2026 Massimiliano Marcellino: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	67	547	492	14	14	355	15568

Research.com Recognitions

2026 - Research.com Economics and Finance in Italy Leader Award
2025 - Research.com Economics and Finance in Italy Leader Award
2024 - Research.com Economics and Finance in Italy Leader Award
2023 - Research.com Economics and Finance in Italy Leader Award
2022 - Research.com Economics and Finance in Italy Leader Award

Overview

Massimiliano Marcellino is affiliated with Bocconi University in Italy and has contributed extensively to the field of Economics, Econometrics, and Finance. Their research portfolio includes 136 publications predominantly focused on monetary policy, market volatility, and financial risk modeling.

Their main fields and subfields of study include:

Economics, Econometrics and Finance
Economics and Econometrics
General Economics, Econometrics and Finance
Finance
Management Science and Operations Research
Artificial Intelligence

Marcellino's research covers a range of topics such as:

Monetary Policy and Economic Impact
Market Dynamics and Volatility
Financial Risk and Volatility Modeling
Forecasting Techniques and Applications
Stochastic processes and financial applications
Energy, Environment, Economic Growth
COVID-19 Pandemic Impacts

Their frequent co-authors include:

Todd E. Clark
Andrea Carriero
Florian Huber
Elmar Mertens
Michael Pfarrhofer

Marcellino has published extensively across several venues, with notable contributions to:

SSRN Electronic Journal
Working paper
arXiv (Cornell University)
Journal of Applied Econometrics
The Review of Economics and Statistics

Selected recent papers by Massimiliano Marcellino include:

Addressing COVID-19 Outliers in BVARs with Stochastic Volatility, 2022, The Review of Economics and Statistics
The global component of inflation volatility, 2022, Journal of Applied Econometrics
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility, 2021, Working paper
Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions, 2020, Working paper
Corrigendum to "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors" [J. Econometrics 212 (1) (2019) 137-154], 2021, Journal of Econometrics

Best Publications

A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Massimiliano Marcellino;James H. Stock;Mark W. Watson

915
Citations
Macroeconomic forecasting in the Euro area: Country specific versus area-wide information

Massimiliano Marcellino;Massimiliano Marcellino;James H Stock;Mark W Watson

604
Citations
Some cautions on the use of panel methods for integrated series of macroeconomic data

Anindya Banerjee;Massimiliano Marcellino;Chiara Osbat

522
Citations
Testing for PPP: Should we use panel methods?

Anindya Banerjee;Massimiliano Marcellino;Chiara Osbat

433
Citations
MIDAS vs. Mixed-frequency VAR: Nowcasting GDP in the Euro Area

Vladimir N. Kuzin;Massimiliano Marcellino;Christian Schumacher

407
Citations
Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP

Massimiliano Marcellino;Christian Schumacher

404
Citations
Some Consequences of Temporal Aggregation in Empirical Analysis

Massimiliano Marcellino

348
Citations
Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials

Claudia Foroni;Massimiliano Marcellino;Massimiliano Marcellino;Christian Schumacher

315
Citations
Bayesian VARs : specification choices and forecast accuracy

Andrea Carriero;Todd E. Clark;Massimiliano Marcellino;Massimiliano Marcellino;Massimiliano Marcellino

311
Citations
Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area

Michael J. Artis;Michael J. Artis;Massimiliano Marcellino;Massimiliano Marcellino;Tommaso Proietti;Tommaso Proietti

293
Citations
Factor forecasts for the UK

Michael J. Artis;Anindya Banerjee;Massimiliano Marcellino

264
Citations
Common drifting volatility in large Bayesian VARs

Andrea Carriero;Todd E. Clark;Massimiliano Marcellino

256
Citations
Regional Inflation Dynamics within and Across Euro Area Countries and a Comparison with the United States

Guenter W. Beck;Kirstin Hubrich;Massimiliano Marcellino

246
Citations
Forecasting exchange rates with a large Bayesian VAR

Andrea Carriero;George Kapetanios;Massimiliano Marcellino;Massimiliano Marcellino

235
Citations
Leading Indicators for Euro‐area Inflation and GDP Growth*

Anindya Banerjee;Massimiliano Marcellino;Igor Masten

234
Citations
Measuring Uncertainty and Its Impact on the Economy

Andrea Carriero;Todd E. Clark;Massimiliano Marcellino

224
Citations
Principal components at work: the empirical analysis of monetary policy with large data sets

Carlo A. Favero;Massimiliano Marcellino;Francesca Neglia

207
Citations
Fiscal forecasting: The track record of the IMF, OECD and EC

Michael J. Artis;Massimiliano Marcellino

205
Citations
Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility

Massimiliano Marcellino;Mario Porqueddu;Fabrizio Venditti

98
Citations
Forecasting economic activity with targeted predictors

Guido Bulligan;Massimiliano Marcellino;Massimiliano Marcellino;Fabrizio Venditti

83
Citations
Midas Versus Mixed-Frequency VAR: Nowcasting GDP in the Euro Area

Vladimir Kuzin;Massimiliano Giuseppe Marcellino;Massimiliano Giuseppe Marcellino;Christian Schumacher

79
Citations

Frequent Co-Authors

George Kapetanios King's College London

Todd E. Clark Federal Reserve Bank of Cleveland

Michael J. Artis University of Manchester

Òscar Jordà Federal Reserve Bank of San Francisco

Carlo A. Favero Bocconi University

Grayham E. Mizon University of Southampton

Mark W. Watson Princeton University

Eric Ghysels University of North Carolina at Chapel Hill

James H. Stock Harvard University

Eliana La Ferrara Harvard University

External Links

Personal website of Massimiliano Marcellino Google Scholar page

If you think any of the details on this page are incorrect, let us know.

Related Online Degrees & Career Pathways

Expanding your education in Economics and Finance opens the door to various online degree programs that can help shape versatile career pathways. For those seeking accessible advancement, many online MBA programs no GMAT requirements make it easier to enroll and balance studies with professional commitments.

Budget-conscious students will find options such as MBA under 25k that make graduate study attainable without excessive debt. Online programs are also expanding into specialized fields; for example, a social media marketing studies degree is ideal for those interested in digital strategy and analytics within finance or related sectors.

The hospitality sector, too, is seeing demand for finance-savvy leaders. An online hospitality management program allows students to leverage financial expertise in a dynamic industry. Exploring these degree pathways can help you tailor your studies toward your preferred niche and long-term professional goals.