Prof. Marcellino joined the Institute in September 2008, on leave from Bocconi University where he is professor of econometrics. He has also been visiting fellow at Harvard and UCSD.
He is a member of the CEPR and the coordinator of the European Forecasting Network. He has been a consultant for the European Commission, Eurostat, the European Central Bank and the Bundesbank.
Prof. Marcellino is an editor of the Journal of Forecasting and has published in the Journal of Econometrics, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Economic Dynamics and Control, and European Economic Review, among others.
Current research interests and activity focus on econometric methods for large datasets, forecasting, aggregation issues, time series models for mixed frequency data, and instrumental variable estimation.