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How accurate are real-time estimates of output trends and gaps?. (2007). Watson, Mark.
In: Economic Quarterly.
RePEc:fip:fedreq:y:2007:i:spr:p:143-161:n:v.93no.2.

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  1. Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter. (2022). Wolters, Maik ; Quast, Josefine.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:40:y:2022:i:1:p:152-168.

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  2. Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy. (2021). Mouratidis, Kostas ; Whyte, Kemar ; Montagnoli, Alberto.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302126.

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  3. Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:2158.

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  4. Assessing the Cyclical Behaviour of Bank Capital Buyers in a Finance-Augmented Macro-Economy. (2018). Whyte, Kemar ; Mouratidis, Kostas ; Montagnoli, Alberto.
    In: Working Papers.
    RePEc:shf:wpaper:2018003.

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  5. Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Hindrayanto, Irma ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Kulikov, Dmitry ; Scharnagl, Michael ; Kunovac, Davor ; Haavio, Markus ; Lenarcic, Crt ; Pedersen, Jesper ; Runstler, Gerhard ; Perez-Quiros, Gabriel.
    In: Occasional Paper Series.
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  6. Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho.
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  7. Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel.
    In: International Journal of Forecasting.
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  8. Data revisions and DSGE models. (2017). Galvão, Ana ; Galvo, Ana Beatriz.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:196:y:2017:i:1:p:215-232.

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  9. Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver.
    In: Economic Modelling.
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  10. MONETARY POLICY RULES UNDER HETEROGENEOUS INFLATION EXPECTATIONS. (2017). Brissimis, Sophocles ; Magginas, Nicholas S.
    In: Economic Inquiry.
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  11. Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

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  12. Improving the reliability of real-time output gap estimates using survey forecasts. (2016). Moura, Marcelo ; Galimberti, Jaqueson.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:358-373.

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  13. Business, housing and credit cycles. (2016). Rünstler, Gerhard ; Vlekke, Marente ; Runstler, Gerhard.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161915.

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  14. Monetary Aggregates to Improve Early Output Gap Estimates in the Euro Area: An Empirical Assessment. (2015). Boysen-Hogrefe, Jens ; Boysenhogrefe, Jens .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:34:y:2015:i:7:p:533-542.

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  15. Konjunkturbereinigungsverfahren der Länder: Eine Quasi-Echtzeitanalyse am Beispiel Schleswig-Holsteins. (2015). Boysen-Hogrefe, Jens.
    In: AStA Wirtschafts- und Sozialstatistisches Archiv.
    RePEc:spr:astaws:v:9:y:2015:i:1:p:41-57.

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  16. Long-run Bulls and Bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: NBER Working Papers.
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  17. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:s:p:s21-s36.

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  18. MARKOV SWITCHING AND THE TAYLOR PRINCIPLE. (2015). Papell, David ; Nikolsko-Rzhevskyy, Alex ; Murray, Christian J.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:19:y:2015:i:04:p:913-930_00.

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  19. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10351.

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  20. Monetary aggregates to improve early output gap estimates in the euro area: An empirical assessment. (2014). Boysen-Hogrefe, Jens.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1908.

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  21. Konjunkturbereinigung der Länder: Eine Quasi-Echtzeitanalyse am Beispiel Schleswig-Holsteins. (2014). Boysen-Hogrefe, Jens.
    In: Kiel Discussion Papers.
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  22. On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: MPRA Paper.
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  23. Improving the reliability of real-time Hodrick-Prescott Filtering using survey forecasts. (2014). Moura, Marcelo ; Galimberti, Jaqueson.
    In: KOF Working papers.
    RePEc:kof:wpskof:14-360.

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  24. On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2014_16.

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  25. Estimating the output gap in real time: A factor model approach. (2014). Aastveit, Knut Are ; Trovik, Torres .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:2:p:180-193.

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  26. Volatility and growth: Governments are key. (2014). Jetter, Michael.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:36:y:2014:i:c:p:71-88.

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  27. Forecasting exchange rates out-of-sample with panel methods and real-time data. (2014). Ince, Onur.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:43:y:2014:i:c:p:1-18.

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  28. Measuring output gap nowcast uncertainty. (2014). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:2:p:268-279.

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  29. On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:612.

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  30. On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho J. ; Byrne, Joseph P. ; Korobilis, Dimitris.
    In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon.
    RePEc:ags:aaea07:612.

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  31. Volatility and Growth: Governments are Key. (2013). Jetter, Michael.
    In: IZA Discussion Papers.
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  32. Modelling italian potential output and the output gap. (2013). Locarno, Alberto ; Caivano, Michele ; Bassanetti, Antonio.
    In: Working Papers.
    RePEc:itt:wpaper:2013-7.

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  33. Fundamentals, forecast combinations and nominal exchange-rate predictability. (2013). Wu, Jyh-lin ; Wang, Yi-Chiuan.
    In: International Review of Economics & Finance.
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  34. The effects of wage volatility on growth. (2013). Nikolsko-Rzhevskyy, Alex ; Jetter, Michael ; Smith, William T..
    In: Journal of Macroeconomics.
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  35. Taylor rules and exchange rate predictability in emerging economies. (2013). Moura, Marcelo ; Galimberti, Jaqueson.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:1008-1031.

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  36. Forecasting by factors, by variables, by both or neither?. (2013). Hendry, David ; Clements, Michael ; Castle, Jennifer.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:305-319.

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  37. The (un)reliability of real-time output gap estimates with revised data. (2013). Papell, David ; Ince, Onur.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:713-721.

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  38. The influence of Taylor rule deviations on the real exchange rate. (2012). Wilde, Wolfram .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:24:y:2012:i:c:p:51-61.

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  39. Taylor rules and the Great Inflation. (2012). Papell, David ; Nikolsko-Rzhevskyy, Alex.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:4:p:903-918.

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  40. Inflation expectations: Does the market beat econometric forecasts?. (2011). El-Shagi, Makram.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:22:y:2011:i:3:p:298-319.

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  41. Real-time inflation forecast densities from ensemble Phillips curves. (2011). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87.

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  42. Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland. (2010). Neusser, Klaus ; Leist, Stefan.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2010-i-11.

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  43. Has the non-oil sector decoupled from oil sector? A case study of Gulf Cooperation Council Countries. (2010). Basher, Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:21059.

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  44. Can alternative Taylor-rule specifications describe Federal Reserve policy decisions?. (2010). Nikolsko-Rzhevskyy, Alex ; Koenig, Evan ; Fernandez, Adriana.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:32:y::i:6:p:733-757.

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  45. The changing nature of the U.S. economic influence in the World. (2010). Nikolsko-Rzhevskyy, Alex ; Fernandez, Adriana.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:32:y::i:2:p:196-209.

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  46. Frontiers of real-time data analysis. (2008). Croushore, Dean.
    In: Working Papers.
    RePEc:fip:fedpwp:08-4.

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  47. The relative performance of alternative Taylor rule specifications. (2008). Nikolsko-Rzhevskyy, Alex ; Koenig, Evan ; Fernandez, Adriana.
    In: Staff Papers.
    RePEc:fip:feddst:y:2008:i:jun:n:6.

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    RePEc:cpr:ceprdp:7376.

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  33. Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth. (2009). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7343.

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  34. Pooling versus model selection for nowcasting with many predictors: An application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7197.

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  35. Testing Predicitive Ability of Business Cycle Indicators for the Euro Area. (2009). Ziegler, Christina.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_69.

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  36. Regionale Konjunkturzyklen in Deutschland – Teil II: Die Zyklendatierung. (2009). Wohlrabe, Klaus ; Seiler, Christian ; Schirwitz, Beate.
    In: ifo Schnelldienst.
    RePEc:ces:ifosdt:v:62:y:2009:i:14:p:24-31.

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  37. Predicting growth rates and recessions: assessing US leading indicators under real-time conditions. (2008). Dovern, Jonas ; Ziegler, Christina .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1397.

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  38. The dynamic e ects of monetary policy: A structural factor model approach. (2008). Gambetti, Luca ; Forni, Mario.
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:026.

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  39. Do Surveys Help in Macroeconomic Variables Disaggregation and Estimation?. (2008). Frale, Cecilia.
    In: Working Papers.
    RePEc:itt:wpaper:wp2008-2.

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  40. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP1. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Working Papers.
    RePEc:igi:igierp:333.

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  41. Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2008/16.

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  42. Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

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  43. The Dynamic Effects of Monetary Policy: A Structural Factor Model Approach. (2008). Gambetti, Luca ; Forni, Mario.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7098.

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  44. Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP. (2008). Schumacher, Christian ; Marcellino, Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6708.

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  45. 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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  46. Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes. (2007). Marcellino, Massimiliano ; Carriero, Andrea.
    In: Working Papers.
    RePEc:igi:igierp:319.

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  47. How accurate are real-time estimates of output trends and gaps?. (2007). Watson, Mark.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2007:i:spr:p:143-161:n:v.93no.2.

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  48. A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP. (2007). Rünstler, Gerhard ; Banbura, Marta ; Babura, Marta ; Runstler, Gerhard.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007751.

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  49. Identifying Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle. (2007). Reijer, Ard.
    In: Working Papers.
    RePEc:dnb:dnbwpp:153.

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