Do financial variables help forecasting inflation and real activity in the euro area?

Author:

Forni Mario,Hallin Marc,Lippi Marco,Reichlin Lucrezia

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Time Series: Data Analysis and Theory;Brillinger,1981

2. Arbitrage, factor structure and mean-variance analysis in large asset markets;Chamberlain;Econometrica,1983

3. Cristadoro, R., Forni, M., Reichlin, L., Veronese, G., 2001. A core inflation index for the Euro area. Banca d'Italia. Mimeo.

4. The generalized dynamic factor model;Forni;Econometric Theory,2001

5. The generalized factor model;Forni;The Review of Economics and Statistics,2000

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