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Citations for "Macroeconomic forecasting in the Euro area: Country specific versus area-wide information"

by Marcellino, Massimiliano & Stock, James H. & Watson, Mark W.

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  1. Viktors Ajevskis & Gundars Davidsons, 2008. "Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product," Working Papers 2008/02, Latvijas Banka.
  2. Gabriel Moser & Fabio Rumler & Johann Scharler, 2004. "Forecasting Austrian Inflation," Working Papers 91, Oesterreichische Nationalbank (Austrian Central Bank).
  3. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Staff Working Papers 05-31, Bank of Canada.
  4. Bruneau, C. & De Bandt, O. & Flageollet, A., 2003. "Forecasting Inflation in the Euro Area," Working papers 102, Banque de France.
  5. WAN, Shui-Ki & WANG, Shin-Huei & WOO, Chi-Keung, 2012. "Total tourist arrival forecast: aggregation vs. disaggregation," CORE Discussion Papers 2012039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Angelini, Elena & Henry, Jérôme & Marcellino, Massimiliano, 2004. "Interpolation and Backdating with A Large Information Set," CEPR Discussion Papers 4533, C.E.P.R. Discussion Papers.
  7. Giacomo Sbrana, 2007. "Testing for Model Selection in Predicting Aggregate Variables," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 3-28, March.
  8. Massimiliano Marcellino & Christian Schumacher, 2008. "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1," Working Papers 333, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  9. Barhoumi, K. & Rünstler, G. & Cristadoro, R. & Den Reijer, A. & Jakaitiene, A. & Jelonek, P. & Rua, A. & Ruth, K. & Benk, S. & Van Nieuwenhuyze, C., 2008. "Short-term forecasting of GDP using large monthly datasets: a pseudo real-time forecast evaluation exercise," Working papers 215, Banque de France.
  10. Fricke, Christoph & Menkhoff, Lukas, 2014. "Financial conditions, macroeconomic factors and (un)expected bond excess returns," Discussion Papers 35/2014, Deutsche Bundesbank, Research Centre.
  11. Matthias Burgert & Stephane Dees, 2009. "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, vol. 20(3), pages 385-402, July.
  12. Domenico Giannone & Lucrezia Reichlin & David Small, 2008. "Nowcasting: the real time informational content of macroeconomic data releases," ULB Institutional Repository 2013/6409, ULB -- Universite Libre de Bruxelles.
  13. Ralf Brueggemann & Helmut Luetkepohl, 2011. "Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights," Economics Working Papers ECO2011/17, European University Institute.
  14. Marcellino, Massimiliano, 2005. "Pooling-based data interpolation and backdating," CEPR Discussion Papers 5295, C.E.P.R. Discussion Papers.
  15. Bruno Giancarlo & Lupi Claudio, 2003. "Forecasting Euro-Area Industrial Production Using (Mostly) Business Surveys Data," ISAE Working Papers 33, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  16. Martha Banbura & Domenico Giannone & Lucrezia Reichlin, 2008. "Large Bayesian VARs," Working Papers ECARES 2008_033, ULB -- Universite Libre de Bruxelles.
  17. Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010. "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 152, Economics, The Univeristy of Manchester.
  18. Elena Angelini & Jérôme Henry & Ricardo Mestre, 2001. "Diffusion index-based inflation forecasts for the euro area," BIS Papers chapters, in: Bank for International Settlements (ed.), Empirical studies of structural changes and inflation, volume 3, pages 109-138 Bank for International Settlements.
  19. Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2008. "Nowcasting: The real-time informational content of macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 55(4), pages 665-676, May.
  20. Giacomo Sbrana & Andrea Silvestrini & Fabrizio Venditti, 2015. "Short term inflation forecasting: the M.E.T.A. approach," Temi di discussione (Economic working papers) 1016, Bank of Italy, Economic Research and International Relations Area.
  21. Christian Dreger & Jarko Fidrmuc, 2011. "Drivers of Exchange Rate Dynamics in Selected CIS Countries: Evidence from a Factor-Augmented Vector Autoregressive (FAVAR) Analysis," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(4), pages 49-58, July.
  22. Hubrich, Kirstin, 2005. "Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?," International Journal of Forecasting, Elsevier, vol. 21(1), pages 119-136.
  23. Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007. "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers 9/07, Monash University, Department of Econometrics and Business Statistics.
  24. Modugno, Michele & D'Agostino, Antonello & Osbat, Chiara, 2015. "A Global Trade Model for the Euro Area," Finance and Economics Discussion Series 2015-13, Board of Governors of the Federal Reserve System (U.S.).
  25. Giovanni Di Bartolomeo & Francesco Giuli & Marco manzo, 2005. "Policy Uncertainty, Symbiosis, and the Optimal Fiscal and Monetary Conservativeness," Macroeconomics 0508005, EconWPA.
  26. António Rua, 2011. "A wavelet approach for factor‐augmented forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 666-678, November.
  27. Fresoli, Diego & Ruiz, Esther & Pascual, Lorenzo, 2015. "Bootstrap multi-step forecasts of non-Gaussian VAR models," International Journal of Forecasting, Elsevier, vol. 31(3), pages 834-848.
  28. Lucia Alessi & Eric Ghysels & Luca Onorante & Richard Peach & Simon Potter, 2014. "Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 483-500, October.
  29. Vivek Ghosal & Yang Ye, 2015. "Uncertainty and the Employment Dynamics of Small and Large Businesses," IMF Working Papers 15/4, International Monetary Fund.
  30. A. Girardi & R. Golinelli & C. Pappalardo, 2014. "The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time," Working Papers wp919, Dipartimento Scienze Economiche, Universita' di Bologna.
  31. Riccardo Cristadoro & Fabrizio Venditti & Giuseppe Saporito, 2008. "Forecasting inflation and tracking monetary policy in the euro area: does national information help?," Temi di discussione (Economic working papers) 677, Bank of Italy, Economic Research and International Relations Area.
  32. Banbura, Marta & Rünstler, Gerhard, 2007. "A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP," Working Paper Series 0751, European Central Bank.
  33. Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
  34. Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C25-C44, February.
  35. Troy D. Matheson, 2006. "Factor Model Forecasts for New Zealand," International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
  36. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University.
  37. Canova, Fabio, 2002. "G-7 Inflation forecasts," Working Paper Series 0151, European Central Bank.
  38. Ard H.J. den Reijer, 2005. "Forecasting Dutch GDP using Large Scale Factor Models," DNB Working Papers 028, Netherlands Central Bank, Research Department.
  39. Duarte, Claudia & Rua, Antonio, 2007. "Forecasting inflation through a bottom-up approach: How bottom is bottom?," Economic Modelling, Elsevier, vol. 24(6), pages 941-953, November.
  40. Hallin, Marc & Liska, Roman, 2011. "Dynamic factors in the presence of blocks," Journal of Econometrics, Elsevier, vol. 163(1), pages 29-41, July.
  41. Daniel Leigh & Marco Rossi, 2002. "Leading Indicators of Growth and Inflation in Turkey," IMF Working Papers 02/231, International Monetary Fund.
  42. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005. "Leading Indicators for Euro-area Inflation and GDP Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
  43. Jorge Canales-Kriljenko & Turgut Kisinbay & Rodolfo Maino & Eric Parrado, 2006. "Setting the Operational Framework for Producing Inflation Forecasts," Working Papers Central Bank of Chile 362, Central Bank of Chile.
  44. Marcellino, Massimiliano, 2002. "Forecast Pooling for Short Time Series of Macroeconomic Variables," CEPR Discussion Papers 3313, C.E.P.R. Discussion Papers.
  45. Bermingham, Colin & D’Agostino, Antonello, 2011. "Understanding and forecasting aggregate and disaggregate price dynamics," Working Paper Series 1365, European Central Bank.
  46. Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127.
  47. Robert Lehmann & Klaus Wohlrabe, 2014. "Forecasting gross value-added at the regional level: are sectoral disaggregated predictions superior to direct ones?," Review of Regional Research- Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 34(1), pages 61-90, February.
  48. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008. "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Working Papers 334, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  49. Kuzin, Vladimir & Marcellino, Massimiliano & Schumacher, Christian, 2009. "Pooling versus model selection for nowcasting with many predictors: An application to German GDP," CEPR Discussion Papers 7197, C.E.P.R. Discussion Papers.
  50. Marcellino, Massimiliano, 2002. "Forecasting EMU Macroeconomic Variables," CEPR Discussion Papers 3529, C.E.P.R. Discussion Papers.
  51. Marcellino, Massimiliano & Schumacher, Christian, 2008. "Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP," CEPR Discussion Papers 6708, C.E.P.R. Discussion Papers.
  52. Andrejs Bessonovs, 2015. "Suite of Latvia's GDP forecasting models," Working Papers 2015/01, Latvijas Banka.
  53. Giovanni Di Bartolomeo & Marco Manzo, 2010. "Fiscal Policy Under Balanced Budget And Indeterminacy: A New Keynesian Perspective," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(4), pages 455-472, 09.
  54. Reichlin, Lucrezia, 2002. "Factor Models in Large Cross-Sections of Time Series," CEPR Discussion Papers 3285, C.E.P.R. Discussion Papers.
  55. Luciani, Matteo, 2014. "Forecasting with approximate dynamic factor models: The role of non-pervasive shocks," International Journal of Forecasting, Elsevier, vol. 30(1), pages 20-29.
  56. Rünstler, Gerhard & Sédillot, Franck, 2003. "Short-term estimates of euro area real GDP by means of monthly data," Working Paper Series 0276, European Central Bank.
  57. Michael Bleaney & Paul Mizen & Veronica Veleanu, 2013. "Bond Spreads and Economic Activity in Eight European Economies," Discussion Papers 2013/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  58. Giacomo Sbrana, 2008. "On the use of area-wide models in the Euro-zone," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(4), pages 499-518, October.
  59. Fabio Canova & Matteo Ciccarelli, 2002. "Estimating multi-country VAR models," Economics Working Papers 920, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008.
  60. Kirstin Hubrich & Guenter Beck & Massimiliano Marcellino, . "Regional Inflation Dynamics within and across Euro Area Countries and a Comparison with the US," Regional and Urban Modeling 283600037, EcoMod.
  61. Mehrotra, Aaron & Sánchez-Fung, José R., 2008. "Forecasting inflation in China," BOFIT Discussion Papers 2/2008, Bank of Finland, Institute for Economies in Transition.
  62. Nicoletti-Altimari, Sergio, 2001. "Does money lead inflation in the euro area?," Working Paper Series 0063, European Central Bank.
  63. Darracq Pariès, Matthieu & Maurin, Laurent, 2008. "The role of country-specific trade and survey data in forecasting euro area manufacturing production: perspective from large panel factor models," Working Paper Series 0894, European Central Bank.
  64. Monteforte, Libero, 2007. "Aggregation bias in macro models: Does it matter for the euro area?," Economic Modelling, Elsevier, vol. 24(2), pages 236-261, March.
  65. Mayr, Johannes, 2010. "Forecasting Macroeconomic Aggregates," Munich Dissertations in Economics 11140, University of Munich, Department of Economics.
  66. Guenter Beck & Massimiliano Marcellino, 2006. "Regional Inflation Dynamics within and across Euro Area and a Comparison with the US," Computing in Economics and Finance 2006 338, Society for Computational Economics.
  67. Inoue, Atsushi & Kilian, Lutz, 2003. "On the Selection of Forecasting Models," CEPR Discussion Papers 3809, C.E.P.R. Discussion Papers.
  68. Jing Zeng, 2014. "Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?," Working Paper Series of the Department of Economics, University of Konstanz 2014-20, Department of Economics, University of Konstanz.
  69. Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
  70. Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Working Papers ECARES 2008_012, ULB -- Universite Libre de Bruxelles.
  71. Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series 1155, European Central Bank.
  72. Carstensen, Kai & Wohlrabe, Klaus & Ziegler, Christina, 2010. "Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production," Discussion Papers in Economics 11442, University of Munich, Department of Economics.
  73. Panopoulou, Ekaterini, 2007. "Predictive financial models of the euro area: A new evaluation test," International Journal of Forecasting, Elsevier, vol. 23(4), pages 695-705.
  74. Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, Elsevier.
  75. Jing Zeng, 2015. "Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates," Working Paper Series of the Department of Economics, University of Konstanz 2015-11, Department of Economics, University of Konstanz.
  76. Zeng, Jing, 2014. "Forecasting Aggregates with Disaggregate Variables: Does boosting help to select the most informative predictors?," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100310, Verein für Socialpolitik / German Economic Association.
  77. Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004. "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers 260, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  78. Matheson, Troy D., 2008. "Phillips curve forecasting in a small open economy," Economics Letters, Elsevier, vol. 98(2), pages 161-166, February.
  79. Michael Graff, 2005. "Internationale Konjunkturverbunde," KOF Working papers 05-108, KOF Swiss Economic Institute, ETH Zurich.
  80. Kitov, Ivan & KItov, Oleg, 2013. "Does Banque de France control inflation and unemployment?," MPRA Paper 50239, University Library of Munich, Germany.
  81. Anindya Banerjee & Victor Bystrov & Paul Mizen, . "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers 10/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  82. Carstensen, Kai & Hagen, Jan & Hossfeld, Oliver & Salazar Neaves, Abelardo, 2008. "Money demand stability and inflation prediction in the four largest EMU countries," Kiel Working Papers 1443, Kiel Institute for the World Economy (IfW).
  83. an de Meulen, Philipp, 2015. "Das RWI-Kurzfristprognosemodell," RWI Konjunkturberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, vol. 66(2), pages 25-46.
  84. Inoue, Atsushi & Kilian, Lutz, 2004. "Bagging Time Series Models," CEPR Discussion Papers 4333, C.E.P.R. Discussion Papers.
  85. Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, . "Principal components at work: The empirical analysis of monetary policy with large datasets," Working Papers 223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  86. Artis, Michael J & Banerjee, Anindya & Marcellino, Massimiliano, 2002. "Factor Forecasts for the UK," CEPR Discussion Papers 3119, C.E.P.R. Discussion Papers.
  87. Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger, 2011. "Forecasting (aggregate) demand for US commercial air travel," International Journal of Forecasting, Elsevier, vol. 27(3), pages 923-941.
  88. Junttila, Juha & Korhonen, Marko, 2011. "Utilizing financial market information in forecasting real growth, inflation and real exchange rate," International Review of Economics & Finance, Elsevier, vol. 20(2), pages 281-301, April.
  89. Altissimo, Filippo & Bassanetti, Antonio & Cristadoro, Riccardo & Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia & Veronese, Giovanni, 2001. "EuroCOIN: A Real Time Coincident Indicator of the Euro Area Business Cycle," CEPR Discussion Papers 3108, C.E.P.R. Discussion Papers.
  90. Álvaro Aguirre R. & Luis Felipe Céspedes C., 2004. "Uso de Análisis Factorial Dinámico para Proyecciones Macroeconómicas," Working Papers Central Bank of Chile 274, Central Bank of Chile.
  91. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, Elsevier.
  92. Anindya Banerjee & Massimiliano Marcellino, 2003. "Are There Any Reliable Leading Indicators for U.S. Inflation and GDP Growth?," Working Papers 236, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  93. James H. Stock & Mark W.Watson, 2003. "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, vol. 41(3), pages 788-829, September.
  94. Ruth, Karsten, 2008. "Macroeconomic forecasting in the EMU: Does disaggregate modeling improve forecast accuracy?," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 417-429.
  95. Mototsugu Shintani, 2010. "Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan," Levine's Working Paper Archive 506439000000000168, David K. Levine.
  96. Raymond Struyk & Douglas Wissoker & Ioulia Zaitseva, 2004. "Economic Forecasting for Large Russian Cities," ERSA conference papers ersa04p318, European Regional Science Association.
  97. McNelis, Paul & McAdam, Peter, 2004. "Forecasting inflation with thick models and neural networks," Working Paper Series 0352, European Central Bank.
  98. Francisco Dias & Maximiano Pinheiro & António Rua, 2010. "Forecasting using targeted diffusion indexes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 341-352.
  99. Cristadoro, Riccardo & Forni, Mario & Reichlin, Lucrezia & Veronese, Giovanni, 2001. "A Core Inflation Index for the Euro Area," CEPR Discussion Papers 3097, C.E.P.R. Discussion Papers.
  100. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Staff Working Papers 05-44, Bank of Canada.
  101. Mojon, Benoît & Kashyap, Anil K. & Angeloni, Ignazio & Terlizzese, Daniele, 2002. "Monetary Transmission in the Euro Area : Where Do We Stand?," Working Paper Series 0114, European Central Bank.
  102. Bruneau, C. & De Bandt, O. & Flageollet, A. & Michaux, E., 2003. "Forecasting Inflation using Economic Indicators: the Case of France," Working papers 101, Banque de France.
  103. Matteo Luciani & Lorenzo Ricci, 2014. "Nowcasting Norway," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 215-248, December.
  104. MOUCHART, Michel & ROMBOUTS, Jeroen, 2003. "Clustered panel data models: an efficient approach for nowcasting from poor data," CORE Discussion Papers 2003090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  105. Klaus, Benjamin & Ferroni, Filippo, 2015. "Euro area business cycles in turbulent times: convergence or decoupling?," Working Paper Series 1819, European Central Bank.
  106. repec:hhs:bofitp:2008_015 is not listed on IDEAS
  107. repec:hhs:bofitp:2008_002 is not listed on IDEAS
  108. Mototsugu Shintani & Zi-yi Guo, 2015. "Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach," Vanderbilt University Department of Economics Working Papers 15-00013, Vanderbilt University Department of Economics.
  109. Rua, Antonio & Nunes, Luis C., 2005. "Coincident and leading indicators for the euro area: A frequency band approach," International Journal of Forecasting, Elsevier, vol. 21(3), pages 503-523.
  110. Victor Bystrov, 2006. "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers ECO2006/12, European University Institute.
  111. Stan Radchenko & Oleg Korenok, 2004. "The role of permanent and transitory components in business cycle volatility moderation," Econometric Society 2004 North American Summer Meetings 149, Econometric Society.
  112. P. De Grauwe & Marc-Alexandre Sénégas, 2006. "Monetary policy design and transmission asymmetry in EMU: does uncertainty matter?," Post-Print hal-00150390, HAL.
  113. Ibarra, Raul, 2012. "Do disaggregated CPI data improve the accuracy of inflation forecasts?," Economic Modelling, Elsevier, vol. 29(4), pages 1305-1313.
  114. Inoue, Atsushi & Kilian, Lutz, 2005. "How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation," CEPR Discussion Papers 5304, C.E.P.R. Discussion Papers.
  115. Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Landau, Bettina & Roma, Moreno & Skudelny, Frauke, 2004. "To aggregate or not to aggregate? Euro area inflation forecasting," Working Paper Series 0374, European Central Bank.
  116. Atilla Cifter, 2015. "Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(1), pages 55-76, March.
  117. Garcia-Ferrer, A. & de Juan, A. & Poncela, P., 2006. "Forecasting traffic accidents using disaggregated data," International Journal of Forecasting, Elsevier, vol. 22(2), pages 203-222.
  118. Marcellino, Massimiliano, 2002. "Instability and Non-Linearity in the EMU," CEPR Discussion Papers 3312, C.E.P.R. Discussion Papers.
  119. Heike Joebges & Evelyn Herrmann, 2008. "Euro area exports and imports: Do determinants of intra- and extra-EMU trade differ?," IMK Working Paper 08-2008, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  120. Ekaterini Panopoulou, 2006. "The predictive content of financial variables: Evidence from the euro area," The Institute for International Integration Studies Discussion Paper Series iiisdp178, IIIS.
  121. Bräuning, Falk & Koopman, Siem Jan, 2014. "Forecasting macroeconomic variables using collapsed dynamic factor analysis," International Journal of Forecasting, Elsevier, vol. 30(3), pages 572-584.
  122. Carlo Favero & Massimiliano Marcellino, 2005. "Modelling and Forecasting Fiscal Variables for the Euro Area," Working Papers 298, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  123. Agresti, Anna Maria & Mojon, Benoît, 2001. "Some stylised facts on the euro area business cycle," Working Paper Series 0095, European Central Bank.
  124. Yang, Yuan & Zhang, Junjie & Wang, Can, 2014. "Is China on Track to Comply with Its 2020 Copenhagen Carbon Intensity Commitment?," University of California at San Diego, Economics Working Paper Series qt1r5251g8, Department of Economics, UC San Diego.
  125. Mestre, Ricardo & McAdam, Peter, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 0950, European Central Bank.
  126. Canova, Fabio & Ciccarelli, Matteo, 2003. "Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators," CEPR Discussion Papers 4033, C.E.P.R. Discussion Papers.
  127. Milena Lipovina-Božović, 2013. "A Comparison Of The Var Model And The Pc Factor Model In Forecasting Inflation In Montenegro," Economic Annals, Faculty of Economics, University of Belgrade, vol. 58(198), pages 115-136, July - Se.
  128. Stéphane Dées & Jochen Güntner, 2014. "Analysing and forecasting price dynamics across euro area countries and sectors: A panel VAR approach," Economics working papers 2014-10, Department of Economics, Johannes Kepler University Linz, Austria.
  129. Emma SARNO & Alberto ZAZZARO, 2003. "Structural Convergence of Macroeconomic Time Series: Evidence for Inflation Rates in EU Countries," Working Papers 180, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  130. Paolo Angelini & Paolo Del Giovane & Stefano Siviero & Daniele Terlizzese, 2008. "Monetary Policy in a Monetary Union: What Role for Regional Information?," International Journal of Central Banking, International Journal of Central Banking, vol. 4(3), pages 1-28, September.
  131. Hanan Naser, 2015. "Estimating and forecasting Bahrain quarterly GDP growth using simple regression and factor-based methods," Empirical Economics, Springer, vol. 49(2), pages 449-479, September.
  132. Kai Carstensen & Steffen Henzel & Johannes Mayr & Klaus Wohlrabe, 2009. "IFOCAST: Methoden der ifo-Kurzfristprognose," Ifo Schnelldienst, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 62(23), pages 15-28, December.
  133. Jing Zeng, 2016. "Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates," Empirica, Springer, vol. 43(2), pages 415-444, May.
  134. K. Hubrich, 2001. "Forecasting euro area inflation: Does contemponaneous aggregration improve the forecasting performance," WO Research Memoranda (discontinued) 661, Netherlands Central Bank, Research Department.
  135. Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser, 2008. "Forecasting Euro Area Real GDP: Optimal Pooling of Information," CESifo Working Paper Series 2371, CESifo Group Munich.
  136. Francisco Craveiro Dias & Maximiano Pinheiro & António Rua, 2014. "Forecasting Portuguese GDP with factor models," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  137. Giulio Palomba & Emma Sarno & Alberto Zazzaro, 2009. "Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro," Empirical Economics, Springer, vol. 37(2), pages 231-270, October.
  138. Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2005. "Forecasting macroeconomic variables for the new member states of the European Union," Working Paper Series 0482, European Central Bank.
  139. Michael Bleaney & Paul Mizen & Veronica Veleanu, . "Bond Spreads as Predictors of Economic Activity in Eight European Economies," Discussion Papers 12/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  140. Guido Bulligan & Roberto Golinelli & Giuseppe Parigi, 2010. "Forecasting monthly industrial production in real-time: from single equations to factor-based models," Empirical Economics, Springer, vol. 39(2), pages 303-336, October.
  141. Francisco Craveiro Dias & Maximiano Pinheiro & António Rua, 2008. "Determining the number of factors in approximate factor models with global and group-specific factors," Working Papers w200809, Banco de Portugal, Economics and Research Department.
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