Journal of Monetary Economics · 2008 · 1.2K citations · 26 references
Social SciencesEconomicsPublic FinanceFinancial EconomicsMacroeconomicsMonetary EconomicsAsymmetric InformationBusiness CyclesInformation EconomicsMicroeconometricsMonetary PolicyTime Series ForecastingData Analysis In EconomicsDynamic Macroeconomic EquilibriumMacroeconomic ConditionsNowcastingReal-time Data Analysis
26
Macroeconomic Forecasting Using Diffusion Indexes
James H. Stock, Mark W. Watson · Journal of Business and Economic Statistics · 2002 · 2.6K citations
Business, Economics, Forecasting +13
The Generalized Dynamic-Factor Model: Identification and Estimation
Mario Forni, Marc Hallin, Marco Lippi et al. · The Review of Economics and Statistics · 2000 · 1.8K citations · Full text
Inferential Theory for Factor Models of Large Dimensions
Jushan Bai · Econometrica · 2003 · 1.7K citations