Nothing Special   »   [go: up one dir, main page]

create a website
Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles.
In: AMSE Working Papers.
RePEc:aim:wpaimx:1912.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 53

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Monetary policy strategy and inflation in Japan. (2021). del Rio, Pedro ; Egea, Fructuoso Borrallo.
    In: Occasional Papers.
    RePEc:bde:opaper:2116e.

    Full description at Econpapers || Download paper

  2. Estrategia de política monetaria e inflación en Japón. (2021). del Rio, Pedro ; Egea, Fructuoso Borrallo.
    In: Occasional Papers.
    RePEc:bde:opaper:2116.

    Full description at Econpapers || Download paper

  3. Natural rate chimera and bond pricing reality. (2020). Goy, Gavin W ; Brand, Claus ; Lemke, Wolfgang.
    In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
    RePEc:zbw:vfsc20:224546.

    Full description at Econpapers || Download paper

  4. Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:666.

    Full description at Econpapers || Download paper

  5. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02359503.

    Full description at Econpapers || Download paper

  6. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1932.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Amemiya, M. (2012). Chapter 7: Evaluation on nontraditional monetary policy. Japanese Economic Association, page 193–235.
    Paper not yet in RePEc: Add citation now
  2. Auer, R., Borio, C. E. V., and Filardo, A. J. (2017). The globalisation of inflation: The growing importance of global value chains. CEPR Discussion Paper No. DP11905.
    Paper not yet in RePEc: Add citation now
  3. Bai, J., Ghysels, E., and Wright, J. H. (2013). State space models and midas regressions. Econometric Reviews, 32(7):779–813.

  4. Bergeaud, A., Cette, G., and Lecat, R. (2016). Productivity trends in advanced countries between 1890 and 2012. The Review of Income and Wealth, 62(3):420–444.

  5. Bernanke, B. (2000). Japanese monetary policy: a case of self-induced paralysis? ASSA Meetings, Boston.
    Paper not yet in RePEc: Add citation now
  6. Bernard, H. and Gerlach, S. (1998). Does the term structure predict recessions? the international evidence. International Journal of Finance and Economics, 3(3):195–215.

  7. Bikbov, R. and Chernov, M. (2010). No-arbitrage macroeconomic determinants of the yield curve. Journal of Econometrics, 159(1):166–182.

  8. Blanchard, O. (2016). The phillips curve: Back to the ’60s? American Economic Review, 106(5):31– 34.

  9. Blanchard, O. (2018). Should we reject the natural rate hypothesis? Journal of Economic Perspectives, 32(1):97–120.

  10. Blanchard, O., Cerutti, E., and Summers, L. H. (2015). Inflation and activity - two explorations and their monetary policy implications. NBER Working Paper No. 21726.

  11. Borio, C. and Filardo, A. (2017). The globalisation of inflation: the growing importance of global value chains. BIS Working Paper, (602).

  12. Brand, C. and Mazelis, F. (2018). Taylor-rule consistent estimates of the natural rate of interest. ECB Draft Paper.

  13. Brzoza-Brzezina, M. and Kotłowski, J. (2014). Measuring the natural yield curve. Applied Economics, 46(17):2052–2065.

  14. Cette, G., Fernald, J., and Mojon, B. (2016). The pre-great recession slowdown in productivity. European Economic Review, 88:3–20.

  15. Chen, C. Y.-H. and Tu, A. (2018). A factor-based approach to bond portfolio value-at-risk: the information role of macroeconomic and financial stress factors. Journal of Empirical Finance, 45:243–268.

  16. Delong, B. J. and H., S. L. (2012). Fiscal policy in a depressed economy. Brookings Papers on Economic Activity, pages 233–297.

  17. Diebold, F. X. and Li, C. (2006). Forecasting the term structure of government bond yields. Journal of econometrics, 130(2):337–364.

  18. Diebold, F. X. and Rudebusch, G. D. (2013). Yield curve modeling and forecasting: the dynamic Nelson-Siegel approach. Princeton University Press.
    Paper not yet in RePEc: Add citation now
  19. Diebold, F. X., Rudebusch, G. D., and Aruoba, S. B. (2006). The macroeconomy and the yield curve: a dynamic latent factor approach. Journal of econometrics, 131:309–338.

  20. Diez de los Rios, A. and Maral, S. (2017). Quantitative easing and long-term yields in small open economies. IMF Working Paper Working Paper No. 2012.

  21. Dotsey, M., Fujita, S., and Stark, T. (2017). Do phillips curves conditionally help to forecast inflation? Federal Reserve Bank of Philadelphia Working Paper, 17-26.
    Paper not yet in RePEc: Add citation now
  22. Eggertsson, G. B., R., M. N., and Summers, L. H. (2016). Secular stagnation in the open economy. American Economic Review, 106(5):503–507.

  23. Evans, C. L. and Marshall, D. A. (2007). Economic determinants of the nominal treasury yield curve. Journal of Monetary Economics, 54(7):1986–2003.

  24. Fiorentini, G., Galesi, A., Perez-Quiros, G., and Sentana, E. (2018). The rise and fall of the natural interest rate. Banco de España, Draft Paper.

  25. Fujiwara, S., Iwasaki, Y., Muto, I., Nishizaki, K., and Sudo, N. (2016). Developments in the natural rate of interest in japan. Bank of Japan Review, 2016(E-12).
    Paper not yet in RePEc: Add citation now
  26. Garnier, J. and Wilhelmsen, B.-R. (2009). The natural rate of interest and the output gap in the euro area: a joint estimation. Empirical Economics, 36(2):297–319.

  27. Ghysels, E. (2016). Macroeconomics and the reality of mixed frequency data. Journal of Econometrics, 193(2):294–314.

  28. Ghysels, E., Sinko, A., and Valkanov, R. (2007). Midas regressions: Further results and new directions. Econometric Reviews, 26(1):53–90.

  29. Glaeser, E. L. (2014). Secular joblessness. Article in the book Secular stagnation: Facts, causes, and cures, pages 69–80.
    Paper not yet in RePEc: Add citation now
  30. Gordon, R. J. (2016). Secular stagnation: A supply-side view. American Economic Review, 106(5):54–59.
    Paper not yet in RePEc: Add citation now
  31. Grewal, M. S. and Andrews, A. P. (2008). Kalman Filtering, Theory and Practice Using Matlab. John Wiley Sons, Inc., third edition.
    Paper not yet in RePEc: Add citation now
  32. Hamilton, J. D. (1994). Time series analysis, volume 2. Princeton university press Princeton.
    Paper not yet in RePEc: Add citation now
  33. Holston, K., Laubach, T., and Williams, J. C. (2017). Measuring the natural rate of interest: International trends and determinants. Journal of International Economics, 108(1):S59–S75.

  34. Hu, Z. (1993). The yield curve and real activity. International Monetary Fund Staff Papers, 40(4):781–806.

  35. Imakubo, K., Kojima, H., and Nakajima, J. (2017). The natural yield curve: its concept and measurement. Empirical Economics, pages 1–22.
    Paper not yet in RePEc: Add citation now
  36. Joslin, S., Priebsch, M., and Singleton, K. J. (2014). Risk premiums in dynamic term structure models with unspanned macro risks. The Journal of Finance, 69(3):1197–1233.

  37. Kadiyala, K., Karlsson, L. S., et al. (1989). Forecasting with bayesian vector autoregressions. Technical report, Purdue University, Department of Economics.

  38. Kuroda, H. (2016). quantitative and qualitative monetary easing (qqe) with yield curve control: New monetary policy framework for overcoming low inflation. speech at Brookings Institution in Washington DC on October, 8.
    Paper not yet in RePEc: Add citation now
  39. Kuttner, K., N. (2014). Monetary policy during japan’s great recession: from self-induced paralysis to rooseveltian resolve. Peterson Institute for International Economics Briefings, 14(4).
    Paper not yet in RePEc: Add citation now
  40. Lütkepohl, H. (2005). New introduction to multiple time series analysis. Springer Science & Business Media.
    Paper not yet in RePEc: Add citation now
  41. Laubach, T. and Williams, J. C. (2003). Measuring the natural rate of interest. Review of Economics and Statistics, 85(4):1063–1070.

  42. Leduc, S. and Wilso, D. (2017). Has the wage phillips curve gone dormant? Federal Reserve Board of San Francisco, 2017-30.
    Paper not yet in RePEc: Add citation now
  43. Litterman, R. B. (1986). Forecasting with bayesian vector autoregressions—five years of experience. Journal of Business & Economic Statistics, 4(1):25–38.

  44. Mariano, R. S. and Murasawa, Y. (2010). A coincident index, common factors, and monthly real gdp. Oxford Bulletin of Economics and Statistics, 72(1):27–46.

  45. Nelson, C. R. and Siegel, A. F. (1987). Parsimonious modeling of yield curves. Journal of Business, 60(4):473–489.

  46. Qian, H. (2014). A flexible state space model and its applications. Journal of Time Series Analysis, 35(2):79–88.

  47. Rouwenhorst, G. K. and Plosser, C. I. (1994). International term structures and real economic growth. Journal of Monetary Economics, 33(1):133–155.

  48. Rudebusch, G. D. and Wu, T. (2008). A macro-finance model of the term structure, monetary policy and the economy. The Economic Journal, 118:906–926.

  49. Schorfheide, F. and Song, D. (2015). Real-time forecasting with a mixed-frequency var. Journal of Business & Economic Statistics, 33(3):366–380.

  50. Smets, F. (1997). Financial asset prices and monetary policy: Theory and evidence. BIS Working Paper No. 47.

  51. Stiglitz, J. E. (2016). How to restore equitable and sustainable economic growth in the united states. American Economic Review, 106(5):43–47.

  52. Stock, J. and Watson, M. (1998). Median unbiased estimation of coefficient variance in a timevarying parameter model. Journal of the American Statistical Association, 93:349–358.
    Paper not yet in RePEc: Add citation now
  53. Summers, L. H. (2015). Demand side secular stagnation. American Economic Review, 105(5):60–65.

Cocites

Documents in RePEc which have cited the same bibliography

  1. On the Predictability of China Macro Indicator with Carbon Emissions Trading. (2021). Hamori, Shigeyuki ; GAO, XIANG ; Chen, Qian ; Tian, Shuairu ; Sun, LI ; Xie, Shan.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:5:p:1271-:d:505740.

    Full description at Econpapers || Download paper

  2. Tracking the Ups and Downs in Indonesia’s Economic Activity During COVID-19 Using Mobility Index: Evidence from Provinces in Java and Bali. (2021). Kusumawardhani, Stella ; Priyadi, Lionel ; Aswicahyono, Haryo ; Tyas, Prabaning ; Damuri, Yose Rizal ; Yazid, Ega Kurnia.
    In: Working Papers.
    RePEc:era:wpaper:dp-2021-18.

    Full description at Econpapers || Download paper

  3. Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

    Full description at Econpapers || Download paper

  4. Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function. (2021). Frömmel, Michael ; Midili, Murat ; Frommel, Michael.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:97:y:2021:i:c:p:461-476.

    Full description at Econpapers || Download paper

  5. .

    Full description at Econpapers || Download paper

  6. Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach. (2020). Wichitaksorn, Nuttanan.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:146.

    Full description at Econpapers || Download paper

  7. Incorporating overnight and intraday returns into multivariate GARCH volatility models. (2020). Wu, Jianbin ; Dhaene, Geert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:217:y:2020:i:2:p:471-495.

    Full description at Econpapers || Download paper

  8. Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira.
    In: Working Papers Series.
    RePEc:bcb:wpaper:539.

    Full description at Econpapers || Download paper

  9. Nowcasting Swedish GDP with a large and unbalanced data set. (2019). Reijer, Ard ; Johansson, Andreas.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:4:d:10.1007_s00181-018-1500-1.

    Full description at Econpapers || Download paper

  10. Forecasting Turkish real GDP growth in a data-rich environment. (2019). En, Bahar ; Midili, Murat.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1357-8.

    Full description at Econpapers || Download paper

  11. TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables. (2019). Garcia-Hiernaux, Alfredo ; Bonino-Gayoso, Nicolas.
    In: MPRA Paper.
    RePEc:pra:mprapa:93366.

    Full description at Econpapers || Download paper

  12. Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh.
    In: Bank of Lithuania Working Paper Series.
    RePEc:lie:wpaper:61.

    Full description at Econpapers || Download paper

  13. Forecasting Public Investment Using Daily Stock Returns. (2019). Morita, Hiroshi.
    In: Discussion paper series.
    RePEc:hit:hiasdp:hias-e-88.

    Full description at Econpapers || Download paper

  14. Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02091035.

    Full description at Econpapers || Download paper

  15. Estimates of quarterly GDP growth using MIDAS regressions. (2019). Franses, Philip Hans ; P H, ; Ooft, G ; Bhaghoe, S.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:118667.

    Full description at Econpapers || Download paper

  16. Forecasting economic time series using score-driven dynamic models with mixed-data sampling. (2019). Li, Mengheng ; Koopman, Siem Jan ; Gorgi, Paolo.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:4:p:1735-1747.

    Full description at Econpapers || Download paper

  17. Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors. (2019). Kang, Wanglin ; Zhao, Xin ; Ding, Lili ; Han, Meng.
    In: Energy.
    RePEc:eee:energy:v:171:y:2019:i:c:p:69-76.

    Full description at Econpapers || Download paper

  18. Particle filtering, learning, and smoothing for mixed-frequency state-space models. (2019). Yang, Hanlin ; Leippold, Markus.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:12:y:2019:i:c:p:25-41.

    Full description at Econpapers || Download paper

  19. Monitoring banking system connectedness with big data. (2019). Lopez, Jose A ; Hale, Galina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:212:y:2019:i:1:p:203-220.

    Full description at Econpapers || Download paper

  20. Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:626.

    Full description at Econpapers || Download paper

  21. Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1912.

    Full description at Econpapers || Download paper

  22. Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia.
    In: Discussion Papers.
    RePEc:zbw:bubdps:022018.

    Full description at Econpapers || Download paper

  23. Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth. (2018). Xu, Qifa ; Liu, Yezheng ; Jiang, Cuixia ; Zhuo, Xingxuan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:221-236.

    Full description at Econpapers || Download paper

  24. Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng.
    In: Applied Energy.
    RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

    Full description at Econpapers || Download paper

  25. Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182206.

    Full description at Econpapers || Download paper

  26. Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?. (2017). Strasser, Georg ; Vega, Clara ; Scotti, Chiara ; Gilbert, Thomas.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:92:y:2017:i:c:p:78-95.

    Full description at Econpapers || Download paper

  27. A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

    Full description at Econpapers || Download paper

  28. An analysis of the decline of electricity spot prices in Europe: Who is to blame?. (2017). Bublitz, Andreas ; Fichtner, Wolf ; Keles, Dogan .
    In: Energy Policy.
    RePEc:eee:enepol:v:107:y:2017:i:c:p:323-336.

    Full description at Econpapers || Download paper

  29. Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley .
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

    Full description at Econpapers || Download paper

  30. Are daily financial data useful for forecasting GDP? Evidence from Mexico. (2017). Ibarra, Raul ; Luis, Gomez-Zamudio.
    In: Working Papers.
    RePEc:bdm:wpaper:2017-17.

    Full description at Econpapers || Download paper

  31. Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2016). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley .
    In: Working Papers.
    RePEc:hai:wpaper:201611.

    Full description at Econpapers || Download paper

  32. Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2016). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James.
    In: Working Papers.
    RePEc:hae:wpaper:2015-13r.

    Full description at Econpapers || Download paper

  33. Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Vega, Clara ; Gilbert, Thomas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-46.

    Full description at Econpapers || Download paper

  34. A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.

    Full description at Econpapers || Download paper

  35. Macroeconomics and the reality of mixed frequency data. (2016). Ghysels, Eric.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:193:y:2016:i:2:p:294-314.

    Full description at Econpapers || Download paper

  36. Is the intrinsic value of macroeconomic news announcements related to their asset price impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Vega, Clara ; Gilbert, Thomas.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161882.

    Full description at Econpapers || Download paper

  37. Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2015). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James.
    In: Working Papers.
    RePEc:hae:wpaper:2015-3.

    Full description at Econpapers || Download paper

  38. Does the Greenspan era provide evidence on leadership in the FOMC?. (2015). Jung, Alexander ; El-Shagi, Makram.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:43:y:2015:i:c:p:173-190.

    Full description at Econpapers || Download paper

  39. Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ghysels, Eric ; Ozkan, Nazire .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1009-1020.

    Full description at Econpapers || Download paper

  40. Markov-switching mixed-frequency VAR models. (2015). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:692-711.

    Full description at Econpapers || Download paper

  41. Forecasting GDP growth using mixed-frequency models with switching regimes. (2015). Barsoum, Fady ; Stankiewicz, Sandra .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:1:p:33-50.

    Full description at Econpapers || Download paper

  42. Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?. (2015). Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas ; Vega, Clara .
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:874.

    Full description at Econpapers || Download paper

  43. MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area. (2014). Schumacher, Christian.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100289.

    Full description at Econpapers || Download paper

  44. Nowcasting Scottish GDP growth. (2014). Smith, Paul ; McIntyre, Stuart ; Koop, Gary ; Allan, Grant.
    In: Working Papers.
    RePEc:str:wpaper:1411.

    Full description at Econpapers || Download paper

  45. Nowcasting Scottish GDP Growth. (2014). Smith, Paul ; McIntyre, Stuart ; Koop, Gary ; Allan, Grant.
    In: Working Paper series.
    RePEc:rim:rimwps:41_14.

    Full description at Econpapers || Download paper

  46. Autoregressive augmentation of MIDAS regressions. (2014). Duarte, Cláudia.
    In: Working Papers.
    RePEc:ptu:wpaper:w201401.

    Full description at Econpapers || Download paper

  47. Nowcasting Scottish GDP Growth. (2014). Smith, Paul ; McIntyre, Stuart ; Koop, Gary ; Allan, Grant.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:596.

    Full description at Econpapers || Download paper

  48. Markov-Switching Mixed-Frequency VAR Models. (2014). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9815.

    Full description at Econpapers || Download paper

  49. Nowcasting Scottish GDP Growth. (2014). Allan, Grant ; Koop, Gary ; McIntyre, Stuart ; Smith, Paul .
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
    RePEc:ags:aaea07:596.

    Full description at Econpapers || Download paper

  50. Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl.
    In: Working Papers.
    RePEc:hai:wpaper:201316.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-25 22:36:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.