-
1
-
-
46949091890
-
-
Altissimo, F., Bassanetti, A., Cristadoro, R., Forni, M., Hallin, M., Lippi, M., Reichlin, L., 2001. EuroCOIN: a real time coincident indicator of the Euro area business cycle. CEPR Discussion Papers 3108.
-
Altissimo, F., Bassanetti, A., Cristadoro, R., Forni, M., Hallin, M., Lippi, M., Reichlin, L., 2001. EuroCOIN: a real time coincident indicator of the Euro area business cycle. CEPR Discussion Papers 3108.
-
-
-
-
3
-
-
0037277111
-
Inferential theory for factor models of large dimensions
-
Bai J. Inferential theory for factor models of large dimensions. Econometrica 71 1 (2003) 135-171
-
(2003)
Econometrica
, vol.71
, Issue.1
, pp. 135-171
-
-
Bai, J.1
-
4
-
-
0036221554
-
Determining the number of factors in approximate factor models
-
Bai J., and Ng S. Determining the number of factors in approximate factor models. Econometrica 70 1 (2002) 191-221
-
(2002)
Econometrica
, vol.70
, Issue.1
, pp. 191-221
-
-
Bai, J.1
Ng, S.2
-
6
-
-
0001251352
-
Best linear unbiased interpolation, distribution, and extrapolation of time series by related series
-
Chow G.C., and Lin A. Best linear unbiased interpolation, distribution, and extrapolation of time series by related series. The Review of Economics and Statistics 53 4 (1971) 372-375
-
(1971)
The Review of Economics and Statistics
, vol.53
, Issue.4
, pp. 372-375
-
-
Chow, G.C.1
Lin, A.2
-
7
-
-
0000824401
-
A real-time data set for macroeconomists
-
Croushore D., and Stark T. A real-time data set for macroeconomists. Journal of Econometrics 105 1 (2001) 111-130
-
(2001)
Journal of Econometrics
, vol.105
, Issue.1
, pp. 111-130
-
-
Croushore, D.1
Stark, T.2
-
8
-
-
46949096550
-
-
D'Agostino, A., Giannone, D., 2006. Comparing alternative predictors based on large-panel dynamic factor models. Working Paper Series 680, European Central Bank.
-
D'Agostino, A., Giannone, D., 2006. Comparing alternative predictors based on large-panel dynamic factor models. Working Paper Series 680, European Central Bank.
-
-
-
-
9
-
-
46949085042
-
-
D'Agostino, A., Giannone, D., Surico, P., 2006. (Un)Predictability and macroeconomic stability. Working Paper Series 605, European Central Bank.
-
D'Agostino, A., Giannone, D., Surico, P., 2006. (Un)Predictability and macroeconomic stability. Working Paper Series 605, European Central Bank.
-
-
-
-
10
-
-
46949095369
-
-
Doz, C., Giannone, D., Reichlin, L., 2006. A two-step estimator for large approximate dynamic factor models based on Kalman Filtering. Unpublished manuscript, Université Libre de Bruxelles.
-
Doz, C., Giannone, D., Reichlin, L., 2006. A two-step estimator for large approximate dynamic factor models based on Kalman Filtering. Unpublished manuscript, Université Libre de Bruxelles.
-
-
-
-
11
-
-
46949098351
-
-
Evans, M.D.D., 2005. Where are we now? Real-time estimates of the macro economy, NBER Working Paper 11064. International Journal of Central Banking 1 (2), 127-175.
-
Evans, M.D.D., 2005. Where are we now? Real-time estimates of the macro economy, NBER Working Paper 11064. International Journal of Central Banking 1 (2), 127-175.
-
-
-
-
12
-
-
46949083827
-
-
FED, Chicago, 2001. CFNAI background release. Technical Report 2001. Available at: 〈www.chicagofed.org〉. Economic Research and Data. See link: Additional Background Information.
-
FED, Chicago, 2001. CFNAI background release. Technical Report 2001. Available at: 〈www.chicagofed.org〉. Economic Research and Data. See link: Additional Background Information.
-
-
-
-
13
-
-
46949097142
-
-
Forni, M., Giannone, D., Lippi, M., Reichlin, L., 2005a. Opening the Black Box: Structural Factor Models with large Cross-Cections. Manuscript, Université Libre de Bruxelles.
-
Forni, M., Giannone, D., Lippi, M., Reichlin, L., 2005a. Opening the Black Box: Structural Factor Models with large Cross-Cections. Manuscript, Université Libre de Bruxelles.
-
-
-
-
14
-
-
24644522163
-
The generalized dynamic factor model: one-sided estimation and forecasting
-
Forni M., Hallin M., Lippi M., and Reichlin L. The generalized dynamic factor model: one-sided estimation and forecasting. Journal of the American Statistical Association 100 471 (2005) 830-840
-
(2005)
Journal of the American Statistical Association
, vol.100
, Issue.471
, pp. 830-840
-
-
Forni, M.1
Hallin, M.2
Lippi, M.3
Reichlin, L.4
-
15
-
-
21244451040
-
Monetary policy in real time
-
Gertler M., and Rogoff K. (Eds), MIT Press, Cambridge, MA
-
Giannone D., Reichlin L., and Sala L. Monetary policy in real time. In: Gertler M., and Rogoff K. (Eds). NBER Macroeconomics Annual (2004), MIT Press, Cambridge, MA 161-200
-
(2004)
NBER Macroeconomics Annual
, pp. 161-200
-
-
Giannone, D.1
Reichlin, L.2
Sala, L.3
-
16
-
-
46949085332
-
-
Kitchen, J., Monaco, R.M., 2003. Real-time forecasting in practice: the U.S. treasury staff's real-time GDP forecast system. Business Economics pp. 10-19.
-
Kitchen, J., Monaco, R.M., 2003. Real-time forecasting in practice: the U.S. treasury staff's real-time GDP forecast system. Business Economics pp. 10-19.
-
-
-
-
18
-
-
0037307624
-
Macroeconomic forecasting in the Euro area: country specific versus area-wide information
-
Marcellino M., Stock J.H., and Watson M.W. Macroeconomic forecasting in the Euro area: country specific versus area-wide information. European Economic Review 47 1 (2003) 1-18
-
(2003)
European Economic Review
, vol.47
, Issue.1
, pp. 1-18
-
-
Marcellino, M.1
Stock, J.H.2
Watson, M.W.3
-
19
-
-
0002925888
-
Monetary-policy rules and the great inflation
-
Orphanides A. Monetary-policy rules and the great inflation. American Economic Review 92 2 (2002) 115-120
-
(2002)
American Economic Review
, vol.92
, Issue.2
, pp. 115-120
-
-
Orphanides, A.1
-
20
-
-
46949091144
-
-
Runstler, G., Sédillot, F., 2003. Short-term estimates of Euro area real GDP by means of monthly data. Working Paper Series 276, European Central Bank.
-
Runstler, G., Sédillot, F., 2003. Short-term estimates of Euro area real GDP by means of monthly data. Working Paper Series 276, European Central Bank.
-
-
-
-
21
-
-
0036970448
-
Forecasting using principal components from a large number of predictors
-
Stock J.H., and Watson M.W. Forecasting using principal components from a large number of predictors. Journal of the American Statistical Association 97 460 (2002) 147-162
-
(2002)
Journal of the American Statistical Association
, vol.97
, Issue.460
, pp. 147-162
-
-
Stock, J.H.1
Watson, M.W.2
|