-
1
-
-
84928297929
-
-
ECB Working Paper, No
-
Angelini, E., Henry, J. and Marcellino, M. 2003. ‘Interpolation and Backdating with a Large Information Set’. ECB Working Paper, No. 252.
-
(2003)
Interpolation and Backdating with a Large Information Set
, pp. 252
-
-
Angelini, E.1
Henry, J.2
Marcellino, M.3
-
2
-
-
22944477736
-
Factor forecasts for the uk
-
Artis, M., Banerjee, A. and Marcellino, M. 2005. ‘Factor Forecasts for the UK’. Journal of Forecasting, vol. 24, pp. 279–98.
-
(2005)
Journal of Forecasting
, vol.24
, pp. 279-298
-
-
Artis, M.1
Banerjee, A.2
Marcellino, M.3
-
3
-
-
0039729177
-
Fiscal forecasting: The track record of imf, oecd and ec
-
Artis, M. and Marcellino, M. 2001. ‘Fiscal Forecasting: The Track Record of IMF, OECD and EC’. Econometrics Journal, vol. 4, pp. 20–36.
-
(2001)
Econometrics Journal
, vol.4
, pp. 20-36
-
-
Artis, M.1
Marcellino, M.2
-
6
-
-
0038182831
-
Monetary policy in a data-rich environment
-
Bernanke, B. and Boivin, J. 2003. ‘Monetary Policy in a data-Rich Environment’. Journal of Monetary Economics, vol. 50, pp. 525–46.
-
(2003)
Journal of Monetary Economics
, vol.50
, pp. 525-546
-
-
Bernanke, B.1
Boivin, J.2
-
9
-
-
33846470748
-
A one-factor multivariate time series model of metropolitan wage rates
-
Engle, R. and Watson, M. 1981. ‘A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates’. Journal of the American Statistical Association, vol. 76, pp. 774–81.
-
(1981)
Journal of the American Statistical Association
, vol.76
, pp. 774-781
-
-
Engle, R.1
Watson, M.2
-
10
-
-
12144284568
-
An area-wide model (Awm) for the euro area
-
Fagan, G., Henry, J. and Mestre, R. 2005. ‘An area-wide model (AWM) for the Euro Area’. Economic Modelling, vol. 22, pp. 39–59.
-
(2005)
Economic Modelling
, vol.22
, pp. 39-59
-
-
Fagan, G.1
Henry, J.2
Mestre, R.3
-
11
-
-
0002931014
-
The dynamic factor analysis of economic time series
-
Aigner, D. and Goldberger, A. (eds.), Amsterdam: North Holland
-
Geweke, J. 1977. ‘The Dynamic Factor Analysis of Economic Time Series’. In Aigner, D. and Goldberger, A. (eds.), Latent Variables in Socio-Economic Models. Amsterdam: North Holland.
-
(1977)
Latent Variables in Socio-Economic Models
-
-
Geweke, J.1
-
14
-
-
0037307624
-
Macroeconomic forecasting in the euro area: Country specific versus euro wide information
-
Marcellino, M., Stock, J. and Watson, M. 2003. ‘Macroeconomic Forecasting in the Euro Area: Country Specific Versus Euro Wide Information’. European Economic Review, vol. 47, pp. 1–18.
-
(2003)
European Economic Review
, vol.47
, pp. 1-18
-
-
Marcellino, M.1
Stock, J.2
Watson, M.3
-
15
-
-
0003331699
-
Business cycle modelling without pretending to have too much a-priori economic theory
-
Sims, C. (ed.), Minneapolis: Federal Reserve Bank of Minneapolis
-
Sargent, T. and Sims, C. 1977. ‘Business Cycle Modelling Without Pretending to Have Too Much A-Priori Economic Theory’. In Sims, C. (ed.), New Methods in Business Cycle Research. Minneapolis: Federal Reserve Bank of Minneapolis.
-
(1977)
New Methods in Business Cycle Research
-
-
Sargent, T.1
Sims, C.2
-
16
-
-
0003153605
-
A probability model of the coincident economic indicators
-
Lahiri, K. and Moore, G. (eds.), New York: Cambridge University Press
-
Stock, J. and Watson, M. 1991. ‘A Probability Model of the Coincident Economic Indicators’. In Lahiri, K. and Moore, G. (eds.), Leading Economic Indicators: New Approaches and Forecasting Records. New York: Cambridge University Press.
-
(1991)
Leading Economic Indicators: New Approaches and Forecasting Records
-
-
Stock, J.1
Watson, M.2
-
19
-
-
0036970448
-
Forecasting using principal components from a large number of predictors
-
Stock, J. and Watson, M. 2002a. ‘Forecasting Using Principal Components from a Large Number of Predictors’. Journal of the American Statistical Association, vol. 97, pp. 1167–79.
-
(2002)
Journal of the American Statistical Association
, vol.97
, pp. 1167-1179
-
-
Stock, J.1
Watson, M.2
-
21
-
-
0030353235
-
Asymptotic inference about predictive ability
-
West, K. 1996. ‘Asymptotic Inference About Predictive Ability’. Econometrica, vol. 64, pp. 1067–84.
-
(1996)
Econometrica
, vol.64
, pp. 1067-1084
-
-
West, K.1
|