-
1
-
-
58949092812
-
-
Adam, C., & Cobham, D. (2005). Real-time output gaps in the estimation of Taylor rules: A red herring. Mimeo
-
Adam, C., & Cobham, D. (2005). Real-time output gaps in the estimation of Taylor rules: A red herring. Mimeo
-
-
-
-
2
-
-
0002426895
-
The real-time predictive content of money for output
-
Amato J.D., and Swanson N.R. The real-time predictive content of money for output. Journal of Monetary Economics 48 (2001) 3-24
-
(2001)
Journal of Monetary Economics
, vol.48
, pp. 3-24
-
-
Amato, J.D.1
Swanson, N.R.2
-
3
-
-
0003246268
-
Signal extraction for nonstationary time series
-
Bell W. Signal extraction for nonstationary time series. Annals of Statistics 12 2 (1984) 646-664
-
(1984)
Annals of Statistics
, vol.12
, Issue.2
, pp. 646-664
-
-
Bell, W.1
-
4
-
-
0034372592
-
On the derivation of monetary policy shocks: Should we throw the VAR out with the bath water?
-
Brunner A.D. On the derivation of monetary policy shocks: Should we throw the VAR out with the bath water?. Journal of Money, Credit and Banking 32 (2000) 254-279
-
(2000)
Journal of Money, Credit and Banking
, vol.32
, pp. 254-279
-
-
Brunner, A.D.1
-
7
-
-
70449089152
-
Monetary policy shocks: What have we learned and to what end?
-
Taylor J.B., and Woodford M. (Eds), North-Holland, Amsterdam Elsevier (Chapter 2)
-
Christiano L.J., Eichenbaum M., and Evans C.L. Monetary policy shocks: What have we learned and to what end?. In: Taylor J.B., and Woodford M. (Eds). Handbook of macroeconomics Vol. 1A (1999), North-Holland, Amsterdam Elsevier (Chapter 2)
-
(1999)
Handbook of macroeconomics
, vol.1 A
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.L.3
-
10
-
-
0141888095
-
The inflation bias revisited: Theory and some international evidence
-
Cukierman A., and Gerlach S. The inflation bias revisited: Theory and some international evidence. Manchester School 71 3 (2003) 541-565
-
(2003)
Manchester School
, vol.71
, Issue.3
, pp. 541-565
-
-
Cukierman, A.1
Gerlach, S.2
-
11
-
-
58949083869
-
-
Cunningham, A., Eklund, J., Jeffery, C., Kapetanios, G., & Labhard, V. (2007). A state space approach to the policymaker's data uncertainty problem. Presented at the Bank of Canada Conference Forecasting short-term economic developments and the role of econometric models. Downloadable http://www.bankofcanada.ca/en/conference_papers/workshop_october2007/papers.html
-
Cunningham, A., Eklund, J., Jeffery, C., Kapetanios, G., & Labhard, V. (2007). A state space approach to the policymaker's data uncertainty problem. Presented at the Bank of Canada Conference Forecasting short-term economic developments and the role of econometric models. Downloadable http://www.bankofcanada.ca/en/conference_papers/workshop_october2007/papers.html
-
-
-
-
13
-
-
55549103355
-
Real time representations of the output gap
-
Garratt A., Lee K.C., Mise E., and Shields K. Real time representations of the output gap. Review of Economics and Statistics 90 4 (2008) 792-804
-
(2008)
Review of Economics and Statistics
, vol.90
, Issue.4
, pp. 792-804
-
-
Garratt, A.1
Lee, K.C.2
Mise, E.3
Shields, K.4
-
14
-
-
1142289557
-
Forecast uncertainties in macroeconometric modelling: An application to the UK economy
-
Garratt A., Lee K., Pesaran M.H., and Shin Y. Forecast uncertainties in macroeconometric modelling: An application to the UK economy. Journal of the American Statistical Association 98 464 (2003) 829-838
-
(2003)
Journal of the American Statistical Association
, vol.98
, Issue.464
, pp. 829-838
-
-
Garratt, A.1
Lee, K.2
Pesaran, M.H.3
Shin, Y.4
-
15
-
-
84921541473
-
-
Oxford University Press, Oxford
-
Garratt A., Lee K.C., Pesaran M.H., and Shin Y. Global and national macroeconometric modelling: A long-run structural approach (2006), Oxford University Press, Oxford
-
(2006)
Global and national macroeconometric modelling: A long-run structural approach
-
-
Garratt, A.1
Lee, K.C.2
Pesaran, M.H.3
Shin, Y.4
-
16
-
-
33645977799
-
UK real-time macro data characteristics
-
Garratt A., and Vahey S.P. UK real-time macro data characteristics. Economic Journal 116 509 (2006) F119-F135
-
(2006)
Economic Journal
, vol.116
, Issue.509
-
-
Garratt, A.1
Vahey, S.P.2
-
17
-
-
58949101102
-
-
Harvey, A. C., Mckenzie, C. R, Blake, D., & Desai, M. J. (1983). Irregular data revisions. In A. Zellner (Ed.), Proceedings of the ASA-CENSUS-NBER conferences on applied time series analysis of economic data (pp. 329-347). Washington, D.C
-
Harvey, A. C., Mckenzie, C. R, Blake, D., & Desai, M. J. (1983). Irregular data revisions. In A. Zellner (Ed.), Proceedings of the ASA-CENSUS-NBER conferences on applied time series analysis of economic data (pp. 329-347). Washington, D.C
-
-
-
-
18
-
-
84986397960
-
Detrending, stylised facts, and the business cycle
-
Harvey A.C., and Jaeger A. Detrending, stylised facts, and the business cycle. Journal of Applied Econometrics 8 3 (1993) 231-247
-
(1993)
Journal of Applied Econometrics
, vol.8
, Issue.3
, pp. 231-247
-
-
Harvey, A.C.1
Jaeger, A.2
-
19
-
-
34547814292
-
Trends and cycles in economic time series: A Bayesian approach
-
Harvey A.C., Trimbur T.M., and van Dijk H.K. Trends and cycles in economic time series: A Bayesian approach. Journal of Econometrics 140 2 (2007) 618-649
-
(2007)
Journal of Econometrics
, vol.140
, Issue.2
, pp. 618-649
-
-
Harvey, A.C.1
Trimbur, T.M.2
van Dijk, H.K.3
-
23
-
-
58949102260
-
-
Jacobs, J., & van Norden, S. (2007). Modelling data revisions: Measurement error and the dynamics of "true" value. CCSO working paper. Univ. of Groningen
-
Jacobs, J., & van Norden, S. (2007). Modelling data revisions: Measurement error and the dynamics of "true" value. CCSO working paper. Univ. of Groningen
-
-
-
-
24
-
-
58949104953
-
-
Kishor, N. K., & Koenig, E. F. (2005). VAR estimation and forecasting when data are subject to revision. Research department working paper 0501. Dallas, TX: Federal Reserve Bank of Dallas
-
Kishor, N. K., & Koenig, E. F. (2005). VAR estimation and forecasting when data are subject to revision. Research department working paper 0501. Dallas, TX: Federal Reserve Bank of Dallas
-
-
-
-
26
-
-
13844267776
-
On the sub-optimality of the Hodrick-Prescott filter
-
Mise E., Kim T.-H., and Newbold P. On the sub-optimality of the Hodrick-Prescott filter. Journal of Macroeconomics 27 1 (2005) 53-67
-
(2005)
Journal of Macroeconomics
, vol.27
, Issue.1
, pp. 53-67
-
-
Mise, E.1
Kim, T.-H.2
Newbold, P.3
-
27
-
-
58949104954
-
-
Mise, E., Kim, T. -H., & Newbold, P. (2005b). Correction of the distortionary end-effect of the Hodrick-Prescott filter: Application. Mimeo. Downloadable http://www.le.ac.uk/economics/staff/em92.html
-
Mise, E., Kim, T. -H., & Newbold, P. (2005b). Correction of the distortionary end-effect of the Hodrick-Prescott filter: Application. Mimeo. Downloadable http://www.le.ac.uk/economics/staff/em92.html
-
-
-
-
28
-
-
58949101665
-
-
Orphanides, A. (1998). Monetary policy evaluation with noisy information. Board of Governors of the Federal Reserve System, October
-
Orphanides, A. (1998). Monetary policy evaluation with noisy information. Board of Governors of the Federal Reserve System, October
-
-
-
-
29
-
-
0002925890
-
Monetary policy rules based on real-time data
-
Orphanides A. Monetary policy rules based on real-time data. American Economic Review 91 (2001) 964-985
-
(2001)
American Economic Review
, vol.91
, pp. 964-985
-
-
Orphanides, A.1
-
31
-
-
0001362089
-
Errors in the measurement of the output gap and the design of monetary policy
-
Orphanides A., Porter R.D., Reifschneider D., Tetlow R., and Finan F. Errors in the measurement of the output gap and the design of monetary policy. Journal of Economics and Business 52 (2000) 117-141
-
(2000)
Journal of Economics and Business
, vol.52
, pp. 117-141
-
-
Orphanides, A.1
Porter, R.D.2
Reifschneider, D.3
Tetlow, R.4
Finan, F.5
-
32
-
-
0036641037
-
The data measurement process for UK GNP: Stochastic trends, long memory and unit roots
-
Patterson K.D. The data measurement process for UK GNP: Stochastic trends, long memory and unit roots. Journal of Forecasting 21 (2002) 245-264
-
(2002)
Journal of Forecasting
, vol.21
, pp. 245-264
-
-
Patterson, K.D.1
-
33
-
-
0000903879
-
Data revisions and the expenditure components of GDP
-
Patterson K.D., and Heravi S.M. Data revisions and the expenditure components of GDP. Economic Journal 101 (1991) 887-901
-
(1991)
Economic Journal
, vol.101
, pp. 887-901
-
-
Patterson, K.D.1
Heravi, S.M.2
-
34
-
-
0005721690
-
Are different vintages of data on the components of GDP co-integrated? Some evidence for the United Kingdom
-
Patterson K.D., and Heravi S.M. Are different vintages of data on the components of GDP co-integrated? Some evidence for the United Kingdom. Economic Letters 35 (1991) 409-413
-
(1991)
Economic Letters
, vol.35
, pp. 409-413
-
-
Patterson, K.D.1
Heravi, S.M.2
-
35
-
-
58949083868
-
-
Pesaran, M. H., & Zaffaroni, P. (2004). Model averaging and value at risk based evaluation of large multi asset volatility models for risk management. Mimeo. Downloadable http://www.econ.cam.ac.uk/faculty/pesaran
-
Pesaran, M. H., & Zaffaroni, P. (2004). Model averaging and value at risk based evaluation of large multi asset volatility models for risk management. Mimeo. Downloadable http://www.econ.cam.ac.uk/faculty/pesaran
-
-
-
-
36
-
-
0001852143
-
Interest rate rules in an estimated sticky price model
-
Taylor J.B. (Ed), University of Chicago Press, Chicago
-
Rotemberg J., and Woodford M. Interest rate rules in an estimated sticky price model. In: Taylor J.B. (Ed). Monetary policy rules (1999), University of Chicago Press, Chicago 57-119
-
(1999)
Monetary policy rules
, pp. 57-119
-
-
Rotemberg, J.1
Woodford, M.2
-
37
-
-
58949095969
-
Early estimates of GDP: Information content and forecasting methods
-
Skipper H. Early estimates of GDP: Information content and forecasting methods. Economic Trends 617 April (2005) 26-35
-
(2005)
Economic Trends
, vol.617
, Issue.April
, pp. 26-35
-
-
Skipper, H.1
-
38
-
-
58949103122
-
-
Statistics Commission (2004). Revisions to economic statistics: The mitchell report. Report no. 17. Vols. 1-3, April 2004
-
Statistics Commission (2004). Revisions to economic statistics: The mitchell report. Report no. 17. Vols. 1-3, April 2004
-
-
-
-
39
-
-
0000076932
-
New indexes of coincident and leading economic indicators
-
Stock J.H., and Watson M.W. New indexes of coincident and leading economic indicators. NBER Macroeconomic Annuals 4 (1989) 351-393
-
(1989)
NBER Macroeconomic Annuals
, vol.4
, pp. 351-393
-
-
Stock, J.H.1
Watson, M.W.2
-
40
-
-
58949099554
-
-
Stone, M., & Weeks, M. (2001). Systemic financial crises, balance sheets and model uncertainty. IMF working paper 01/162
-
Stone, M., & Weeks, M. (2001). Systemic financial crises, balance sheets and model uncertainty. IMF working paper 01/162
-
-
-
-
41
-
-
0036260736
-
Inflation targeting: should it be modelled as an instrument rule or a target rule?
-
Svensson L.E.O. Inflation targeting: should it be modelled as an instrument rule or a target rule?. European Economic Review 46 (2001) 771-780
-
(2001)
European Economic Review
, vol.46
, pp. 771-780
-
-
Svensson, L.E.O.1
-
42
-
-
0042225083
-
What is wrong with Taylor rules? Using judgement in monetary policy through targeting rules
-
Svensson L.E.O. What is wrong with Taylor rules? Using judgement in monetary policy through targeting rules. Journal of Economic Literature 41 (2002) 426-477
-
(2002)
Journal of Economic Literature
, vol.41
, pp. 426-477
-
-
Svensson, L.E.O.1
-
43
-
-
58949101667
-
-
van Norden, S. (2002). Filtering for current analysis. Bank of Canada working paper 2002-28
-
van Norden, S. (2002). Filtering for current analysis. Bank of Canada working paper 2002-28
-
-
-
-
44
-
-
0043227270
-
Speed limit policies: The output gap and optimal monetary policy
-
Walsh C.E. Speed limit policies: The output gap and optimal monetary policy. American Economic Review 93 (2003) 265-278
-
(2003)
American Economic Review
, vol.93
, pp. 265-278
-
-
Walsh, C.E.1
-
45
-
-
0002980380
-
Univariate detrending methods with stochastic trends
-
Watson M.W. Univariate detrending methods with stochastic trends. Journal of Monetary Economics 43 (1986) 49-75
-
(1986)
Journal of Monetary Economics
, vol.43
, pp. 49-75
-
-
Watson, M.W.1
|