Downloads 51 (465,241)
Citation 1

Abstract:

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C53, E31, E37

10.

Business investment in EU countries

ECB Occasional Paper No. 215
Number of pages: 101 Posted: 30 Oct 2018
European Central Bank, Bank of Greece, Bank of Finland, Deutsche Bundesbank, Bank of Latvia, De Nederlandsche Bank, Bank of Italy, Bank of Portugal, European Central Bank (ECB), Central Bank of Ireland, Banco de España, Deutsche Bundesbank, Cyprus University of Technology, Bank of Greece, De Nederlandsche Bank - Research Department, Croatian National Bank, European Central Bank (ECB), Bank of Italy, Národná banka Slovenska, National Bank of Denmark, Bank of Portugal and Banco de España
Downloads 36 (532,005)
Citation 1

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business investment, uncertainty, monetary policy, capital misallocation

11.

Combining Bayesian VARs with Survey Density Forecasts: Does it Pay Off?

ECB Working Paper No. 2021/2543
Number of pages: 57 Posted: 04 May 2021
European Central Bank, KU Leuven - Department of Economics, European Central Bank and Free University of Bozen-Bolzano - Faculty of Economics and Management
Downloads 21 (621,714)

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12.

Bayesian VARs with Large Panels

CEPR Discussion Paper No. DP6326
Number of pages: 28 Posted: 23 May 2008
European Central Bank, Centre for Economic Policy Research (CEPR) and London Business School
Downloads 9 (710,316)
Citation 1
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Bayesian VAR, forecasting, large cross-sections, monetary VAR