-
2
-
-
0036221554
-
Determining the Number of Factors in Approximate Factor Models
-
Bai J, Ng S (2002): Determining the Number of Factors in Approximate Factor Models. Econo-metrica, 70(1):191-221.
-
(2002)
Econo-metrica
, vol.70
, Issue.1
, pp. 191-221
-
-
Bai, J.1
Ng, S.2
-
3
-
-
33846119127
-
Determining the Number of Primitive Shocks in Factor Models
-
Bai J, Ng S (2007): Determining the Number of Primitive Shocks in Factor Models. Journal of Business & Economic Statistics, 21(1):52-60.
-
(2007)
Journal of Business & Economic Statistics
, vol.21
, Issue.1
, pp. 52-60
-
-
Bai, J.1
Ng, S.2
-
4
-
-
77953520005
-
Short-Term Forecasting of GDP Using Large Monthly Datasets. A Pseudo Real-Time Forecast Evaluation Exercise
-
Barhoumi K, Benk S, Cristadoro R, Reijer A den, Jakaitiene A, Jelonek P, Rua A, Rünstler G, Ruth K, Nieuwenhuyze C van (2008): Short-Term Forecasting of GDP Using Large Monthly Datasets. A Pseudo Real-Time Forecast Evaluation Exercise. ECB Occasional Paper Series, no. 84.
-
(2008)
ECB Occasional Paper Series
, pp. 84
-
-
Barhoumi, K.1
Benk, S.2
Cristadoro, R.3
den Reijer, A.4
Jakaitiene, A.5
Jelonek, P.6
Rua, A.7
Rünstler, G.8
Ruth, K.9
van Nieuwenhuyze, C.10
-
5
-
-
84954236503
-
Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic. Czech National Bank
-
Czech National Bank, Research and Policy Notes, no. 1/2007
-
Benda V, Růžička L (2007): Short-term Forecasting Methods Based on the LEI Approach: The Case of the Czech Republic. Czech National Bank, Research and Policy Notes, no. 1/2007.
-
(2007)
Research and Policy Notes
-
-
Benda, V.1
Růžička, L.2
-
8
-
-
0012722303
-
An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries
-
Camba-Mendez G, Kapetanios G, Smith M, Weale R (2001): An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries. Econometrics Journal, 4(1):56-80.
-
(2001)
Econometrics Journal
, vol.4
, Issue.1
, pp. 56-80
-
-
Camba-Mendez, G.1
Kapetanios, G.2
Smith, M.3
Weale, R.4
-
10
-
-
73249120585
-
A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering
-
Doz C, Giannone D, Reichlin L (2007): A Two-Step Estimator for Large Approximate Dynamic Factor Models Based on Kalman Filtering. CEPR Discussion Paper, no. 6043.
-
(2007)
CEPR Discussion Paper
, pp. 6043
-
-
Doz, C.1
Giannone, D.2
Reichlin, L.3
-
11
-
-
0003398189
-
-
2nd ed. Wiley Series in Probability and Statistics, John Wiley & Sons
-
Enders W (2004): Applied Econometric Time Series. 2nd ed. Wiley Series in Probability and Statistics, John Wiley & Sons.
-
(2004)
Applied Econometric Time Series
-
-
Enders, W.1
-
12
-
-
0009028552
-
Combining Forecasts: What Information do Judges Need to Outperform the Simple Average?
-
Fischer I, Harvey N (1999): Combining Forecasts: What Information do Judges Need to Outperform the Simple Average? International Journal of Forecasting, 15(3):227-246.
-
(1999)
International Journal of Forecasting
, vol.15
, Issue.3
, pp. 227-246
-
-
Fischer, I.1
Harvey, N.2
-
13
-
-
0034364595
-
The Generalized Dynamic Factor Model: Identification and Estimation
-
Forni M, Hallin M, Lippi M, Reichlin L (2000): The Generalized Dynamic Factor Model: Identification and Estimation. The Review of Economics and Statistics, 82:540-554.
-
(2000)
The Review of Economics and Statistics
, vol.82
, pp. 540-554
-
-
Forni, M.1
Hallin, M.2
Lippi, M.3
Reichlin, L.4
-
14
-
-
24644522163
-
The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
-
Forni M, Hallin M, Lippi M, Reichlin L (2005): The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. Journal of the American Statistical Association, 100:830-840.
-
(2005)
Journal of the American Statistical Association
, vol.100
, pp. 830-840
-
-
Forni, M.1
Hallin, M.2
Lippi, M.3
Reichlin, L.4
-
16
-
-
84855816470
-
Nowcasting GDP and Inflation. The Real Time Informational Content of Macroeconomic Data Releases
-
Giannone D, Reichlin L, Small DH (2005): Nowcasting GDP and Inflation. The Real Time Informational Content of Macroeconomic Data Releases. ECB Working Paper Series, no. 633.
-
(2005)
ECB Working Paper Series
, pp. 633
-
-
Giannone, D.1
Reichlin, L.2
Small, D.H.3
-
19
-
-
84855767957
-
Forecast Combination and the Bank of England's Suite of Statistical Forecasting Models
-
Kapetanios G, Labhard V, Price S (2007): Forecast Combination and the Bank of England's Suite of Statistical Forecasting Models. Bank of England Working Paper Series, no. 323.
-
(2007)
Bank of England Working Paper Series
, pp. 323
-
-
Kapetanios, G.1
Labhard, V.2
Price, S.3
-
20
-
-
33645820755
-
Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time Forecast System
-
Kitchen J, Monaco R (2003): Real-Time Forecasting in Practice: The U.S. Treasury Staff's Real-Time Forecast System. Business Economics, 38(4):10-28.
-
(2003)
Business Economics
, vol.38
, Issue.4
, pp. 10-28
-
-
Kitchen, J.1
Monaco, R.2
-
21
-
-
0042658073
-
A New Coincident Index of Business Cycles Based on Monthly and Quarterly Data
-
Mariano R, Murasawa Y (2003): A New Coincident Index of Business Cycles Based on Monthly and Quarterly Data. Journal of Applied Econometrics, 18:427-443.
-
(2003)
Journal of Applied Econometrics
, vol.18
, pp. 427-443
-
-
Mariano, R.1
Murasawa, Y.2
-
22
-
-
84855779779
-
A Generalized Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts
-
Nieuwenhuyze C van (2006): A Generalized Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts. National Bank of Belgium Working Paper Research, no. 80.
-
(2006)
National Bank of Belgium Working Paper Research
, pp. 80
-
-
van Nieuwenhuyze, C.1
|