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Citations for "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series"

by Chow, Gregory C & Lin, An-loh

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  1. Raffaella Basile & Bruno Chiarini & Elisabetta Marzano, 2011. "Can we Rely upon Fiscal Policy Estimates in Countries with Unreported Production of 15 Per Cent (or more) of GDP?," CESifo Working Paper Series 3521, CESifo Group Munich.
  2. Jonas Stulz, 2007. "Exchange rate pass-through in Switzerland: Evidence from vector autoregressions," Economic Studies 2007-04, Swiss National Bank.
  3. Rigoberto A. Lopez & Azzeddine M. Azzam & Carmen Liron-Espana, 2001. "Market Power and/or Efficiency: An Application to U.S. Food Processing," Food Marketing Policy Center Research Reports 060, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
  4. Giannone, Domenico & Reichlin, Lucrezia & Small, David, 2005. "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers 5178, C.E.P.R. Discussion Papers.
  5. Martin D. D. Evans, 2005. "Where Are We Now? Real-Time Estimates of the Macroeconomy," International Journal of Central Banking, International Journal of Central Banking, vol. 1(2), September.
  6. Christian Schoder & Christian R. Proaño & Willi Semmler, 2012. "Are the current account imbalances between EMU countries sustainable?," IMK Working Paper 90-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  7. Hans-Joachim Voth, 2013. "The Three Horsemen of Riches: Plague, War, and Urbanization in Early Modern Europe," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 774-811.
  8. Hasan Bakhshi & Nicholas Oulton & Jamie Thompson, 2003. "Modelling investment when relative prices are trending: theory and evidence for the United Kingdom," Bank of England working papers 189, Bank of England.
  9. Franklin D. Berger & Keith R. Phillips, 1995. "A new quarterly output measure for Texas," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 16-23.
  10. Pedregal, Diego J. & Pérez, Javier J., 2010. "Should quarterly government finance statistics be used for fiscal surveillance in Europe?," International Journal of Forecasting, Elsevier, vol. 26(4), pages 794-807, October.
  11. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1986. "Forecasting and conditional projection using realistic prior distribution," Staff Report 93, Federal Reserve Bank of Minneapolis.
  12. Fernando Lorenzo & Rosa Osimani & Patricio Valenzuela, 2005. "Elasticidad de la sustitución en la demanda de bienes no transables en Uruguay," Research Department Publications 3172, Inter-American Development Bank, Research Department.
  13. Forni, Lorenzo & Monteforte, Libero & Sessa, Luca, 2009. "The general equilibrium effects of fiscal policy: Estimates for the Euro area," Journal of Public Economics, Elsevier, vol. 93(3-4), pages 559-585, April.
  14. 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.
  15. Mario Forni & Filippo Altissimo & Riccardo Cristadoro & Marco Lippi & Giovanni Veronese., 2008. "New Eurocoin: Tracking Economic Growth in Real Time," Center for Economic Research (RECent) 020, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
  16. Dong Fu & Lori L. Taylor & Mine K. Yücel, 2003. "Fiscal policy and growth," Working Papers 0301, Federal Reserve Bank of Dallas.
  17. Eskeland, Gunnar S. & Feyzioglu, Tarhan N. & DEC, 1994. "Is demand for polluting goods manageable? an econometric study of car ownership and use in Mexico," Policy Research Working Paper Series 1309, The World Bank.
  18. Beate Schirwitz & Christian Seiler & Klaus Wohlrabe, 2009. "Regionale Konjunkturzyklen in Deutschland – Teil I: Die Datenlage," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 62(13), pages 18-24, 07.
  19. Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
  20. V. Guerrero & J. Martínez, 1995. "A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 4(2), pages 359-376, December.
  21. Klaus Abberger & Wolfgang Nierhaus, 2011. "Construction of Composite Business Cycle Indicators in a Sparse Data Environment," CESifo Working Paper Series 3557, CESifo Group Munich.
  22. Eatzaz Ahmad", 1988. "Combining Yearly and Quarterly Data in Regression Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 27(4), pages 715-723.
  23. Viv B. Hall & C. John McDermott, 2006. "The New Zealand Business Cycle: Return To Golden Days?," CAMA Working Papers 2006-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  24. Mardi Dungey & Renee Fry, 2007. "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers 2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  25. Hakan Berument & Nukhet Dogan & Aysit Tansel, 2008. "Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey," ERC Working Papers 0803, ERC - Economic Research Center, Middle East Technical University, revised Apr 2008.
  26. Jesus Gonzalez-Garcia & Antonio Lemus & Mico Mrkaic, 2013. "Fiscal Multipliers in the ECCU," IMF Working Papers 13/117, International Monetary Fund.
  27. 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.
  28. M Artis, 2002. "Dating the Business Cycle in Britain," Centre for Growth and Business Cycle Research Discussion Paper Series 17, Economics, The Univeristy of Manchester.
  29. Thanabalasingam Vinayagathasan, 2013. "Monetary Policy and the Real Economy: A Structural VAR Approach for Sri Lanka," GRIPS Discussion Papers 13-13, National Graduate Institute for Policy Studies.
  30. Ivan Petrella & Emiliano Santoro, 2011. "Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries," Discussion Papers 11-32, University of Copenhagen. Department of Economics.
  31. Doran, Justin & Fingleton, Bernard, 2012. "Economic shocks and growth: spatio-temporal perspectives on Europe's economies in a time of crisis," MPRA Paper 47292, University Library of Munich, Germany.
  32. Bernd Hayo, 1998. "Estimating a European Demand for Money," Macroeconomics 9811008, EconWPA.
  33. Troy Matheson, 2011. "New Indicators for Tracking Growth in Real Time," IMF Working Papers 11/43, International Monetary Fund.
  34. Issler, João Victor & Notini, Hilton Hostalacio & Rodrigues, Claudia Fontoura, 2009. "Constructing Coincident and Leading Indices of Economic Activity for the Brazilian Economy," Economics Working Papers (Ensaios Economicos da EPGE) 694, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  35. Vincent Bouvatier, 2007. "Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took up the Challenge," Money Macro and Finance (MMF) Research Group Conference 2006 161, Money Macro and Finance Research Group.
  36. Kriwoluzky, Alexander & Kliem, Martin & Sarferaz, Samad, 2013. "On the low-frequency relationship between public deficits and inflation," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80000, Verein für Socialpolitik / German Economic Association.
  37. Bruno Chiarini & Elisabetta Marzano & Friedrich Schneider, 2013. "Tax rates and tax evasion: an empirical analysis of the long-run aspects in Italy," European Journal of Law and Economics, Springer, vol. 35(2), pages 273-293, April.
  38. Schmidt, Torsten & Vosen, Simeon, 2010. "A monthly consumption indicator for Germany based on internet search query data," Ruhr Economic Papers 208, Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI), Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  39. Khieu Van, Hoang, 2013. "The effects of the real exchange rate on the trade balance: Is there a J-curve for Vietnam? A VAR approach," MPRA Paper 54490, University Library of Munich, Germany, revised 16 Jul 2013.
  40. Michela Scatigna & Robert Szemere & Kostas Tsatsaronis, 2014. "Residential property price statistics across the globe," BIS Quarterly Review, Bank for International Settlements, September.
  41. Bernanke, Ben S. & Mihov, Ilian, 1995. "Measuring Monetary Policy," Economics Series 10, Institute for Advanced Studies.
  42. Katja Rietzler, 2012. "The IMK’s Model of the German Economy," IMK Studies 29-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  43. Christian R. Proaño & Christian Schoder & Willi Semmler, 2014. "Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions," Department of Economics Working Papers wuwp167, Vienna University of Economics and Business, Department of Economics.
  44. Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society.
  45. Sam Kortum & John Romalis & Brent Neiman & Jonathan Eaton, 2010. "Trade and the Global Recession," 2010 Meeting Papers 1340, Society for Economic Dynamics.
  46. Fève, Patrick & Matheron, Julien & Sahuc, Jean-Guillaume, 2007. "Disinflation Shocks in the Eurozone: a DSGE Perspective," IDEI Working Papers 483, Institut d'Économie Industrielle (IDEI), Toulouse.
  47. Timothy Guinnane & Sheilagh Ogilvie, 2008. "Institutions and Demographic Responses to Shocks: Württemberg, 1634-1870," Working Papers 962, Economic Growth Center, Yale University.
  48. Christian Dembiermont & Mathias Drehmann & Siriporn Muksakunratana, 2013. "How much does the private sector really borrow - a new database for total credit to the private non-financial sector," BIS Quarterly Review, Bank for International Settlements, March.
  49. 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, Springer, vol. 34(1), pages 61-90, February.
  50. Tara Sinclair & Yeuqing Jia, 2010. "Permanent and Transitory Macroeconomic Relationships between China and the Developed World," Working Papers 2010-08, The George Washington University, Institute for International Economic Policy.
  51. Alessandro Gobbi & Tim Willems, 2011. "Identifying US Monetary Policy Shocks through Sign Restrictions in Dollarized Countries," Tinbergen Institute Discussion Papers 11-145/2, Tinbergen Institute.
  52. Meese, Richard A. & Wallace, Nancy E., 1998. "Dwelling Price Dynamics in Paris, France," Berkeley Program on Housing and Urban Policy, Working Paper Series qt62m2s40t, Berkeley Program on Housing and Urban Policy.
  53. Juan Carlos Caro & Byron Idrovo, 2010. "Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(136), pages 273-303.
  54. Jorg Scheibe, 2003. "The Chinese Output Gap During the Reform Period 1978-2002," Economics Series Working Papers 179, University of Oxford, Department of Economics.
  55. Berg, Tim Oliver, 2009. "Cross-country evidence on the relation between equity prices and the current account," IMFS Working Paper Series 22, Institute for Monetary and Financial Stability (IMFS), Goethe University Frankfurt.
  56. Zhang, Chengsi, 2011. "Inflation persistence, inflation expectations, and monetary policy in China," Economic Modelling, Elsevier, vol. 28(1), pages 622-629.
  57. Angelini, Elena & Marcellino, Massimiliano, 2011. "Econometric analyses with backdated data: Unified Germany and the euro area," Economic Modelling, Elsevier, vol. 28(3), pages 1405-1414, May.
  58. repec:dgr:uvatin:2011145 is not listed on IDEAS
  59. Hyun Hak Kim & Norman Swanson, 2013. "Mining Big Data Using Parsimonious Factor and Shrinkage Methods," Departmental Working Papers 201316, Rutgers University, Department of Economics.
  60. Gordon, Robert J, 1982. "Price Inertia and Policy Ineffectiveness in the United States, 1890-1980," Journal of Political Economy, University of Chicago Press, vol. 90(6), pages 1087-1117, December.
  61. Rigoberto Lopez & Elena Lopez & Carmen Lirón-España, 2014. "Who Benefits from Industrial Concentration? Evidence from U.S. Manufacturing," Journal of Industry, Competition and Trade, Springer, vol. 14(3), pages 303-317, September.
  62. Campbell Leith & Jim Malley, . "A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries," Working Papers 2003_7, Business School - Economics, University of Glasgow, revised May 2003.
  63. Henzel, Steffen & Lehmann, Robert & Wohlrabe, Klaus, 2015. "Nowcasting Regional GDP: The Case of the Free State of Saxony," MPRA Paper 63714, University Library of Munich, Germany.
  64. Ricci L. Reber & Sarah J. Pack, 2014. "Methods of Temporal Disaggregation for Estimating Output of the Insurance Industry," BEA Working Papers 0115, Bureau of Economic Analysis.
  65. Huyn Hak Kim & Norman R. Swanson, 2011. "Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence," Departmental Working Papers 201119, Rutgers University, Department of Economics.
  66. Dovern, Jonas & Gern, Klaus-Jürgen & Jannsen, Nils & Van Roye, Björn & Scheide, Joachim & Boysen-Hogrefe, Jens & Meier, Carsten-Patrick, 2010. "Weltkonjunktur im Frühjahr 2010," Kiel Discussion Papers 476/477, Kiel Institute for the World Economy (IfW).
  67. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics.
  68. Arby, Muhammad Farooq, 2008. "Some Issues in the National Income Accounts of Pakistan (Rebasing, Quarterly and Provincial Accounts and Growth Accounting)," MPRA Paper 32048, University Library of Munich, Germany.
  69. Dellas, Harris & Hess, Martin K, 2002. "Financial Development and the Sensitivity of Stock Markets to External Influences," Review of International Economics, Wiley Blackwell, vol. 10(3), pages 525-38, August.
  70. Locarno, Alberto & Massa, Massimo, 2005. "Monetary Policy Uncertainty and the Stock Market," CEPR Discussion Papers 4828, C.E.P.R. Discussion Papers.
  71. Richard M. Todd, 1988. "Implementing Bayesian vector autoregressions," Working Papers 384, Federal Reserve Bank of Minneapolis.
  72. Christian Müller, 2006. "Testing Temporal Disaggregation," KOF Working papers 06-134, KOF Swiss Economic Institute, ETH Zurich.
  73. G. Lamé & M. Lequien & P.-A. Pionnier, 2013. "Interpretation and limits of sustainability tests in public finance," Documents de Travail de la DESE - Working Papers of the DESE g2013-05, Institut National de la Statistique et des Etudes Economiques, DESE.
  74. Byeongchan Seong & Sung K. Ahn & Peter Zadrozny, 2007. "Cointegration Analysis with Mixed-Frequency Data," CESifo Working Paper Series 1939, CESifo Group Munich.
  75. Stefan Gerlach & John Lewis, 2014. "ECB Reaction Functions and the Crisis of 2008," International Journal of Central Banking, International Journal of Central Banking, vol. 10(1), pages 137-158, March.
  76. Camba-Méndez, Gonzalo & Lamo, Ana, 2002. "Short-term monitoring of fiscal policy discipline," Working Paper Series 0152, European Central Bank.
  77. Gonzalez, Cristian, 2007. "Alternative Methodologies for Social Assessment of Environmental Projects," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 8(4), pages 103-124.
  78. Zhang, Chengsi & Murasawa, Yasutomo, 2012. "Multivariate model-based gap measures and a new Phillips curve for China," China Economic Review, Elsevier, vol. 23(1), pages 60-70.
  79. De Loubens, A. & Idier, J. & Jardet, C., 2007. "Determinants of long-term interest rates in the United States and the euro area: A multivariate approach," Working papers 170, Banque de France.
  80. Christian Glocker, 2012. "Unemployment compensation and aggregate fluctuations," International Review of Economics, Springer, vol. 59(1), pages 21-39, March.
  81. Moauro, Filippo, 2010. "A monthly indicator of employment in the euro area: real time analysis of indirect estimates," MPRA Paper 27797, University Library of Munich, Germany, revised 30 Dec 2010.
  82. repec:hal:journl:halshs-00193947 is not listed on IDEAS
  83. Ana María Iregui B. & Ligia Alba Melo B., . "La transmisión de la política monetaria sobre el consumo en presencia de restricciones de liquidez," Borradores de Economia 547, Banco de la Republica de Colombia.
  84. Kim Kowalewski & Gary Smith, 1979. "The Spending Behavior of Wealth- and Liquidity-Constrained Consumers," Cowles Foundation Discussion Papers 536, Cowles Foundation for Research in Economics, Yale University.
  85. Mitchell, J. & Solomou, S. & Weale, M., 2011. "Monthly GDP Estimates for Inter-War Britain," Cambridge Working Papers in Economics 1155, Faculty of Economics, University of Cambridge.
  86. Peter Hayes & Paul Turner, 2003. "Estimating Quarterly GDP for the Interwar UK Economy: An Application to the Employment Function," Working Papers 2003003, The University of Sheffield, Department of Economics, revised Mar 2003.
  87. Massimiliano Marcellino, 2007. "Pooling-Based Data Interpolation and Backdating," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(1), pages 53-71, 01.
  88. Yin-Wong Cheung & XingWang Qian, 2010. "Capital Flight: China's Experience," Review of Development Economics, Wiley Blackwell, vol. 14(2), pages 227-247, 05.
  89. Nicholas Oulton & Sylaja Srinivasan, 2003. "Capital stocks, capital services, and depreciation: an integrated framework," Bank of England working papers 192, Bank of England.
  90. Alain Durré & Bernard Laurens & Alexandre Chailloux, 2009. "Requirements for Using Interest Rates As An Operating Target for Monetary Policy:The Case of Tunisia," IMF Working Papers 09/149, International Monetary Fund.
  91. Pagano, Marco, 1985. "Relative price variability and inflation : The Italian evidence," European Economic Review, Elsevier, vol. 29(2), pages 193-223.
  92. Bruno, Giancarlo, 2012. "Consumer confidence and consumption forecast: a non-parametric approach," MPRA Paper 41312, University Library of Munich, Germany.
  93. Vincent Bouvatier, 2006. "Hot money inflows in China : How the people's bank of China took up the challenge," Cahiers de la Maison des Sciences Economiques bla06011, Université Panthéon-Sorbonne (Paris 1).
  94. Gerdesmeier, Dieter & Roffia, Barbara, 2003. "Empirical estimates of reaction functions for the euro area," Working Paper Series 0206, European Central Bank.
  95. Yasutomo Murasawa & Roberto S. Mariano, 2004. "Constructing a Coincident Index of Business Cycles Without Assuming a One-Factor Model," Econometric Society 2004 Far Eastern Meetings 710, Econometric Society.
  96. Attilio Zanetti, 2007. "Do Wages Lead Inflation? Swiss Evidence," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 143(I), pages 67-92, March.
  97. 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.
  98. Gastón Ezequiel Utrera, 2004. "Vectores autoregresivos e identificación de shocks de política monetaria en Argentina," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 0(2), pages 105-126, July.
  99. Kemal Bagzibagli, 2012. "Monetary Transmission Mechanism and Time Variation in the Euro Area," Discussion Papers 12-12, Department of Economics, University of Birmingham.
  100. Pedro M. G. Martins, 2010. "Do Capital Inflows Hinder Competitiveness? The Real Exchange Rate in Ethiopia," Working Paper Series 1110, Department of Economics, University of Sussex.
  101. Kim, Iljoong & Kim, Inbae, 2008. "Interest group pressure explanations for the yen-dollar exchange rate movements: Focusing on the 1980s," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 364-382, September.
  102. repec:wyi:journl:002199 is not listed on IDEAS
  103. 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 RWP 11-11, Federal Reserve Bank of Kansas City.
  104. Benati, Luca, 2006. "Drift and Breaks in Labour Productivity," CEPR Discussion Papers 5801, C.E.P.R. Discussion Papers.
  105. Berg, Tim Oliver, 2010. "Cross-country evidence on the relation between stock prices and the current account," MPRA Paper 23976, University Library of Munich, Germany.
  106. Michael Ehrmann, 2000. "Comparing monetary policy transmission across European countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 58-83, March.
  107. Jan J J Groen & Ravi Balakrishnan, 2005. "Asset price based estimates of sterling exchange rate risk premia," Bank of England working papers 250, Bank of England.
  108. Mark Wheeler & Susan Pozo, 1997. "Is the world economy more integrated today than a century ago?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 25(2), pages 139-154, June.
  109. Christian Schoder, 2014. "The fundamentals of sovereign debt sustainability: evidence from 15 OECD countries," Empirica, Springer, vol. 41(2), pages 247-271, May.
  110. Matthew D. Shapiro, 1986. "Capital Utilization and Capital Accumulation: Theory and Evidence," NBER Working Papers 1900, National Bureau of Economic Research, Inc.
  111. Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
  112. He, Qing & Chen, Haiqiang, 2014. "Recent macroeconomic stability in China," China Economic Review, Elsevier, vol. 30(C), pages 505-519.
  113. Ogaki, M. & Park, Y.Y., 1989. "A Cointegration Approach To Estimating Preference Parameters," RCER Working Papers 209, University of Rochester - Center for Economic Research (RCER).
  114. Thomas J. Jordan & Peter Kugler & Carlos Lenz & Marcel R. Savioz, 2005. "GDP Data Revisions and Forward-Looking Monetary Policy in Switzerland," Working papers 2005/05, Faculty of Business and Economics - University of Basel.
  115. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-73, April.
  116. Klaus Abberger & Wolfgang Nierhaus, 2008. "Die ifo Konjunkturuhr: Ein Präzisionswerk zur Analyse der Wirtschaft," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 61(23), pages 16-24, December.
  117. Willie Lahari, 2010. "Permanent and Transitory Shocks among Pacific Island Economies - Prospects for a Pacific Islands Currency Union," Working Papers 1001, University of Otago, Department of Economics, revised Feb 2010.
  118. Gabriela Lopes de Castro & Paulo Soares Esteves, 2004. "Quarterly Series for the Portuguese Economy: 1977-2003," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  119. Schumacher, Christian & Breitung, Jörg, 2008. "Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data," International Journal of Forecasting, Elsevier, vol. 24(3), pages 386-398.
  120. Bernanke, Ben S. & Gertler, Mark & Waston, Mark, 1997. "Systematic Monetary Policy and the Effects of Oil Price Shocks," Working Papers 97-25, C.V. Starr Center for Applied Economics, New York University.
  121. Georgiadis, Georgios, 2012. "Towards an explanation of cross-country asymmetries in monetary transmission," Discussion Papers 07/2012, Deutsche Bundesbank, Research Centre.
  122. 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.
  123. Lupi, Claudio & Peracchi, Franco, 2003. "The limits of statistical information: How important are GDP revisions in Italy?," Economics & Statistics Discussion Papers esdp03005, University of Molise, Dept. EGSeI.
  124. Afþin Þahin & Aysýt Tansel & M. Hakan Berument, 2013. "Output-Employment Relationship Across Sectors: A Long- Versus Short-Run Perspective," Working Papers 2013/9, Turkish Economic Association.
  125. Wolfgang Polasek & Richard Sellner, 2011. "Does Globalization affect Regional Growth? Evidence for NUTS-2 Regions in EU-27," Working Paper Series 24_11, The Rimini Centre for Economic Analysis.
  126. Fukuda, Takashi & Dahalan, Jauhari, 2011. "“Finance-Growth-Crisis Nexus in India: Evidence from Cointegration and Causality Assessment” - L’interazione finanza-crescita-crisi in India: evidenze da una analisi di cointegrazione e causalità," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 64(3), pages 297-328.
  127. Kim, Inbae & Salemi, Michael K., 2000. "Estimation and simulation of risk premia in equity and foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 561-582, August.
  128. Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig, 2014. "Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?," MPRA Paper 63515, University Library of Munich, Germany.
  129. Katrin Assenmacher-Wesche & Stefan Gerlach, 2008. "Financial Structure and the Impact of Monetary Policy on Asset Prices," Working Papers 2008-16, Swiss National Bank.
  130. Tommaso Proietti, 2004. "On the Estimation of Nonlinearly Aggregated Mixed Models," Econometrics 0411012, EconWPA.
  131. Dr Martin Weale & Dr. James Mitchell, 2009. "Monthly and quarterly GDP estimates for interwar Britain," NIESR Discussion Papers 2493, National Institute of Economic and Social Research.
  132. Emanuel Mönch & Harald Uhlig, 2003. "Towards a Monthly Business Cycle Chronology for the Euro Area," SFB 649 Discussion Papers SFB649DP2005-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Apr 2005.
  133. A. Poissonnier, 2013. "Temporal disaggregation of stock variables - The Chow-Lin method extended to dynamic models," Documents de Travail de la DESE - Working Papers of the DESE g2013-03, Institut National de la Statistique et des Etudes Economiques, DESE.
  134. Michele P. Cavallo, 2005. "Government employment and the dynamic effects of fiscal policy shocks," Working Paper Series 2005-16, Federal Reserve Bank of San Francisco.
  135. Jorge A. Fornero, 2010. "Ricardian Equivalence Proposition in a NK DSGE Model for two Large Economies: The EU and the US," Working Papers Central Bank of Chile 563, Central Bank of Chile.
  136. Sax, Christoph & Steiner, Peter, 2013. "Temporal Disaggregation of Time Series," MPRA Paper 53389, University Library of Munich, Germany.
  137. Fernando Lorenzo & Rosa Osimani & Patricio Valenzuela, 2005. "The Elasticity of Substitution in Demand for Non-Tradable Goods in Uruguay," Research Department Publications 3171, Inter-American Development Bank, Research Department.
  138. Gudmundur Gudmundsson, 2001. "Calculation of flows and disaggregation of accumulated values," Economics wp13_gudmundur, Department of Economics, Central bank of Iceland.
  139. Ramon Moreno, 1989. "Exchange rates and trade adjustment in Taiwan and Korea," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 30-48.
  140. Tao Wu & Michele Cavallo, 2012. "Measuring Oil-Price Shocks Using Market-Based Information," IMF Working Papers 12/19, International Monetary Fund.
  141. Keith R. Phillips, 2004. "A new monthly index of the Texas business cycle," Working Papers 0401, Federal Reserve Bank of Dallas.
  142. Diego J. Pedregal & Javier J. Pérez & Antonio Sánchez Fuentes, 2014. "A Tookit to strengthen Government," Hacienda Pública Española, IEF, vol. 211(4), pages 117-146, December.
  143. Baoline Chen, 2007. "An Empirical Comparison of Methods for Temporal Distribution and Interpolation at the National Accounts," BEA Papers 0077, Bureau of Economic Analysis.
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