Composite indicators for monetary analysis
Year of publication: |
2009-05
|
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Authors: | Nobili, Andrea |
Institutions: | Banca d'Italia |
Subject: | monetary analysis | factor models | forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 713 |
Classification: | C22 - Time-Series Models ; E37 - Forecasting and Simulation ; E50 - Monetary Policy, Central Banking and the Supply of Money and Credit. General |
Source: |
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How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
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Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
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The transmission of monetary policy shocks from the US to the euro area
Nobili, Andrea, (2006)
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