Canadian Journal of Economics/Revue canadienne d économique · 1995 · 14 citations · 18 references
Social SciencesEconomicsInternational EconomicsMacroeconomicsMonetary EconomicsInflation PolicyInterest Rate DeterminationInterest Rate ModelingInternational MacroeconomicsInternational Monetary RelationsMonetary PolicyFactor Model SpecificationInflation DynamicsInterest Rate ShocksMacroeconomic Factor ModelsReal Interest Rate Determination
Allan W. Gregory, David G. Watt, Sources of Variation in International Real Interest Rates, The Canadian Journal of Economics / Revue canadienne d'Economique, Vol. 28, Special Issue: Essays in International Economics in Honour of Douglas Purvis (Nov., 1995), pp. S120-S140
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Forecasting, Structural Time Series Models and the Kalman Filter
Robert Fildes, Andrew Harvey, Mike West et al. · Journal of the Operational Research Society · 1991 · 4.8K citations
Computing, Mathematics, Forecasting +13
James Tobin · Econometrica · 1965 · 1.6K citations