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Reducing uncertainty in short-term projections: linkage of monthly and quarterly models

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  • Carol A. Corrado
  • Mark Greene

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Bibliographic Info

Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Special Studies Papers with number 207.

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Date of creation: 1984
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Handle: RePEc:fip:fedgsp:207

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Keywords: Econometric models ; Forecasting;

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Cited by:
  1. Tom Stark, 2000. "Does current-quarter information improve quarterly forecasts for the U.S. economy?," Working Papers 00-2, Federal Reserve Bank of Philadelphia.
  2. Sean Holly & Arnab Bhattacharjee, 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Computing in Economics and Finance 2005, Society for Computational Economics 119, Society for Computational Economics.
  3. Biing-Shen Kuo & Su-Ling Peng, 2011. "Price Pass-Through, Household Expenditure, and Industrial Structure: The Case of Taiwan," NBER Chapters, in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 237-255 National Bureau of Economic Research, Inc.
  4. Ching Wai (Jeremy) Chiu & Bjørn Eraker & Andrew T. Foerster & Tae Bong Kim & Hernán D. Seoane, 2011. "Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach," Research Working Paper, Federal Reserve Bank of Kansas City RWP 11-11, Federal Reserve Bank of Kansas City.
  5. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Working Papers, Bank of Canada 05-44, Bank of Canada.
  6. Rünstler, Gerhard & Sédillot, Franck, 2003. "Short-term estimates of euro area real GDP by means of monthly data," Working Paper Series, European Central Bank 0276, European Central Bank.

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