Real-time macroeconomic monitoring: Real activity, inflation, and interactions

American Economic Review

Volumn 100, Issue 2, 2010, Pages 20-24

  Aruoba, S Boraǧan ^a   Diebold, Francis X ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77956115566     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.100.2.20     Document Type: Conference Paper

References (13)

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4. Diebold, Francis X. 2003. "'Big Data' Dynamic Factor Models for Macroeconomic Measurement and Forecasting." In Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress, Vol.3, ed. Mathias Dewatripont, Lars P. Hansen, and Stephen Turnovsky, 115-122 Cambridge, UK: Cambridge University Press.
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10. Schmitt-Grohe, Stephanie, and Martin Uribe. 2007. "Optimal Inflation Stabilization in a Medium-Scale Macroeconomic Model." In Monetary Policy Under Inflation Targeting, ed. Klaus Schmidt-Hebbel and Frederic Mishkin, 125-186 Santiago, Chile: Central Bank of Chile.
11. Stock, James H., and Mark W. Watson. 1989. "New Indexes of Coincident and Leading Economic Indicators." In NBER Macroeconomics Annual: 1989, ed. Olivier J. Blanchard and Stanley Fischer. Cambridge, MA: MIT Press, 351-394
12. Stock, James H., and Mark W. Watson. 2007. "Why Has US Inflation Become Harder to Forecast?" Journal of Money, Credit, and Banking, 39(S1): 3-33.
13. Taylor, John B. 2009. "Empirically Evaluating Economic Policy in Real Time." Speech, Martin Feldstein Lecture of the National Bureau of Economic Research Summer Institute, Cambridge, MA, July 10, 2009.