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A Methodological Note on the Estimation of Time Series
2 references·16 citing·51 second hop
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References

  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited

Cited by

  • 1983A Random Walk, Markov Model for the Distribution of Time Series289 cited
  • 2010Does Crime Affect Economic Growth?220 cited
  • 2010Forecasting with Mixed Frequencies130 cited
  • 2005An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth127 cited
  • 2004Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation121 cited
  • 2010Trade and the Global Recession112 cited
  • 2008Inflation Targeting and Exchange Rate Pass-Through: The Turkish Experience100 cited
  • 2003Technology Shocks Matter94 cited
  • 2001The Chow-Lin method using dynamic models94 cited
  • 2010EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions93 cited
  • 1995AN INTEGRATED ANALYSIS OF TURKISH INFLATION†90 cited
  • 2005Temporal disaggregation using multivariate structural time series models87 cited
  • 2017Capital market and economic growth nexus: Evidence from Turkey83 cited

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  • 2006Temporal disaggregation by state space methods: Dynamic regression methods revisited83 cited
  • 1993Political Surfing over Economic Waves: Parliamentary Election Timing in India82 cited
  • 2011A monthly consumption indicator for Germany based on Internet search query data61 cited