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Bańbura, Marta

Economics

Division

Forecasting and Policy Modelling

Current position

Principal Economist

Fields of interest

Mathematical and Quantitative Methods,
Macroeconomics and Monetary Economics

Email

marta.banbura@ecb.europa.eu

Education
  • 2004-2009
    PhD in Economics, Universite libre de Bruxelles, Belgium
  • 2002-2004
    MA in Statistics, Universite libre de Bruxelles, Belgium
  • 1997-2002
    MSc in Mathematics, Wroclaw University of Technology, Poland
Professional experience
  • 2017-
    Principal Economist - Forecasting and Policy Modelling Division, Directorate General Economics, European Central Bank
  • 2014-2017
    Principal Economist - Output and Demand Division, Directorate General Economics, European Central Bank
  • 2010-2014
    Economist - Euro Area Macroeconomic Developments Division, Directorate General Economics, European Central Bank
  • 2008-2010
    Graduate Programme Participant - Econometric Modelling Division, Directorate General Research, European Central Bank
  • 2007-2008
    Graduate Programme Participant - Statistical Information Services Division, Directorate General Statistics, European Central Bank
  • 2005-2006
    Research Analyst - Euro Area Accounts and Economics Statistics Division, Directorate General Statistics, European Central Bank
Teaching experience
  • 2015-2017
    Graduate Econometrics - ECARES, Universite libre de Bruxelles, Belgium

ECB Working Paper Series

2020
Bańbura, Marta, Bobeica, Elena
Does the Phillips curve help to forecast euro area inflation?
No 2471
2014
Giannone, Domenico, Bańbura, Marta, Lenza, Michele
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
No 1733
2013
Giannone, Domenico, Reichlin, Lucrezia, Bańbura, Marta, Modugno, Michele
Now-casting and the real-time data flow
No 1564
2010
Giannone, Domenico, Reichlin, Lucrezia, Bańbura, Marta
Nowcasting
No 1275
Bańbura, Marta, Modugno, Michele
Maximum likelihood estimation of factor models on data sets with arbitrary pattern of missing data
No 1189
2008
Giannone, Domenico, Reichlin, Lucrezia, Bańbura, Marta
Large Bayesian VARs
No 966
Angelini, Elena, Rünstler, Gerhard, Bańbura, Marta
Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
No 953
2007
Rünstler, Gerhard, Bańbura, Marta
A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP
No 751

ECB Occasional Paper Series

2018
WGEM Team on Investment

Bańbura, Marta, Albani, Maria, Ambrocio, Gene, Bursian, Dirk, Buss, Ginters, de Winter, Jasper, Gavura, Miroslav, Giordano, Claire, Júlio, Paulo, Le Roux, Julien, Lozej, Matija, Malthe-Thagaard, Sune, Maria, José R., Martínez Carrascal, Carmen, Meinen, Philipp, Michail, Nektarios, Papageorgiou, Dimitris, Pool, Sebastian, Ravnik, Rafael, San Juan del Peso, Lucio, Tóth, Máté, Zevi, Giordano

Business investment in EU countries
No 215

ECB Economic Bulletin Article

2020
Bańbura, Marta, Saiz, Lorena
Short-term forecasting of euro area economic activity at the ECB

Journal publications

2015
Banbura, M., Giannone, D. and Lenza M.
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
International Journal of Forecasting, Vol. 31, No 3, pp. 739-756.
2014
Banbura M. and Modugno M.
Maximum Likelihood Estimation Of Factor Models On Datasets With Arbitrary Pattern Of Missing Data
Journal of Applied Econometrics, Vol. 29, No 1, pp. 133-160.
2011
Banbura M. and Rünstler G.
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
International Journal of Forecasting, Vol. 27, No 2, pp. 333-346.
2010
Banbura, M., Giannone, D. and Reichlin, L.
Large Bayesian vector auto regressions
Journal of Applied Econometrics,, Vol. 25, No 1, pp. 71-92.
Angelini, E., Banbura M. and Rünstler G.
Estimating and forecasting the euro area monthly national accounts from a dynamic factor model
OECD Journal: Journal of Business Cycle Measurement and Analysis, Vol. 2010, No 1, pp. 1-22.

Other publications

2013
Banbura, M., Giannone, D., Modugno, M. and Reichlin, L.
Now-casting and the real-time data flow
Handbook of Economic Forecasting
2011
Banbura, M., Giannone, D. and Reichlin, L.
Nowcasting
The Oxford Handbook of Economic Forecasting