Baffigia, A. R. Golinelli and G. Parigia (2004). Bridge models to forecast the euro area GDP, International Journal of Forecasting, 20, 447— 460.
- Bates, J. M.and C. W. Granger (1969). The combination of forecasts, Operational Research Quarterly, 20, 451—468.
Paper not yet in RePEc: Add citation now
Baxter, M. and R.G. King (1999). Measuring Business Cycles: Approximate BandPass Filters for Economic Time Series, Review of Economics and Statistics, Vol. 81(4), 575-93.
Beveridge, S. and C.R. Nelson (1981). A New Approach to Decomposition of Economic Time Series into Permanent and Transitory Components with Particular Attention to Measurement of the “Business Cycle”, Journal of Monetary Economics, Vol. 7, 151-74.
- Boschan, C. and W.W. Ebanks (1978). The Phase-Average Trend: A New Way of Measuring Growth, in 1978 Proceedings of the Business and Economic Statistics Section, American Statistical Association, Washington, D.C.
Paper not yet in RePEc: Add citation now
- Bujosa, M., García-Ferrer, A. and P. Young (2001). An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples, UAM: WP01-6, oct. 2001.
Paper not yet in RePEc: Add citation now
Diebold, F.X. and R.S. Mariano (1995). Comparing Predictive Accuracy, Journal of Business and Economic Statistics 13, 253-263.
- Friedman, M. and A.J. Schwartz (1963). Money and Business Cycles, Review of Economics and Statistics, 45 (suppl.), 32-64.
Paper not yet in RePEc: Add citation now
- García-Ferrer, A. and P. Poncela (2002). Forecasting international GNP growth rates through common factors and other procedures. Journal of Forecasting, 21, 225-244.
Paper not yet in RePEc: Add citation now
- García-Ferrer, A. and R. Queralt (1998). Using Long-, Medium-, and Short-Term Trends to Forecast Turning Points in the Business Cycle: Some International Evidence. Studies in Nonlinear Dynamics and Econometrics 3(2), 79-105.
Paper not yet in RePEc: Add citation now
- García-Ferrer, A., del Hoyo, J., Novales, A. and C. Sebastian (1994). The Use of Economic Indicators to Forecast the Spanish Economy: Preliminary Results from the ERISTE Project. Paper presented at the XIV Intl. Symp. of Forecasting, Stockholm, June 1994.
Paper not yet in RePEc: Add citation now
- García-Ferrer, A., del Hoyo, J., Novales, A. and P.C. Young (1996). Recursive Identifi-cation, Estimation and Forecasting of Nonstationary Time Series with Applications to GNP International Data. In: Berry, D. A. el al. (Eds.), Bayesian Analysis in Statistics and Econometrics: Essays in Honour of Arnold Zellner, John Wiley, New York, pp. 15-27.
Paper not yet in RePEc: Add citation now
García-Ferrer, A., Queralt, R. and C. Blázquez (2001). A Growth Cycle Characterization and Forecasting of the Spanish Economy: 1970-1998. International Journal of Forecasting 17, 517-532.
- Harvey, A.C. (1989). Forecasting, Structural Time Series Models and the Kalman Filter, Cambridge University Press, Cambridge, New York and Melbourne.
Paper not yet in RePEc: Add citation now
- Harvey, A.C. (2000). Trend Analysis, University of Cambridge, Faculty of Economics and Politics, Manuscript.
Paper not yet in RePEc: Add citation now
- Hibon, M. and T. Evgeniou (2004). To combine or not to combine: selecting among forecasts and their combinations, International Journal of Forecasting, forthcoming.
Paper not yet in RePEc: Add citation now
Klein, P.A. and G.H. Moore (1985). Monitoring Growth Cycles in Market-Oriented Countries: Developing and Using International Economic Indicators, Ballinger for NBER, Cambridge, Mass.
- Loungani, P. (2001). How Accurate are Private Sector Forecasts? Cross-country Evidence from Consensus Forecasts of Output Growth,International Journal of Forecasting 17 (2001) 419—432.
Paper not yet in RePEc: Add citation now
Meltzer, A. H. (1995). Monetary, Credit and (other) Transmission Processes, Journal of Economic Perspective, 9, 49-73.
- Meltzer, A. H. (1999). The Transmission Process, Mimeo, Carnegie Mellon University and the American Enterprise Institute.
Paper not yet in RePEc: Add citation now
- Mintz, I. (1969). Dating Postwar Business Cycles: Methods and their Application to Western Germany, 1950-1967, Occasional Paper NBER No. 107, New York.
Paper not yet in RePEc: Add citation now
- Mintz, I. (1972). Dating American Growth Cycle, in Zarnowitz, V., ed., The Business Cycle Today, NBER, New York.
Paper not yet in RePEc: Add citation now
- Moore, G.H. and V. Zarnowitz (1986). The Development and Role of the National Bureau of Economic Research’s Business Cycle Chronologies, in Gordon, R.A., ed., The American Business Cycle: Continuity and Change, University of Chicago Press for NBER, Chicago.
Paper not yet in RePEc: Add citation now
- Rotemberg, J.J. (1999). A Heuristic Method for Extracting Smooth Trends from Economic Time Series, NBER Working Paper No. 7439.
Paper not yet in RePEc: Add citation now
Watson, M. (1986). Univariate Detrending Methods with Stochastic Trends, Journal of Monetary Economics, Vol. 18(1), 49-75.
- Young, P.C. (1984). Recursive Estimation in Time Series Analysis, Springer Verlag, Berlin.
Paper not yet in RePEc: Add citation now
- Young, P.C. (1994). Time Variable Parameter and Trend Estimation in Non-Stationary Economic Time Series. Journal of Forecasting 13(2), 179-210.
Paper not yet in RePEc: Add citation now
Zarnowitz, V. and A. Ozyildirim (2002). Time Series Decomposition and Measurement of Business Cycles, Trend and Growth Cycles, NBER Working Paper 8736.