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A Methodological Note on the Estimation of Time Series
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Cited by:
- Hakan Kara & Fethi Ogunc, 2011. "Doviz Kuru ve Ithalat Fiyatlarinin Enflasyona Etkisi," CBT Research Notes in Economics 1114, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Bettendorf, Timo & Bursian, Dirk, 2017.
"Chow-Lin ×N: How adding a panel dimension can improve accuracy,"
Economics Letters, Elsevier, vol. 157(C), pages 5-9.
- Bettendorf, Timo & Bursian, Dirk, 2017. "Chow-Lin x N: How adding a panel dimension can improve accuracy," Discussion Papers 12/2017, Deutsche Bundesbank.
- Saijo, Hikaru, 2017.
"The uncertainty multiplier and business cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 1-25.
- Hikaru Saijo, 2013. "The Uncertainty Multiplier and Business Cycles," UTokyo Price Project Working Paper Series 016, University of Tokyo, Graduate School of Economics.
- Hikaru Saijo, 2014. "The Uncertainty Multiplier and Business Cycles," Working Papers e067, Tokyo Center for Economic Research.
- Fullerton, Thomas M. Jr & Walke, Adam G., 2012.
"Border Zone Mass Transit Demand in Brownsville and Laredo,"
Journal of the Transportation Research Forum, Transportation Research Forum, vol. 51(2).
- Fullerton, Thomas M., Jr. & Walke, Adam G., 2012. "Border zone mass transit demand in Brownsville and Laredo," MPRA Paper 42990, University Library of Munich, Germany.
- Nijman, Theo E & Palm, Franz C, 1990.
"Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 405-415, October.
- Nijman, T.E. & Palm, F.C., 1987. "Predictive accuracy gain from disaggregate sampling in ARIMA-models," Research Memorandum FEW 273, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Palm, F.C., 1990. "Predictive accuracy gain from disaggregate sampling in ARIMA models," Other publications TiSEM 50a68aea-1b30-497d-b111-6, Tilburg University, School of Economics and Management.
- Yener Coskun & Unal Seven & H. Murat Ertugrul & Talat Ulussever, 2017. "Capital market and economic growth nexus: Evidence from Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 17(1), pages 1-19–29.
- Michael K. Salemi, 1984. "Real Economic Activity In Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 120(IV), pages 521-546, December.
- Sznajderska, Anna, 2014. "Asymmetric effects in the Polish monetary policy rule," Economic Modelling, Elsevier, vol. 36(C), pages 547-556.
- Wolfgang Polasek & Richard Sellner, 2008. "Spatial Chow-Lin Methods: Bayesian And Ml Forecast Comparisons," Working Paper series 38_08, Rimini Centre for Economic Analysis.
- João Victor Issler & Hilton Hostalacio Notini & Claudia Fontoura Rodrigues, 2013.
"Constructing coincident and leading indices of economic activity for the Brazilian economy,"
OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2012(2), pages 43-65.
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2009. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 694, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2012. "Constructing coincident and leading indices of economic activity for the Brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 730, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio & Rodrigues, Claudia Oliveira da Fontoura, 2011. "Constructing coincident and leading indices of economic activity for the brazilian economy," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 714, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Sznajderska, Anna, 2013. "On the empirical evidence of asymmetric effects in the Polish interest rate pass-through," The Journal of Economic Asymmetries, Elsevier, vol. 10(2), pages 78-93.
- Pinar Ozlu & Deren Unalmis, 2012. "Makroekonomik Gostergelerin Doviz Kurlari Uzerine Etkisi," CBT Research Notes in Economics 1221, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Mr. Marco Marini, 2016. "Nowcasting Annual National Accounts with Quarterly Indicators: An Assessment of Widely Used Benchmarking Methods," IMF Working Papers 2016/071, International Monetary Fund.
- Pablo A. Guerron-Quintana & Ryo Jinnai, 2013.
"Liquidity, Trends and the Great Recession,"
UTokyo Price Project Working Paper Series
015, University of Tokyo, Graduate School of Economics.
- Pablo Guerrón-Quintana & Ryo Jinnai, 2014. "Lliquidity, trends, and the great recession," Working Papers 14-24, Federal Reserve Bank of Philadelphia.
- Pablo A. Guerron-Quintana & Ryo Jinnai, 2014. "Liquidity, Trends and the Great Recession," Working Papers e066, Tokyo Center for Economic Research.
- Pablo Guerron-Quintana, 2014. "Liquidity, Trends, and the Great Recession," 2014 Meeting Papers 751, Society for Economic Dynamics.
- Karen Davtyan, 2016. "“The Distributive Effects of Conventional and Unconventional Monetary Policies”," IREA Working Papers 201606, University of Barcelona, Research Institute of Applied Economics, revised Apr 2016.
- Guay, Richard & Milbourne, Ross D. & Otto, Glenn & Smith, Gregor W., 1990. "Estimation du PIB mensuel canadien : 1962 à 1985," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(1), pages 14-30, mars.
- Emanuel Mönch & Harald Uhlig, 2005.
"Towards a Monthly Business Cycle Chronology for the Euro Area,"
Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(1), pages 43-69.
- Uhlig, Harald & Mönch, Emanuel, 2004. "Towards a Monthly Business Cycle Chronology for the Euro Area," CEPR Discussion Papers 4377, C.E.P.R. Discussion Papers.
- Mönch, Emanuel & Uhlig, Harald, 2005. "Towards a monthly business cycle chronology for the euro area," SFB 649 Discussion Papers 2005-023, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Sun, Lixin, 2016. "Corporate Deleveraging and Macroeconomic Policies: Evidence from China," MPRA Paper 69140, University Library of Munich, Germany.
- Jonathan Eaton & Samuel Kortum & Brent Neiman & John Romalis, 2016.
"Trade and the Global Recession,"
American Economic Review, American Economic Association, vol. 106(11), pages 3401-3438, November.
- Samuel S. Kortum & Jonathan Eaton & Brent Neiman & John Romalis, 2010. "Trade and the Global Recession," DEGIT Conference Papers c015_002, DEGIT, Dynamics, Economic Growth, and International Trade.
- Sam Kortum & John Romalis & Brent Neiman & Jonathan Eaton, 2010. "Trade and the Global Recession," 2010 Meeting Papers 1340, Society for Economic Dynamics.
- Eaton, Jonathan & Kortum, Sam & Neiman, Brent & Romalis, John, 2013. "Trade and the Global Recession," Working Papers 2013-21, University of Sydney, School of Economics.
- Jonathan Eaton & Sam Kortum & Brent Neiman & John Romalis, 2010. "Trade and the global recession," Working Paper Research 196, National Bank of Belgium.
- Jonathan Eaton & Samuel Kortum & Brent Neiman & John Romalis, 2011. "Trade and the Global Recession," NBER Working Papers 16666, National Bureau of Economic Research, Inc.
- Cuevas Ángel & Quilis Enrique M. & Espasa Antoni, 2015. "Quarterly Regional GDP Flash Estimates by Means of Benchmarking and Chain Linking," Journal of Official Statistics, Sciendo, vol. 31(4), pages 627-647, December.
- Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019.
"Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
- António Rua & Hossein Hassani, 2019. "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers w201913, Banco de Portugal, Economics and Research Department.
- Kahouli, Sondès, 2011. "Re-examining uranium supply and demand: New insights," Energy Policy, Elsevier, vol. 39(1), pages 358-376, January.
- D. Aristei & Luca Pieroni, 2008. "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Working Papers 0809, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- He, Yiming & Fullerton, Thomas M. & Walke, Adam G., 2017. "Electricity consumption and metropolitan economic performance in Guangzhou: 1950–2013," Energy Economics, Elsevier, vol. 63(C), pages 154-160.
- Litterman, Robert B, 1983.
"A Random Walk, Markov Model for the Distribution of Time Series,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-173, April.
- Robert B. Litterman, 1983. "A random walk, Markov model for the distribution of time series," Staff Report 84, Federal Reserve Bank of Minneapolis.
- Tom Doan, "undated". "DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure," Statistical Software Components RTS00050, Boston College Department of Economics.
- Tom Doan, "undated". "CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series," Statistical Software Components RTS00036, Boston College Department of Economics.
- Mauricio Carrizosa & Germán Botero, 1984. "Trimestralización del Producto Interno Bruto en Colombia," Coyuntura Económica, Fedesarrollo, vol. 14(4), pages 119-127, December.
- Vašíček, Bořek, 2012.
"Is monetary policy in the new EU member states asymmetric?,"
Economic Systems, Elsevier, vol. 36(2), pages 235-263.
- Borek Vasícek, 2010. "Is Monetary Policy in New Members States Asymmetric?," Working Papers wpdea1010, Department of Applied Economics at Universitat Autonoma of Barcelona.
- Borek Vasicek, 2010. "Is Monetary Policy in New Members States Asymmetric?," William Davidson Institute Working Papers Series wp1005, William Davidson Institute at the University of Michigan.
- Borek Vasicek, 2011. "Is Monetary Policy in the New EU Member States Asymmetric?," Working Papers 2011/05, Czech National Bank.
- Willie Lahari & Alfred A. Haug & Arlene Garces-Ozanne, 2011.
"Estimating Quarterly Gdp Data For The South Pacific Island Nations,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 56(01), pages 97-112.
- Willie Lahari & Alfred Haug & Arlene Garces-Ozanne, 2008. "Estimating quarterly GDP Data for the South Pacific Island Nations," Working Papers 0805, University of Otago, Department of Economics, revised May 2008.
- Wenzel, Lars & Wolf, André, 2013. "Short-term forecasting with business surveys: Evidence for German IHK data at federal state level," HWWI Research Papers 140, Hamburg Institute of International Economics (HWWI).
- Hakan Kara & Fethi Ogunc, 2005. "Exchange Rate Pass-Through in Turkey : It is Slow, but is it Really Low?," Working Papers 0510, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Franco, Ray John Gabriel & Mapa, Dennis S., 2014. "The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach," MPRA Paper 55858, University Library of Munich, Germany.
- Mr. Andrew Berg & Ms. Filiz D Unsal & Mr. Rafael A Portillo, 2010. "On the Optimal Adherence to Money Targets in a New-Keynesian Framework: An Application to Low-Income Countries," IMF Working Papers 2010/134, International Monetary Fund.
- Christian Mueller, 2006. "Testing Temporal Disaggregation," KOF Working papers 06-134, KOF Swiss Economic Institute, ETH Zurich.
- Issler, João Victor & Notini, Hilton Hostalacio, 2016.
"Estimating Brazilian Monthly GDP: a State-Space Approach,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 70(1), March.
- Issler, João Victor & Notini, Hilton Hostalácio, 2013. "Estimating Brazilian Monthly GDP: a State-Space Approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 740, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio, 2015. "Estimating Brazilian monthly GDP: a state-space approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 774, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Issler, João Victor & Notini, Hilton Hostalácio, 2014. "Estimating brazilian monthly GDP: a state-space approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 757, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Yasin Akcelik & Orcan Cortuk & Ibrahim Turhan, 2014.
"Mitigating Turkey’s Trilemma Tradeoffs,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(6), pages 102-118, November.
- Cortuk, Orcan & Akcelik, Yasin & Turhan, İbrahim, 2012. "Mitigating Turkey's trilemma trade-offs," MPRA Paper 40101, University Library of Munich, Germany.
- Yasin Akcelik & Orcan Cortuk & Ibrahim M. Turhan, 2012. "Mitigating Turkey's Trilemma Tradeoffs," Working Papers 1229, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Campbell Leith & Jim Malley, 2007.
"A Sectoral Analysis of Price-Setting Behavior in U.S. Manufacturing Industries,"
The Review of Economics and Statistics, MIT Press, vol. 89(2), pages 335-342, May.
- Campbell Leith & Jim Malley, "undated". "A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries," Working Papers 2003_7, Business School - Economics, University of Glasgow, revised May 2003.
- Campbell Leith & Jim Malley, 2003. "A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries," CESifo Working Paper Series 984, CESifo.
- Kyosuke Chikamatsu, Naohisa Hirakata, Yosuke Kido, Kazuki Otaka, 2018. "Nowcasting Japanese GDPs," Bank of Japan Working Paper Series 18-E-18, Bank of Japan.
- Binici, Mahir & Köksal, Bülent, 2012. "Türkiye'de Aşırı Kredi Genişlemeleri ve Belirleyicileri [Determinants of Credit Booms in Turkey]," MPRA Paper 38032, University Library of Munich, Germany.
- T. M. Fullerton & A. G. Walke, 2013. "Public transportation demand in a border metropolitan economy," Applied Economics, Taylor & Francis Journals, vol. 45(27), pages 3922-3931, September.
- José Manuel Pavía, 2000. "Desagregación conjunta de series anuales: perturbaciones AR(1) multivariante," Investigaciones Economicas, Fundación SEPI, vol. 24(3), pages 727-737, September.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008.
"A Monthly Indicator of the Euro Area GDP,"
Economics Working Papers
ECO2008/32, European University Institute.
- Marcellino, Massimiliano & Proietti, Tommaso & Frale, Cecilia & Mazzi, Gian Luigi, 2008. "A Monthly Indicator of the Euro Area GDP," CEPR Discussion Papers 7007, C.E.P.R. Discussion Papers.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
- Fatih Ozatay, 1992. "The Role of Public Sector Prices in Price Dynamics in Turkey and the Lucas Critique," Discussion Papers 9208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Gema De Cabo Serrano, 1998. "¿Incorpora la contabilidad nacional trimestral de España información útil de indicadores?," Investigaciones Economicas, Fundación SEPI, vol. 22(2), pages 277-291, May.
- Poissonnier Aurélien, 2018. "The Chow-Lin method extended to dynamic models with autocorrelated residuals," Journal of Time Series Econometrics, De Gruyter, vol. 10(1), pages 1-17, January.
- Cholette, Pierre A., 1990. "L’annualisation des chiffres d’exercices financiers," L'Actualité Economique, Société Canadienne de Science Economique, vol. 66(2), pages 218-230, juin.
- Jorge M. Streb & Daniel Lema & Pablo Garofalo, 2012.
"Temporal aggregation in political budget cycles,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2012), pages 39-78, August.
- Jorge M. Streb & Daniel Lema, 2009. "Temporal aggregation in political budget cycles," CEMA Working Papers: Serie Documentos de Trabajo. 403, Universidad del CEMA.
- Streb, Jorge M. & Lema, Daniel & Garofalo, Pablo, 2012. "Temporal aggregation in political budget cycles," LSE Research Online Documents on Economics 123247, London School of Economics and Political Science, LSE Library.
- Massimo Gerli & Giovanni Marini, 2006. "Spatial and Temporal Time Series Conversion: A Consistent Estimator of the Error Variance-Covariance Matrix," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(3), pages 373-405.
- Nina Biljanovska & Alexis Meyer-Cirkel, 2016. "Testing Shock Transmission Channels to Low-Income Developing Countries," IMF Working Papers 2016/102, International Monetary Fund.
- Paul Labonne & Martin Weale, 2018. "Temporal disaggregation of overlapping noisy quarterly data using state space models: Estimation of monthly business sector output from Value Added Tax data in the UK," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-18, Economic Statistics Centre of Excellence (ESCoE).
- Tommaso Proietti, 2004. "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics 0411012, University Library of Munich, Germany.
- Eleftheriou, Maria, 2009. "Monetary policy in Germany: A cointegration analysis on the relevance of interest rate rules," Economic Modelling, Elsevier, vol. 26(5), pages 946-960, September.
- Pieroni, Luca & d'Agostino, Giorgio & Lorusso, Marco, 2008.
"Can we declare military Keynesianism dead?,"
Journal of Policy Modeling, Elsevier, vol. 30(5), pages 675-691.
- Luca Pieroni & Giorgio D’Agostino & Marco Lorusso, 2008. "Can we declare military Keynesianism dead?," Quaderni del Dipartimento di Economia, Finanza e Statistica 44/2008, Università di Perugia, Dipartimento Economia.
- Luca Pieroni & Giorgio d'Agostino & Marco Lorusso, 2008. "Can We Declare Military Keynesianism Dead?," Working Papers 0804, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Marcus Scheiblecker & Sandra Bilek-Steindl & Michael Wüger, 2007. "Quarterly National Accounts Inventory of Austria. Description of Applied Methods and Data Sources," WIFO Studies, WIFO, number 37249, January.
- Bruno, Giancarlo & Otranto, Edoardo, 2008. "Models to date the business cycle: The Italian case," Economic Modelling, Elsevier, vol. 25(5), pages 899-911, September.
- Angelini, Elena & Henry, Jerome & Marcellino, Massimiliano, 2006.
"Interpolation and backdating with a large information set,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2693-2724, December.
- Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2003. "Interpolation and backdating with a large information set," Working Paper Series 252, European Central Bank.
- Henry, Jerome & Marcellino, Massimiliano & Angelini, Elena, 2004. "Interpolation and Backdating with A Large Information Set," CEPR Discussion Papers 4533, C.E.P.R. Discussion Papers.
- Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2021.
"ITER: A Quarterly Indicator of Regional Economic Activity in Italy,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 7(1), pages 129-147, March.
- Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 0. "ITER: A Quarterly Indicator of Regional Economic Activity in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 0, pages 1-19.
- Valter Di Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2019. "ITER A quarterly indicator of regional economic activity in Italy," Questioni di Economia e Finanza (Occasional Papers) 489, Bank of Italy, Economic Research and International Relations Area.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- John McDermott & Viv B. Hall, "undated".
"A quarterly Post-World War II Real GDP Series for New Zealand,"
Reserve Bank of New Zealand Discussion Paper Series
DP2009/12, Reserve Bank of New Zealand.
- Viv Hall & John McDermott, 2007. "A Quarterly Post-World War II Real GDP Series for New Zealand," Working Papers 07_13, Motu Economic and Public Policy Research.
- repec:hum:wpaper:sfb649dp2005-023 is not listed on IDEAS
- Alain MAURIN & Alain GUAY, 2008. "An Adaptation of the MIDAS Regression Model for Estimating and Forecasting Quarterly GDP : Application to the Case of Guadeloupe," EcoMod2008 23800085, EcoMod.
- Gonzalo Camba-Mendez & Ana Lamo, 2004.
"Short-term monitoring of fiscal policy discipline,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 247-265.
- Camba-Méndez, Gonzalo & Lamo, Ana, 2002. "Short-term monitoring of fiscal policy discipline," Working Paper Series 152, European Central Bank.
- Sax, Christoph & Steiner, Peter, 2013. "Temporal Disaggregation of Time Series," MPRA Paper 53389, University Library of Munich, Germany.
- Ana María Cerro & José Pineda, 2002. "Latin American growth cycles. Empirical evidence: 1960 - 2000," Estudios de Economia, University of Chile, Department of Economics, vol. 29(1 Year 20), pages 89-108, June.
- Dudek, Sławomir & Pachucki, Dawid & Zachłod-Jelec, Magdalena & Zając, Tomasz & Kolski, Paweł & Fudała-Poradzińska, Iwona & Danielski, Kamil, 2012. "eMPF Econometric Model of Public Finance," MF Working Papers 14, Ministry of Finance in Poland, revised 12 Jun 2012.
- repec:zbw:bofitp:2006_006 is not listed on IDEAS
- Alejandro Rodríguez Caro & Santiago Rodríguez Feijoo & Delia Dávila Quintana, 2003. "La trimestralización de variables flujo. Un estudio de simulación de los métodos de desagregación temporal con indicador," Documentos de trabajo conjunto ULL-ULPGC 2003-01, Facultad de Ciencias Económicas de la ULPGC.
- Arby, Muhammad Farooq, 2008. "Some Issues in the National Income Accounts of Pakistan (Rebasing, Quarterly and Provincial Accounts and Growth Accounting)," MPRA Paper 32048, University Library of Munich, Germany.
- Tommaso Proietti, 2006.
"Temporal disaggregation by state space methods: Dynamic regression methods revisited,"
Econometrics Journal, Royal Economic Society, vol. 9(3), pages 357-372, November.
- Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, University Library of Munich, Germany.
- Hatice Gokce Karasoy, 2015. "Consumer Confidence Indices and Financial Volatility," CBT Research Notes in Economics 1516, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Simeon Vosen & Torsten Schmidt, 2012.
"A monthly consumption indicator for Germany based on Internet search query data,"
Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 683-687, May.
- Vosen, Simeon & Schmidt, Torsten, 2012. "A monthly consumption indicator for Germany based on Internet search query data," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 19(7), pages 683-687.
- Schmidt, Torsten & Vosen, Simeon, 2010. "A monthly consumption indicator for Germany based on internet search query data," Ruhr Economic Papers 208, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Tommaso Proietti, 2011. "Multivariate temporal disaggregation with cross-sectional constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1455-1466, June.
- Juan de Dios Tena & Miguel Jerez & Sonia Sotoca & Nicole Carvallo, 2006.
"A Proposal to Obtain a Long Quarterly Chilean GDP Series,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 43(128), pages 285-300.
- Jerez, Miguel & Sotoca, Sonia & Carvallo, Nicole, 2006. "A proposal to obtain a long quarterly chilean gdp series," DES - Working Papers. Statistics and Econometrics. WS ws061706, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Huang, Yu-Lieh, 2012. "Measuring business cycles: A temporal disaggregation model with regime switching," Economic Modelling, Elsevier, vol. 29(2), pages 283-290.
- Kaiji Chen & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2016.
"Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China,"
FRB Atlanta Working Paper
2016-9, Federal Reserve Bank of Atlanta.
- Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha, 2016. "Impacts of Monetary Stimulus on Credit Allocation and the Macroeconomy: Evidence from China," NBER Working Papers 22650, National Bureau of Economic Research, Inc.
- Víctor Gómez & Félix Aparicio‐Pérez, 2009. "A new state–space methodology to disaggregate multivariate time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(1), pages 97-124, January.
- Nijman, Th. & Palm, F.C., 1984. "Missing observations in a quarterly model for the aggregate labor market in the Netherlands," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Tsasa Vangu, Jean-Paul Kimbambu, 2014. "Diagnostic de la politique monétaire en Rép. Dém. Congo – Approche par l’Equilibre Général Dynamique Stochastique," Dynare Working Papers 38, CEPREMAP.
- Bernardí Cabred & Jose Pavía, 1999. "EstimatingJ (>1) quarterly time series in fulfilling annual and quarterly constraints," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 5(3), pages 339-349, August.
- Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," Documentos CEDE 12567, Universidad de los Andes, Facultad de Economía, CEDE.
- Rita Soares, 2011. "Assessing monetary policy in the euro area: a factor-augmented VAR approach," Working Papers w201111, Banco de Portugal, Economics and Research Department.
- Mustafa Kilinc & Cengiz Tunc, 2014. "Identification of Monetary Policy Shocks in Turkey: A Structural VAR Approach," Working Papers 1423, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Higgins, Patrick & Zha, Tao & Zhong, Wenna, 2016.
"Forecasting China's economic growth and inflation,"
China Economic Review, Elsevier, vol. 41(C), pages 46-61.
- Patrick C. Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," FRB Atlanta Working Paper 2016-7, Federal Reserve Bank of Atlanta.
- Patrick Higgins & Tao Zha & Karen Zhong, 2016. "Forecasting China's Economic Growth and Inflation," NBER Working Papers 22402, National Bureau of Economic Research, Inc.
- José Casals & Miguel Jerez & Sonia Sotoca, 2009.
"Modelling and forecasting time series sampled at different frequencies,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(4), pages 316-342.
- José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López, 2006. "Modelling an forecasting time series sampled at different frequencies," Documentos de Trabajo del ICAE 0603, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Kim Abildgren, 2016. "A century of macro-financial linkages," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 8(4), pages 458-471, November.
- Raffaella Basile & Bruno Chiarini & Elisabetta Marzano, 2011.
"Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?,"
CESifo Working Paper Series
3521, CESifo.
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"Technology shocks matter,"
Working Paper Series
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"Financial frictions, trends, and the great recession,"
Quantitative Economics, Econometric Society, vol. 10(2), pages 735-773, May.
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"Did monetary or technology shocks move euro area stock prices?,"
Empirical Economics, Springer, vol. 43(2), pages 693-722, October.
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"Taking the Temperature - Forecasting GDP Growth for Mainland China,"
Quantitative Macroeconomics Working Papers
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