Readings in Unobserved Components Models
- Harvey, Andrew(Professor of Econometrics, University of Cambridge)Proietti, Tommaso(Professor of Economic Statistics, University of Udine, Italy)Registered editor(s):
Contributors to this volume - P. Burridge and K.F. Wallis S.J. Koopman P. de Jong A.C. Harvey and S.J. Koopman R. Kohn, C.F. Ansley and C. Wong M.W. Watson A.C. Harvey and A. Jaeger A. Maravall D. Pfeffermann A.C. Harvey, S.J. Koopman and M. Riani J. Nyblom F. Canova and B.E. Hansen A.C. Harvey and C. Fernandes Carter and Kohn P. de Jong and N. Shephard N. Shephard and M.K. Pitt J. Durbin and S.J. Koopman S. Kim, N. Shephard, and S. Chib A. Doucet, S.J. Godsill, and C. Andrieu
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- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2010.
"Survey data as coincident or leading indicators,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 29(1-2), pages 109-131.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, . "Survey Data as Coincident or Leading Indicators," Working Papers 3, Department of the Treasury, Ministry of the Economy and of Finance.
- Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009. "Survey Data as Coicident or Leading Indicators," Economics Working Papers ECO2009/19, European University Institute.
- Proietti, Tommaso, 2008.
"Structural Time Series Models for Business Cycle Analysis,"
6854, University Library of Munich, Germany.
- Tommaso Proietti, 2008. "Structural Time Series Models for Business Cycle Analysis," CEIS Research Paper 109, Tor Vergata University, CEIS, revised 10 Jul 2008.
- Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015. "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," CREATES Research Papers 2015-30, School of Economics and Management, University of Aarhus.
- Paulo Mauricio Sánchez Beltrán & Luis Fernando Melo Velandia, 2013.
"Combinación de brechas del producto colombiano,"
Borradores de Economia
775, Banco de la Republica de Colombia.
- Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 31(72), pages 74-82, Diciembre.
- Paulo M. Sánchez & Luis Fernando Melo, 2013. "Combinación de brechas del producto colombiano," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
- Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015. "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics 1511, School of Economics, University of Kent.
- Dilaver, Zafer & Hunt, Lester C., 2011.
"Industrial electricity demand for Turkey: A structural time series analysis,"
Elsevier, vol. 33(3), pages 426-436, May.
- Zafer Dilaver & Lester C Hunt, 2010. "Industrial Electricity Demand for Turkey: A Structural Time Series Analysis," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 129, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
- Javid, Muhammad & Qayyum, Abdul, 2014. "Electricity consumption-GDP nexus in Pakistan: A structural time series analysis," Energy, Elsevier, vol. 64(C), pages 811-817.
- Tsyplakov, Alexander, 2010. "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper 25511, University Library of Munich, Germany.
- 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.
- Proietti, Tommaso & Riani, Marco, 2007. "Transformations and Seasonal Adjustment: Analytic Solutions and Case Studies," MPRA Paper 7862, University Library of Munich, Germany.
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