create a website

Interpolation and backdating with a large information set. (2006). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:30:y:2006:i:12:p:2693-2724.

Full description at Econpapers || Download paper

Cited: 42

Citations received by this document

Cites: 31

References cited by this document

Cocites: 56

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220.

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. Sparse temporal disaggregation. (2022). Gibberd, Alex ; Eckley, Idris A ; Mosley, Luke.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:185:y:2022:i:4:p:2203-2233.

    Full description at Econpapers || Download paper

  4. Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, .
    In: Papers.
    RePEc:arx:papers:2201.13380.

    Full description at Econpapers || Download paper

  5. .

    Full description at Econpapers || Download paper

  6. Precision-based sampling with missing observations: A factor model application. (2021). Hauber, Philipp ; Schumacher, Christian.
    In: Discussion Papers.
    RePEc:zbw:bubdps:112021.

    Full description at Econpapers || Download paper

  7. Forecasting Baden?Württembergs GDP growth: MIDAS regressions versus dynamic mixed?frequency factor models. (2021). Schweikert, Karsten ; Kuck, Konstantin.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:5:p:861-882.

    Full description at Econpapers || Download paper

  8. The Economy and Policy Incorporated Computing System for Social Energy and Power Consumption Analysis. (2021). Wang, Xiaohui ; Zhang, Jun ; Zhao, Hang ; Yan, Jing ; Hu, Chenxi ; Gao, Tianlu ; Yuan, Hongxia.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:18:p:10473-:d:639800.

    Full description at Econpapers || Download paper

  9. Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706.

    Full description at Econpapers || Download paper

  10. Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke .
    In: Papers.
    RePEc:arx:papers:2108.05783.

    Full description at Econpapers || Download paper

  11. Income inequality and monetary policy in the Euro Area. (2020). El Herradi, Mehdi ; Creel, Jerome.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5srl83htc08lnqmtptsrb72rt9.

    Full description at Econpapers || Download paper

  12. Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions. (2020). Wochner, Daniel.
    In: KOF Working papers.
    RePEc:kof:wpskof:20-472.

    Full description at Econpapers || Download paper

  13. Income inequality and monetary policy in the Euro Area. (2020). El Herradi, Mehdi ; Creel, Jerome.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03389183.

    Full description at Econpapers || Download paper

  14. Shocking aspects of monetary policy on income inequality in the euro area. (2019). El Herradi, Mehdi ; Creel, Jerome.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2okfbeuvhi9g2pirgpimtke7pn.

    Full description at Econpapers || Download paper

  15. Shocking aspects of monetary policy on income inequality in the euro area. (2019). El Herradi, Mehdi ; Creel, Jerome.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03403233.

    Full description at Econpapers || Download paper

  16. Shocking aspects of monetary policy on income inequality in the euro area. (2019). El Herradi, Mehdi ; Creet, Jerome.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1915.

    Full description at Econpapers || Download paper

  17. Assessing financial stability risks from the real estate market in Italy: an update. (2019). Cornacchia, Wanda ; Ciocchetta, Federica .
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_493_19.

    Full description at Econpapers || Download paper

  18. ifo Konjunkturumfragen und Konjunkturanalyse: Band II. (2016). Nierhaus, Wolfgang ; Wollmershauser, Timo.
    In: ifo Forschungsberichte.
    RePEc:ces:ifofob:72.

    Full description at Econpapers || Download paper

  19. Szacunki kwartalnego PKB w polskich województwach. (2015). Pipień, Mateusz ; Roszkowska, Sylwia.
    In: Gospodarka Narodowa.
    RePEc:sgh:gosnar:y:2015:i:5:p:145-169.

    Full description at Econpapers || Download paper

  20. Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview. (2013). Kitov, Oleg ; Hendry, David ; Castle, Jennifer.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:674.

    Full description at Econpapers || Download paper

  21. A survey of econometric methods for mixed-frequency data. (2013). Marcellino, Massimiliano ; Foroni, Claudia.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2013/02.

    Full description at Econpapers || Download paper

  22. A survey of econometric methods for mixed-frequency data. (2013). Marcellino, Massimiliano ; Foroni, Claudia.
    In: Working Paper.
    RePEc:bno:worpap:2013_06.

    Full description at Econpapers || Download paper

  23. Forecasting Euro-Area Macroeconomic Variables Using a Factor Model Approach for Backdating. (2012). Brüggemann, Ralf ; Zeng, Jing ; Bruggemann, Ralf .
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1215.

    Full description at Econpapers || Download paper

  24. U-MIDAS: MIDAS regressions with unrestricted lag polynomials. (2012). Schumacher, Christian ; Marcellino, Massimiliano ; Foroni, Claudia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8828.

    Full description at Econpapers || Download paper

  25. Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP. (2011). Schumacher, Christian.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:231:y:2011:i:1:p:28-49.

    Full description at Econpapers || Download paper

  26. New Indicators for Tracking Growth in Real Time. (2011). Matheson, Troy.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/043.

    Full description at Econpapers || Download paper

  27. Econometric analyses with backdated data: Unified Germany and the euro area. (2011). Marcellino, Massimiliano ; Angelini, Elena.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:1405-1414.

    Full description at Econpapers || Download paper

  28. Factor MIDAS for Nowcasting and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2010). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:72:y:2010:i:4:p:518-550.

    Full description at Econpapers || Download paper

  29. Does the Fed Respond to Oil Price Shocks?. (2009). Lewis, Logan ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7594.

    Full description at Econpapers || Download paper

  30. Makroökonomische Prognosen mit gemischten Frequenzen. (2009). Wohlrabe, Klaus.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:62:y:2009:i:21:p:22-33.

    Full description at Econpapers || Download paper

  31. Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components. (2008). Proietti, Tommaso.
    In: MPRA Paper.
    RePEc:pra:mprapa:6860.

    Full description at Econpapers || Download paper

  32. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change. (2008). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Papers.
    RePEc:igi:igierp:334.

    Full description at Econpapers || Download paper

  33. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:333.

    Full description at Econpapers || Download paper

  34. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change. (2008). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/17.

    Full description at Econpapers || Download paper

  35. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/16.

    Full description at Econpapers || Download paper

  36. Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

    Full description at Econpapers || Download paper

  37. The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models. (2008). DARRACQ PARIES, Matthieu ; Maurin, Laurent.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008894.

    Full description at Econpapers || Download paper

  38. Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6708.

    Full description at Econpapers || Download paper

  39. Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change. (2008). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6706.

    Full description at Econpapers || Download paper

  40. Why calculate a business sentiment indicator for services?.. (2008). Darné, Olivier ; Brunhes-Lesage, V..
    In: Quarterly selection of articles - Bulletin de la Banque de France.
    RePEc:bfr:quarte:2008:13:02.

    Full description at Econpapers || Download paper

  41. A comparison of methods for the construction of composite coincident and leading indexes for the UK. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:2:p:219-236.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Angelini, E., Henry, J., Marcellino, M., 2003. Interpolation with a large information set. ECB WP 252.

  2. Angelini, E., Henry, J., Mestre, R., 2001. Diffusion index based inflation forecasts for the Euro area. European Central Bank WP 61.

  3. Artis, M., Banerjee, A., Marcellino, M., 2004. Factor forecasts for the UK. Journal of Forecasting, forthcoming.

  4. Bai, J. Inferential theory for factor models of large dimension. 2003 Econometrica. 71 135-171

  5. Bai, J., Ng, S., 2004. Confidence intervals for diffusion index forecasts with a large number of predictors. Mimeo.

  6. Banerjee, A., Marcellino, M., Masten, I., 2005. Forecasting macroeconomic variables for the accession countries. In: Artis, M., Banerjee, A., Marcellino, M. (Eds.), The European Enlargement: Prospects and Challenges. Cambridge University Press, Cambridge, forthcoming.

  7. Boivin, J., Ng, S., 2004. Are more data always better for factor analysis? Journal of Econometrics, forthcoming.

  8. Boot, J.C.G. ; Feibes, W. ; Lisman, J.H.C. Further methods of derivation of quarterly figures from annual data. 1967 Applied Statistics. 16 65-75

  9. Chamberlain, G. ; Rothschild, M. Arbitrage factor structure, and mean variance analysis of large asset markets. 1983 Econometrica. 51 1281-1304

  10. Chow, G.C. ; Lin, A. Best linear unbiased interpolation distribution and extrapolation of time-series by related series. 1971 Review of Economics and Statistics. 53 372-375

  11. Cohen, K.J. ; Müller, W. ; Padberg, M.W. Autoregressive approaches to disaggregation of time series data. 1971 Applied Statistics. 20 119-129
    Paper not yet in RePEc: Add citation now
  12. Connor, G. ; Korajczyk, R.A. A test for the number of factors in an approximate factor model. 1993 Journal of Finance. 48 1263-1291

  13. Connor, G. ; Korajczyk, R.A. Performance measurement with the arbitrage pricing theory. 1986 Journal of Financial Economics. 15 373-394

  14. Denton, F. Adjustment of monthly or quarterly series to annual totals: an approach based on quadratic minimization. 1971 Journal of the American Statistical Association. 66 99-101
    Paper not yet in RePEc: Add citation now
  15. Fagan, G., Henry, J., Mestre, R., 2001. An area-wide model for the Euro area. ECB Working Paper No. 42, European Central Bank.

  16. Fernandez, R.B. A methodological note on the estimation of time-series. 1981 Review of Economics and Statistics. 63 471-476
    Paper not yet in RePEc: Add citation now
  17. Forni, M. ; Hallin, M. ; Lippi, M. ; Reichlin, L. The generalized factor model: identification and estimation. 2000 The Review of Economic and Statistics. 82 540-554

  18. Gomez, V. ; Maravall, A. Estimation, prediction and interpolation for non stationary time series with the Kalman filter. 1994 Journal of the American Statistical Association. 89 611-624
    Paper not yet in RePEc: Add citation now
  19. Guerrero, V.M. Temporal disaggregation of time-series: an ARIMA-based approach. 1990 International Statistical Review. 58 29-46
    Paper not yet in RePEc: Add citation now
  20. Harvey, A.C. ; Pierse, R.G. Estimating missing observations in economic time series. 1984 Journal of the American Statistical Association. 79 125-131
    Paper not yet in RePEc: Add citation now
  21. Kohn, R. ; Ansley, C.F. Estimation, prediction and interpolation for ARIMA models with missing data. 1986 Journal of the American Statistical Association. 81 751-761
    Paper not yet in RePEc: Add citation now
  22. Lisman, J.H.C. ; Sandee, J. Derivation of quarterly figures from annual data. 1964 Applied Statistics. 13 87-90

  23. Litterman, R.B. A random walk, Markov model for the distribution of time series. 1983 Journal of Business and Economic Statistics. 1 169-173

  24. Marcellino, M. Temporal disaggregation, missing observations, outliers, and forecasting: a unifying non-model based procedure. 1998 Advances in Econometrics. 13 181-202
    Paper not yet in RePEc: Add citation now
  25. Marcellino, M. ; Stock, J.H. ; Watson, M.W. Macroeconomic forecasting in the Euro area: country specific versus euro wide information. 2003 European Economic Review. 47 1-18

  26. Micula, G. ; Micula, S. Handbook of Splines. 1998 Kluwer Academic Publishers: Dordrecht
    Paper not yet in RePEc: Add citation now
  27. Nijman, T.E. ; Palm, F.C. The construction and use of approximations for missing quarterly observations: a model-based approach. 1986 Journal of Business and Economic Statistics. 4 47-58

  28. Stock, J.H. ; Watson, M.W. Forecasting using principal components from a large number of predictors. 2002 Journal of the American Statistical Association. 97 1167-1179

  29. Stock, J.H. ; Watson, M.W. Macroeconomic forecasting using diffusion indexes. 2002 Journal of Business and Economic Statistics. 20 147-162

  30. Stram, D.O. ; Wei, W.W.S. A methodological note on disaggregation of time series totals. 1986 Journal of Time Series Analysis. 7 293-302

  31. Wei, W.W.S. ; Stram, D.O. Disaggregation of time series models. 1990 Journal of the Royal Statistical Society, Series B. 52 453-467
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Corporate Deleveraging and Macroeconomic Policies: Evidence from China. (2016). Sun, Lixin.
    In: MPRA Paper.
    RePEc:pra:mprapa:69140.

    Full description at Econpapers || Download paper

  2. Testing Shock Transmission Channels to Low-Income Developing Countries. (2016). Meyer-Cirkel, Alexis ; Biljanovska, Nina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/102.

    Full description at Econpapers || Download paper

  3. Border zone mass transit demand in Brownsville and Laredo. (2012). Fullerton, Thomas.
    In: MPRA Paper.
    RePEc:pra:mprapa:42990.

    Full description at Econpapers || Download paper

  4. Constructing coincident and leading indices of economic activity for the Brazilian economy. (2012). Issler, João ; Rodrigues, Claudia Fontoura ; Notini, Hilton Hostalacio .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:730.

    Full description at Econpapers || Download paper

  5. Doviz Kuru ve Ithalat Fiyatlarinin Enflasyona Etkisi. (2011). Ogunc, Fethi ; Kara, Hakan.
    In: CBT Research Notes in Economics.
    RePEc:tcb:econot:1114.

    Full description at Econpapers || Download paper

  6. Trade and the Global Recession. (2011). Romalis, John ; Neiman, Brent ; Kortum, Samuel ; Eaton, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16666.

    Full description at Econpapers || Download paper

  7. Constructing coincident and leading indices of economic activity for the brazilian economy. (2011). Issler, João ; Rodrigues, Claudia Fontoura ; Notini, Hilton Hostalacio .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:714.

    Full description at Econpapers || Download paper

  8. Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?. (2011). Marzano, Elisabetta ; Chiarini, Bruno ; Basile, Raffaella .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3521.

    Full description at Econpapers || Download paper

  9. Is Monetary Policy in New Members States Asymmetric?. (2010). Vašíček, Bořek ; Vasicek, Borek.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2010-1005.

    Full description at Econpapers || Download paper

  10. Do monetary and technology shocks move euro area stock prices?. (2010). Berg, Tim.
    In: MPRA Paper.
    RePEc:pra:mprapa:23973.

    Full description at Econpapers || Download paper

  11. Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005.. (2010). Travaglini, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:22077.

    Full description at Econpapers || Download paper

  12. A quarterly Post-World War II Real GDP Series for New Zealand. (2009). McDermott, Christopher ; Hall, Viv.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2009/12.

    Full description at Econpapers || Download paper

  13. Um indicador coincidente e antecedente da atividade econômica brasileira. (2009). Issler, João ; Rodrigues, Claudia Fontoura ; Notini, Hilton Hostalacio .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:695.

    Full description at Econpapers || Download paper

  14. Constructing coincident and leading indices of economic activity for the brazilian economy. (2009). Issler, João ; Rodrigues, Claudia Fontoura ; Notini, Hilton Hostalacio .
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:694.

    Full description at Econpapers || Download paper

  15. Temporal aggregation in political budget cycles. (2009). Streb, Jorge ; Lema, Daniel.
    In: CEMA Working Papers: Serie Documentos de Trabajo..
    RePEc:cem:doctra:403.

    Full description at Econpapers || Download paper

  16. Forecasting inflation in France.. (2009). Celerier, C..
    In: Working papers.
    RePEc:bfr:banfra:262.

    Full description at Econpapers || Download paper

  17. Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems. (2008). Pieroni, Luca ; Aristei, David.
    In: Working Papers.
    RePEc:uwe:wpaper:0809.

    Full description at Econpapers || Download paper

  18. Can We Declare Military Keynesianism Dead?. (2008). Pieroni, Luca ; Lorusso, Marco ; d'Agostino, Giorgio.
    In: Working Papers.
    RePEc:uwe:wpaper:0804.

    Full description at Econpapers || Download paper

  19. Some Issues in the National Income Accounts of Pakistan (Rebasing, Quarterly and Provincial Accounts and Growth Accounting). (2008). Arby, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:32048.

    Full description at Econpapers || Download paper

  20. Estimating quarterly GDP Data for the South Pacific Island Nations. (2008). Haug, Alfred ; Garces-Ozanne, Arlene ; LAHARI, WILLIE .
    In: Working Papers.
    RePEc:otg:wpaper:0805.

    Full description at Econpapers || Download paper

  21. Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?. (2008). Frale, Cecilia .
    In: Working Papers.
    RePEc:itt:wpaper:wp2008-2.

    Full description at Econpapers || Download paper

  22. A Monthly Indicator of the Euro Area GDP. (2008). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gian Luigi .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/32.

    Full description at Econpapers || Download paper

  23. A Monthly Indicator of the Euro Area GDP. (2008). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gian Luigi .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7007.

    Full description at Econpapers || Download paper

  24. SEIA: Una mirada alternativa de la inversión. (2007). Idrovo, Byron ; Aguirre, Byron Idrovo .
    In: MPRA Paper.
    RePEc:pra:mprapa:19367.

    Full description at Econpapers || Download paper

  25. A Quarterly Post-World War II Real GDP Series for New Zealand. (2007). McDermott, Christopher ; Hall, Viv.
    In: Working Papers.
    RePEc:mtu:wpaper:07_13.

    Full description at Econpapers || Download paper

  26. Testing Temporal Disaggregation. (2006). www.s-e-i.ch, deactivated account ; Muller, Christian.
    In: KOF Working papers.
    RePEc:kof:wpskof:06-134.

    Full description at Econpapers || Download paper

  27. A Proposal to Obtain a Long Quarterly Chilean GDP Series. (2006). Tena, Juan de Dios ; Jerez, Miguel ; Carvallo, Nicole ; Sotoca, Sonia .
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:43:y:2006:i:128:p:285-300.

    Full description at Econpapers || Download paper

  28. Interpolation and backdating with a large information set. (2006). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:12:p:2693-2724.

    Full description at Econpapers || Download paper

  29. A proposal to obtain a long quarterly chilean gdp series. (2006). Tena, Juan de Dios ; Jerez, Miguel ; Carvallo, Nicole ; Sotoca, Sonia .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws061706.

    Full description at Econpapers || Download paper

  30. Exchange Rate Pass-Through in Turkey : It is Slow, but is it Really Low?. (2005). Ogunc, Fethi ; Kara, Hakan.
    In: Working Papers.
    RePEc:tcb:wpaper:0510.

    Full description at Econpapers || Download paper

  31. Estimating the Role of Government Expenditure in Long-run Consumption.. (2005). Pieroni, Luca ; Aristei, David.
    In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
    RePEc:pia:wpaper:13/2005.

    Full description at Econpapers || Download paper

  32. Towards a Monthly Business Cycle Chronology for the Euro Area. (2005). Monch, Emanuel .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-023.

    Full description at Econpapers || Download paper

  33. Forecasting macroeconomic variables for the new member states of the European Union. (2005). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005482.

    Full description at Econpapers || Download paper

  34. Pooling-based data interpolation and backdating. (2005). Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5295.

    Full description at Econpapers || Download paper

  35. On the Estimation of Nonlinearly Aggregated Mixed Models. (2004). Proietti, Tommaso.
    In: Econometrics.
    RePEc:wpa:wuwpem:0411012.

    Full description at Econpapers || Download paper

  36. Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited. (2004). Proietti, Tommaso.
    In: Econometrics.
    RePEc:wpa:wuwpem:0411011.

    Full description at Econpapers || Download paper

  37. Short-term monitoring of fiscal policy discipline. (2004). Lamo, Ana ; Camba-Mendez, Gonzalo.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:2:p:247-265.

    Full description at Econpapers || Download paper

  38. Forecasting Macroeconomic Variables for the Acceding Countries. (2004). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Working Papers.
    RePEc:igi:igierp:260.

    Full description at Econpapers || Download paper

  39. Technology Shocks Matter. (2004). Fisher, Jonas.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:14.

    Full description at Econpapers || Download paper

  40. A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries. (2003). Malley, Jim ; Leith, Campbell.
    In: Working Papers.
    RePEc:gla:glaewp:2003_7.

    Full description at Econpapers || Download paper

  41. Interpolation and backdating with a large information set. (2003). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003252.

    Full description at Econpapers || Download paper

  42. A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries. (2003). Malley, Jim ; Leith, Campbell.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_984.

    Full description at Econpapers || Download paper

  43. La trimestralización de variables flujo. Un estudio de simulación de los métodos de desagregación temporal con indicador. (2003). Santiago, Rodriguez ; Rodriguez Caro, Alejandro ; Quintana, Delia Davila ; Feijoo, Santiago Rodriguez .
    In: Documentos de trabajo conjunto ULL-ULPGC.
    RePEc:can:series:2003-01.

    Full description at Econpapers || Download paper

  44. Latin American growth cycles. Empirical evidence: 1960 - 2000. (2002). Pineda, Jose ; Cerro, Ana.
    In: Estudios de Economia.
    RePEc:udc:esteco:v:29:y:2002:i:1:p:89-108.

    Full description at Econpapers || Download paper

  45. Technology shocks matter. (2002). Fisher, Jonas.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-02-14.

    Full description at Econpapers || Download paper

  46. Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante. (2000). Pavia, Jose Manuel .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:24:y:2000:i:3:p:727-737.

    Full description at Econpapers || Download paper

  47. Estimating Monthly GDP In A General Kalman Filter Framework: Evidence From Switzerland. (1999). Cuche-Curti, Nicolas ; Hess, Martin K..
    In: Working Papers.
    RePEc:szg:worpap:9902.

    Full description at Econpapers || Download paper

  48. ¿Incorpora la contabilidad nacional trimestral de España información útil de indicadores?. (1998). Gema De Cabo Serrano, .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:22:y:1998:i:2:p:277-291.

    Full description at Econpapers || Download paper

  49. The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique. (1992). Ozatay, Fatih.
    In: Discussion Papers.
    RePEc:tcb:dpaper:9208.

    Full description at Econpapers || Download paper

  50. L’annualisation des chiffres d’exercices financiers. (1990). Cholette, Pierre A..
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:66:y:1990:i:2:p:218-230.

    Full description at Econpapers || Download paper

  51. Estimation du PIB mensuel canadien : 1962 à 1985. (1990). Smith, Gregor ; Otto, Glenn ; Milbourne, Ross D. ; Guay, Richard .
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:66:y:1990:i:1:p:14-30.

    Full description at Econpapers || Download paper

  52. Implementing Bayesian vector autoregressions. (1988). Todd, Richard M..
    In: Working Papers.
    RePEc:fip:fedmwp:384.

    Full description at Econpapers || Download paper

  53. Real Economic Activity In Switzerland. (1984). Salemi, Michael K..
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:1984-iv-2.

    Full description at Econpapers || Download paper

  54. A random walk, Markov model for the distribution of time series. (1983). Litterman, Robert.
    In: Staff Report.
    RePEc:fip:fedmsr:84.

    Full description at Econpapers || Download paper

  55. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-24 05:07:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy