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Adapting to instability in money demand : forecasting money growth with a time-varying parameter model
Cogley, Timothy, (1993)
Using monthly data to improve quarterly model forecasts
Miller, Preston J., (1996)
Understanding predictability
Menzly, Lior, (2004)
The impact of the use of forecasts in information sets
Gallo, Giampiero M., (1999)
Measuring lag structure in forecasting models : the introduction of time distance
Granger, C. W. J., (1997)
Spurious regressions with stationary series
Granger, C. W. J., (1998)