Economic Modelling · 2012 · 26 citations · 22 references
Social SciencesEconomicsPublic FinanceFiscal PolicyMacroeconomicsMonetary EconomicsEconomic ForecastingForecast Error AnalysisForecast EvaluationForecasting MethodsInflation PolicyMonetary PolicyInflation ForecastingInflation Measurement
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Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations
Macroeconomic Forecasting Using Diffusion Indexes
James H. Stock, Mark W. Watson · Journal of Business and Economic Statistics · 2002 · 2.6K citations
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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