Nowcasting German GDP: Foreign factors, financial markets, and model averaging

Forecasting Using Principal Components From a Large Number of Predictors

James H. Stock, Mark W. Watson · Journal of the American Statistical Association · 2002 · 3.1K citations

Computing, Data Science, Econometrics +12

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

Social Sciences, Economics, Econometrics +14

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

David E. Rapach, Jack Strauss, Guofu Zhou · Review of Financial Studies · 2009 · 1.7K citations

Business, Economics, Finance +17

Nowcasting: The real-time informational content of macroeconomic data

Domenico Giannone, Lucrezia Reichlin, David H. Small · Journal of Monetary Economics · 2008 · 1.2K citations

Social Sciences, Economics, Public Finance +14