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MONTHLY GDP FORECASTING USING BRIDGE MODELS: APPLICATION FOR THE FRENCH ECONOMY
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this work references cited by second hop

References

  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2007MIDAS Regressions: Further Results and New Directions1,003 cited
  • 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
  • 2008Macroeconomic Forecasting With Mixed-Frequency Data392 cited
  • 2003Bridge models to forecast the euro area GDP391 cited
  • 2006Chapter 10 Forecasting with Many Predictors382 cited
  • 2010Introducing the euro‐sting: Short‐term indicator of euro area growth353 cited
  • 2003Do financial variables help forecasting inflation and real activity in the euro area?336 cited
  • 2010A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP258 cited
  • 2007Forecasting German GDP using alternative factor models based on large datasets161 cited
  • 2006Short-Term Forecasts of Euro Area Real GDP Growth: An Assessment of Real-Time Performance Based on Vintage Data145 cited
  • 2005Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases138 cited
  • 2000Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money136 cited

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  • 2005Leading Indicators for Euro‐area Inflation and GDP Growth*134 cited
  • 2013A Survey of Econometric Methods for Mixed-Frequency Data121 cited
  • Cited by

    • 2014Analysing and Forecasting Price Dynamics Across Euro Area Countries and Sectors: A Panel VAR Approach15 cited
    • 2016Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach13 cited