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Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model

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  • Peter A. Zadrozny

Abstract

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Suggested Citation

  • Peter A. Zadrozny, 1990. "Forecasting U.S. GNP at monthly intervals with an estimated bivariate time series model," Economic Review, Federal Reserve Bank of Atlanta, issue Nov, pages 2-15.
  • Handle: RePEc:fip:fedaer:y:1990:i:nov:p:2-15
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    Cited by:

    1. Elena Andreou & Eric Ghysels & Andros Kourtellos, 2013. "Should Macroeconomic Forecasters Use Daily Financial Data and How?," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(2), pages 240-251, April.
    2. Zadrozny, Peter A., 2016. "Extended Yule–Walker identification of VARMA models with single- or mixed-frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 438-446.
    3. Neville Francis & Eric Ghysels & Michael T. Owyang, 2011. "The low-frequency impact of daily monetary policy shocks," Working Papers 2011-009, Federal Reserve Bank of St. Louis.
    4. Neville Francis, 2012. "The Low-Frequency Impact of Daily Monetary Policy Shock," 2012 Meeting Papers 198, Society for Economic Dynamics.
    5. Ghysels, Eric, 2016. "Macroeconomics and the reality of mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 294-314.
    6. Foroni, Claudia & Guérin, Pierre & Marcellino, Massimiliano, 2015. "Markov-switching mixed-frequency VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 692-711.
    7. Peter Zadrozny, 1997. "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations," Economic Change and Restructuring, Springer, vol. 30(2), pages 221-238, May.

    More about this item

    Keywords

    Gross national product ; Forecasting;

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