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A Monthly Indicator of the Euro Area GDP
16 references·1 citing·37 second hop
A Monthly Indicator of the Euro Area GDP (2008)A Monthly Indicator of the Euro Area GDPSectoral Survey-based Confidence Indicators for Europe* (2010)Sectoral Survey-based Confide…New Eurocoin: Tracking Economic Growth in Real Time (2007)New Eurocoin: Tracking Econom…Temporal disaggregation by state space methods: Dynamic regression methods revisited (2006)Temporal disaggregation by st…Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints (2006)Dynamic Factor Analysis with …Temporal disaggregation using multivariate structural time series models (2005)Temporal disaggregation using…An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth (2005)An Indicator of Monthly GDP a…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…A new coincident index of business cycles based on monthly and quarterly series (2002)A new coincident index of bus…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Estimating the Underlying Change in Unemployment in the UK (2000)Estimating the Underlying Cha…A probability model of the coincident economic indicators (1991)A probability model of the co…A Random Walk, Markov Model for the Distribution of Time Series (1983)A Random Walk, Markov Model f…A Methodological Note on the Estimation of Time Series (1981)A Methodological Note on the …Random Coefficients Models: The Analysis of a Cross Section of Time Series by Stochastically Convergent Parameter Regression (1973)Random Coefficients Models: T…Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)Best Linear Unbiased Interpol…Aggregate versus disaggregate information in dynamic factor models (2016)Aggregate versus disaggregate…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)State-Space Models with Regime Switching (1999)Real-Time Measurement of Business Conditions (2009)Now-Casting and the Real-Time Data Flow (2013)On the Methodological Framework of Composite Indices: A Review of the Issues of Weighting, Aggregation, and Robustness (2018)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)New Eurocoin: Tracking Economic Growth in Real Time (2007)Assessing the Economy‐wide Effects of Quantitative Easing (2012)What are the macroeconomic effects of asset purchases? (2016)The Dynamic Effects of Neutral and Investment‐Specific Technology Shocks (2006)Trade and the Global Recession (2016)The Nexus of Monetary Policy and Shadow Banking in China (2018)Short- Term Interest Rates as Predictors of Inflation (2021)Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets (1983)Funds, Factors, and Diversification in Arbitrage Pricing Models (1983)Monthly Estimates of Certain National Product Components, 1946-49 (1951)The Interpolation of Time Series by Related Series (1962)A Monthly Recursive Econometric Model of United States: A Test of Feasibility (1969)Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and conditional projection using realistic prior distributions (1984)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Determining the Number of Factors in Approximate Factor Models (2002)The Producer Service Sector in Italy: Long-Term Growth and its Local Determinants (2007)Testing for structural breaks in dynamic factor models (2010)Real‐Time Forecasts of Inflation: The Role of Financial Variables (2012)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Trends and random walks in macroeconomic time series (1988)Dissecting the cycle: a methodological investigation (2002)Macro Factors in Bond Risk Premia (2009)Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory (1988)The effectiveness of different forms of online advertising for purchase conversion in a multiple-channel attribution framework (2015)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,735 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 2002A new coincident index of business cycles based on monthly and quarterly series631 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1981A Methodological Note on the Estimation of Time Series355 cited
  • 1983A Random Walk, Markov Model for the Distribution of Time Series289 cited
  • 2007New Eurocoin: Tracking Economic Growth in Real Time128 cited
  • 2005An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth127 cited
  • 2000Estimating the Underlying Change in Unemployment in the UK119 cited
  • 2006Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints106 cited
  • 1973Random Coefficients Models: The Analysis of a Cross Section of Time Series by Stochastically Convergent Parameter Regression103 cited
  • 2005Temporal disaggregation using multivariate structural time series models87 cited
  • 2006

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Temporal disaggregation by state space methods: Dynamic regression methods revisited
83 cited
  • 2010Sectoral Survey-based Confidence Indicators for Europe*16 cited
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    • 2016Aggregate versus disaggregate information in dynamic factor models26 cited