Roberto S. Mariano
with Murasawa · 2003–2010
A researcher in the Science corpus: 2 papers; trusts 0 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Whom Roberto S. Mariano trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Roberto S. Mariano overall
- Claudia Foroni
- Massimiliano Marcellino
- Francis X. Diebold
- Chiara Scotti
- Máximo Camacho
- James H. Stock
- Marta Bańbura
- Juan Antolín-Díaz
- Sainan Jin
- K. Aastveit
Papers from Roberto S. Mariano's perspective
Ordered by how strongly the researchers Roberto S. Mariano trusts endorse each paper. Same corpus, a different order for every researcher.
- Disentangling the Channels of the 2007-2009 Recession
- Is the Fed Too Timid? Monetary Policy in an Uncertain World (Review of Economics and Statistics)
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Inferential Theory for Factor Models of Large Dimensions
- Forecast Combination and Model Averaging Using Predictive Measures
- Nowcasting GDP in Real Time: A Density Combination Approach
- Selection of estimation window in the presence of breaks
- Monetary Policy in a Data-Rich Environment
- Are more data always better for factor analysis
- Eigenvalue Ratio Test for the Number of Factors
Their papers
- A Coincident Index, Common Factors, and Monthly Real GDP* (2010) — 175 citations
- A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series (2003) — 667 citations