Elena Angelini

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 7,601

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32

CROSSREF CITATIONS

139

Scholarly Papers (14)

1.

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 203 (203,368)
Citation 1

Abstract:

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dynamic factor models, interpolation, nowcasting

2.

Diffusion Index-Based Inflation Forecasts for the Euro Area

ECB Working Paper No. 61
Number of pages: 34 Posted: 19 Feb 2003
Elena Angelini, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 188 (217,869)
Citation 2

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forecast, euro area, dynamic factors, inflation

3.
Downloads 185 (220,948)
Citation 52

Short-term Forecasts of Euro Area GDP Growth

ECB Working Paper No. 949
Number of pages: 31 Posted: 16 Nov 2008
European Central Bank (ECB), European Central Bank (ECB), Centre for Economic Policy Research (CEPR), London Business School and European Central Bank
Downloads 181 (225,159)
Citation 2

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Forecasting, Monetary Policy, Factor Model, Real Time Data, Large datasets, News

Short-Term Forecasts of Euro Area GDP Growth

CEPR Discussion Paper No. DP6746
Number of pages: 25 Posted: 10 Jun 2008
European Central Bank (ECB), European Central Bank (ECB), Centre for Economic Policy Research (CEPR), London Business School and European Central Bank
Downloads 4 (853,965)
Citation 4
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Factor Model, Forecasting, Large data-sets, Monetary Policy, News, Real Time Data

Interpolation and Backdating with a Large Information Set

Number of pages: 41 Posted: 22 Jan 2004
European Central Bank (ECB), European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 102 (351,707)

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Interpolation, factor model, Kalman filter, spline

Interpolation and Backdating with a Large Information Set

Number of pages: 36 Posted: 30 Sep 2004
European Central Bank (ECB), European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 17 (730,669)
Citation 5
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Interpolation, factor model, Kalman filter, spline

5.

Review of Macroeconomic Modelling in the Eurosystem: Current Practices and Scope for Improvement

ECB Occasional Paper No. 2021267
Number of pages: 193 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), Bank of Italy, Bank of Finland - Research, Central Bank of Cyprus, European Central Bank (ECB) - Directorate General Research, Banque de France, National Bank of Belgium, Banque de France, European Central Bank (ECB), European Central Bank (ECB), De Nederlandsche Bank - Monetary and Economic Policy Department, European Central Bank (ECB), European Central Bank (ECB), Banque de France, European Central Bank (ECB), European Central Bank, European Central Bank (ECB), European Central Bank, European Central BankECB, Bank of Italy, Bank of Italy, Bank of Finland, Bank of Slovenia, De Nederlandsche Bank - Research Department, National Bank of Belgium, European Central Bank (ECB), Banque de France, Bank of Finland, European Central Bank (ECB), Bank of Finland - Research, Deutsche Bundesbank, Deutsche Bundesbank - Economics Department, Banco de España, European Central Bank (ECB), Bank of Portugal and Université Paris I Panthéon-Sorbonne
Downloads 93 (370,389)

Abstract:

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central banking., econometric modelling, forecasting and simulation, monetary policy

6.

Ecb-Basir: A Primer on the Macroeconomic Implications of the Covid-19 Pandemic

ECB Working Paper No. 20202431
Number of pages: 40 Posted: 29 Jun 2020
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Research and Bank of Slovenia
Downloads 91 (375,525)
Citation 1

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COVID-19, ECB-BASE, epidemic, modelling

7.

Introducing ECB-Base: The Blueprint of the New ECB Semi-Structural Model for the Euro Area

Number of pages: 123 Posted: 16 Sep 2019
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Research
Downloads 73 (429,993)
Citation 5

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euro area, forecasting, monetary policy, Semi-structural model, simulations

8.

Econometric Analyses with Backdated Data: Unified Germany and the Euro Area

ECB Working Paper No. 752
Number of pages: 67 Posted: 31 May 2007
European Central Bank (ECB) and Bocconi University - Department of Economics
Downloads 72 (429,993)

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Backdating, Factor Model, Unified Germany, Euro Area

9.

A Multi-Country Trend Indicator for Euro Area Inflation: Computation and Properties

ECB Working Paper No. 60
Number of pages: 46 Posted: 19 Feb 2003
Elena Angelini, Jerome Henry and Ricardo Mestre
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 62 (464,521)

Abstract:

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Inflation, euro area, dynamic factors, forecast

10.

The Italian Block of the Escb Multi-Country Model

ECB Working Paper No. 660
Number of pages: 72 Posted: 02 Aug 2006
Elena Angelini, Antonello D'Agostino and Peter McAdam
European Central Bank (ECB), European Stability Mechanism and European Central Bank (ECB)
Downloads 54 (495,503)

Abstract:

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Macro-econometric Modelling, Italy

11.

The Dutch Block of the Escb Multi-Country Model

ECB Working Paper No. 646
Number of pages: 73 Posted: 30 Jun 2006
European Central Bank (ECB), European Central Bank (ECB) and Bank for International Settlements (BIS)
Downloads 43 (544,320)

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Multi-country model, Forecast, Simulation, Netherlands

12.

External and Macroeconomic Adjustment in the Larger Euro Area Countries

ECB Working Paper No. 1647
Number of pages: 33 Posted: 15 Mar 2014
Elena Angelini, Michele Ca' Zorzi and Katrin Forster
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 39 (564,258)

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net lending, euro area countries, current account, modeling

13.

Learning about Wage and Price Mark-Ups in Euro Area Countries

ECB Working Paper No. 1512
Number of pages: 31 Posted: 05 Mar 2013
Elena Angelini, Alistair Dieppe and Beatrice Pierluigi
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 34 (590,913)

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unit labour costs, competitiveness, price and wage mark-ups, nominal adjustment in a Monetary Union, rational and learning expectations

14.

Mind the Gap: A Multi-Country BVAR Benchmark for the Eurosystem Projections

ECB Working Paper No. 2227 (2019); ISBN 978-92-899-3489-3
Number of pages: 27 Posted: 01 Feb 2019
European Central Bank (ECB), European Central Bank, European Central Bank (ECB) and European Central Bank
Downloads 28 (626,787)
Citation 2

Abstract:

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multi-country model, cross-checking, conditional forecast, euro area