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• Andrew C. Harvey

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Article provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series A (Statistics in Society).

Volume (Year): 163 (2000)
Issue (Month): 3 ()
Pages: 303-309
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Handle: RePEc:bla:jorssa:v:163:y:2000:i:3:p:303-309

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1. Javier J. Pérez & Diego J. Pedregal, 2008. "Should quarterly government finance statistics be used for fiscal surveillance in Europe?," Working Paper Series 937, European Central Bank. [Downloadable!]
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5. Jo Thori Lind, 2002. "Small continuous surveys and the Kalman filter," Discussion Papers 333, Research Department of Statistics Norway. [Downloadable!]
6. Andrew Harvey, 2002. "Trends, Cycles and Convergence," Working Papers Central Bank of Chile 155, Central Bank of Chile. [Downloadable!]
7. Tommaso Proietti, 2004. "Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited," Econometrics 0411011, EconWPA. [Downloadable!]
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   • 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. [Downloadable!] (restricted)
8. Lind, Jo Thori, 2004. "Repeated surveys and the Kalman filter," Memorandum 19/2004, Oslo University, Department of Economics. [Downloadable!]
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   • Jo Thori Lind, 2005. "Repeated surveys and the Kalman filter," Econometrics Journal, Royal Economic Society, vol. 8(3), pages 418-427, December. [Downloadable!] (restricted)
9. Frale, Cecilia & Marcellino, Massimiliano & Mazzi, Gian Luigi & Proietti, Tommaso, 2008. "A Monthly Indicator of the Euro Area GDP," CEPR Discussion Papers 7007, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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10. Cecilia Frale & David Veredas, 2008. "A Monthly Volatility Index for the US Economy," ECARES Working Papers 2008_008, Université Libre de Bruxelles, Ecares. [Downloadable!]
11. Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany. [Downloadable!]
12. 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. [Downloadable!]

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