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Real-time measurement of business conditions. (2008). Scotti, Chiara ; Diebold, Francis ; Aruoba, S. Boragan.
In: Working Papers.
RePEc:fip:fedpwp:08-19.

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Cited: 23

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  1. The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:233-:d:422459.

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  2. Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP. (2017). Leonard, Seton ; Hengge, Martina .
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp13-2017.

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  3. Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models. (2014). Koopman, Siem Jan ; Blasques, Francisco ; Mallee, Max .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140105.

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  4. The Dynamics of Inflation and GDP Growth: A Mixed Frequency Model Approach. (2014). Mapa, Dennis ; Franco, Ray John Gabriel, .
    In: MPRA Paper.
    RePEc:pra:mprapa:55858.

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  5. Identifying Long-Run Risks: A Bayesian Mixed-Frequency Approach. (2014). Yaron, Amir ; Song, Dongho ; Schorfheide, Frank.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20303.

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  6. Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling. (2013). Wright, Jonathan ; Ng, Serena.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19469.

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  7. Now-casting and the real-time data flow. (2013). Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20131564.

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  8. Real-time forecasting with a mixed-frequency VAR. (2012). Song, Dongho ; Schorfheide, Frank.
    In: Working Papers.
    RePEc:fip:fedmwp:701.

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  9. Survey-based nowcasting of US growth: a real-time forecast comparison over more than 40 years. (2012). Schnatz, Bernd ; D'Agostino, Antonello ; Dagostino, Antonello .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121455.

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  10. Real-Time Datasets Really Do Make a Difference: Definitional Change, Data Release, and Forecasting. (2011). Swanson, Norman ; FERNÁNDEZ MARTIN, ANDRÉS ; Fernandez, Andres.
    In: Departmental Working Papers.
    RePEc:rut:rutres:201113.

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  11. FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure. (2011). Monteforte, Libero ; Frale, Cecilia .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_788_11.

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  12. Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions. (2010). Diebold, Francis ; Aruoba, S. Boragan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15657.

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  13. Size, Book-to-Market Ratio and Macroeconomic News. (2010). Cenesizoglu, Tolga.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1033.

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  14. Real-time macroeconomic monitoring: real activity, inflation, and interactions. (2010). Diebold, Francis ; Aruoba, S. Boragan.
    In: Working Papers.
    RePEc:fip:fedpwp:10-5.

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  15. Electric Cars and Oil Prices. (2009). Azar, Jose.
    In: MPRA Paper.
    RePEc:pra:mprapa:15538.

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  16. The long and large decline in state employment growth volatility. (2009). Sill, Keith ; Carlino, Gerald ; DEFINA, ROBERT .
    In: Working Papers.
    RePEc:fip:fedpwp:09-9.

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  17. Estimating U.S. output growth with vintage data in a state-space framework. (2009). Gascon, Charles ; Anderson, Richard.
    In: Review.
    RePEc:fip:fedlrv:y:2009:i:jul:p:349-370:n:v.91no.4.

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  18. Ñ-STING: España Short Term INdicator of Growth. (2009). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
    In: Working Papers.
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  19. Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components. (2008). Proietti, Tommaso.
    In: MPRA Paper.
    RePEc:pra:mprapa:6860.

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  20. ELECTRONIC TRANSACTIONS AS HIGH-FREQUENCY INDICATORS OF ECONOMICS ACTIVITY. (2008). Tkacz, Greg ; Galbraith, John.
    In: Departmental Working Papers.
    RePEc:mcl:mclwop:2008-04.

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  21. Introducing the EURO-STING: Short Term INdicator of Euro Area Growth. (2008). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
    In: Working Papers.
    RePEc:bde:wpaper:0807.

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  22. Comparing Greenbook and Reduced Form Forecasts using a Large Realtime Dataset. (2007). Wright, Jonathan ; Faust, Jon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13397.

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  23. Electronic Transactions as High-Frequency Indicators of Economic Activity. (2007). Tkacz, Greg ; Galbraith, John.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-58.

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    RePEc:cpr:ceprdp:3550.

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  54. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. (2002). Reichlin, Lucrezia ; Lippi, Marco ; Hallin, Marc ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3432.

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  55. Factor Models in Large Cross-Sections of Time Series. (2002). Reichlin, Lucrezia.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3285.

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  56. Dealing with forward-looking expectations and policy rules in quantifying the channels of transmission of monetary policy. (2002). Siviero, Stefano ; Locarno, Alberto ; Altissimo, Filippo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_460_02.

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  57. Some stylised facts on the euro area business cycle. (2001). Mojon, Benoit ; Agresti,A-M., .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20010095.

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  58. A Core Inflation Index for the Euro Area. (2001). veronese, giovanni ; Reichlin, Lucrezia ; Forni, Mario ; Cristadoro, Riccardo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3097.

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  59. Dynamic Regressions with Variables Observed at Different Frequencies. (2000). Tay, Anthony S ; Abeysinghe, Tilak.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0752.

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