Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

A core inflation indicator for the Euro area. (2005). veronese, giovanni ; Reichlin, Lucrezia ; Forni, Mario ; Cristadoro, Riccardo.
In: ULB Institutional Repository.
RePEc:ulb:ulbeco:2013/10131.

Full description at Econpapers || Download paper

Cited: 79

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

    Full description at Econpapers || Download paper

  2. Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet.
    In: Papers.
    RePEc:arx:papers:2404.05209.

    Full description at Econpapers || Download paper

  3. The inflation process in Portugal: the role of price spillovers. (2023). Quelhas, Joo ; Serra, Sara.
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
    RePEc:ptu:bdpart:e202305.

    Full description at Econpapers || Download paper

  4. Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Vladimir C.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

    Full description at Econpapers || Download paper

  5. Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

    Full description at Econpapers || Download paper

  6. Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232848.

    Full description at Econpapers || Download paper

  7. Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

    Full description at Econpapers || Download paper

  8. .

    Full description at Econpapers || Download paper

  9. Nowcasting Real GDP for Saudi Arabia1*. (2022). Barnett, William ; Alkhareif, Ryadh M.
    In: Open Economies Review.
    RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09634-6.

    Full description at Econpapers || Download paper

  10. Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre.
    In: CREATES Research Papers.
    RePEc:aah:create:2022-10.

    Full description at Econpapers || Download paper

  11. ALICE: Composite leading indicators for euro area inflation cycles. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:2:p:687-707.

    Full description at Econpapers || Download paper

  12. Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:221:y:2021:i:2:p:455-482.

    Full description at Econpapers || Download paper

  13. Inferential Theory for Generalized Dynamic Factor Models. (2021). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/331192.

    Full description at Econpapers || Download paper

  14. Nowcasting Real GDP for Saudi Arabia. (2020). Barnett, William ; Alkhareif, Ryadh M.
    In: MPRA Paper.
    RePEc:pra:mprapa:104278.

    Full description at Econpapers || Download paper

  15. NOWCASTING REAL GDP FOR SAUDI ARABIA. (2020). William, William ; Alkhareif, Ryadh M.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:202018.

    Full description at Econpapers || Download paper

  16. Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2020). Valls Pereira, Pedro ; Hallin, Marc ; Trucios, Carlos Cesar ; Hotta, Luiz Koodi.
    In: Textos para discussão.
    RePEc:fgv:eesptd:521.

    Full description at Econpapers || Download paper

  17. PCCI – a data-rich measure of underlying inflation in the euro area. (2020). BOBEICA, Elena ; Banbura, Marta ; Babura, Marta.
    In: Statistics Paper Series.
    RePEc:ecb:ecbsps:202038.

    Full description at Econpapers || Download paper

  18. Desarrollo financiero y crecimiento económico en América del Norte. (2020). Ruiz-Porras, Antonio ; Anguiano-Pita, Javier Emmanuel.
    In: Revista Finanzas y Politica Economica.
    RePEc:col:000443:018476.

    Full description at Econpapers || Download paper

  19. Alternative measures of underlying inflation in the euro area. (2020). Conflitti, Cristina.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_593_20.

    Full description at Econpapers || Download paper

  20. Slack and Cyclically Sensitive Inflation. (2019). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25987.

    Full description at Econpapers || Download paper

  21. A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192346.

    Full description at Econpapers || Download paper

  22. On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/298201.

    Full description at Econpapers || Download paper

  23. Bottom-up or direct? Forecasting German GDP in a data-rich environment. (2018). Scheufele, Rolf ; Heinisch, Katja.
    In: Empirical Economics.
    RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1218-x.

    Full description at Econpapers || Download paper

  24. ALICE: A new inflation monitoring tool. (2018). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20182175.

    Full description at Econpapers || Download paper

  25. The New York Fed Staff Underlying Inflation Gauge (UIG). (2017). Rich, Robert ; Potter, Simon ; Amstad, Marlene.
    In: Economic Policy Review.
    RePEc:fip:fednep:00042.

    Full description at Econpapers || Download paper

  26. Oil Price Pass-Through into Core Inflation. (2017). Luciani, Matteo ; Conflitti, Cristina.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-85.

    Full description at Econpapers || Download paper

  27. Non-Stationary Dynamic Factor Models for Large Datasets. (2017). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-24.

    Full description at Econpapers || Download paper

  28. ALICE: A NEW INFLATION MONITORING TOOL. (2017). Zekaite, Zivile ; de Bondt, Gabe ; Hahn, Elke.
    In: EcoMod2017.
    RePEc:ekd:010027:10414.

    Full description at Econpapers || Download paper

  29. Eigenvalue Ratio Estimators for the Number of Common Factors. (2016). Lippi, Marco ; Forni, Mario ; Cavicchioli, Maddalena ; Zaffaroni, Paolo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11440.

    Full description at Econpapers || Download paper

  30. On the Methodology of Measuring Core Inflation. (2016). Rather, Sartaj Rasool ; Ramachandran, M ; Sethu, Raja S.
    In: Economic Notes.
    RePEc:bla:ecnote:v:45:y:2016:i:2:p:271-282.

    Full description at Econpapers || Download paper

  31. Core Inflation Indicators for Saudi Arabia. (2015). Barnett, William ; Alkhareif, Ryadh.
    In: Panoeconomicus.
    RePEc:voj:journl:v:62:y:2015:i:3:p:257-266.

    Full description at Econpapers || Download paper

  32. Measuring Core Inflation in South Africa. (2015). Du Plessis, Stan ; du Rand, Gideon .
    In: Working Papers.
    RePEc:rza:wpaper:503.

    Full description at Econpapers || Download paper

  33. Core Inflation and Trend Inflation. (2015). Watson, Mark ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21282.

    Full description at Econpapers || Download paper

  34. CORE INFLATION INDICATORS FOR SAUDI ARABIA. (2015). Barnett, William ; Alkhareif, Ryadh.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:201410.

    Full description at Econpapers || Download paper

  35. Dynamic factor models with infinite-dimensional factor spaces: One-sided representations. (2015). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:359-371.

    Full description at Econpapers || Download paper

  36. Measuring Core Inflation in South Africa. (2015). Kotze, Kevin ; Rand, Gideon ; Plessis, Stan .
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:83:y:2015:i:4:p:527-548.

    Full description at Econpapers || Download paper

  37. Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1515.

    Full description at Econpapers || Download paper

  38. An evaluation of core inflation measures for Malta. (2014). Gatt, William.
    In: MPRA Paper.
    RePEc:pra:mprapa:61250.

    Full description at Econpapers || Download paper

  39. A Dynamic Factor Model for Icelandic Core Inflation. (2014). Einarsson, Bjarni.
    In: Economics.
    RePEc:ice:wpaper:wp67.

    Full description at Econpapers || Download paper

  40. Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons. (2013). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1209.

    Full description at Econpapers || Download paper

  41. Fresh perspectives on unobservable variables: Data decomposition of the Kalman smoother. (2013). Sander, Nicholas .
    In: Reserve Bank of New Zealand Analytical Notes series.
    RePEc:nzb:nzbans:2013/09.

    Full description at Econpapers || Download paper

  42. Defining governance matters: A factor analytic assessment of governance institutions. (2013). Givens, David .
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:41:y:2013:i:4:p:1026-1053.

    Full description at Econpapers || Download paper

  43. Dynamic Factor Models: A review of the Literature .. (2013). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier ; Darne, O..
    In: Working papers.
    RePEc:bfr:banfra:430.

    Full description at Econpapers || Download paper

  44. The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada. (2013). Morel, Louis ; Sabourin, Patrick ; Khan, Mikael .
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-35.

    Full description at Econpapers || Download paper

  45. Inflation forecasting using dynamic factor analysis. SAS 4GL programming approach. (2012). Jedrzejczyk, Adam .
    In: Working Papers.
    RePEc:wse:wpaper:63.

    Full description at Econpapers || Download paper

  46. Dynamic Factor Models with Infinite-Dimensional Factor Space: One-Sided Representations. (2012). Lippi, Marco ; Hallin, Marc ; Forni, Mario ; Zaffaroni, Paolo.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/134458.

    Full description at Econpapers || Download paper

  47. A large factor model for forecasting macroeconomic variables in South Africa. (2011). Kabundi, Alain ; GUPTA, RANGAN.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:4:p:1076-1088.

    Full description at Econpapers || Download paper

  48. Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

    Full description at Econpapers || Download paper

  49. A Coincident Indicator of the Gulf Cooperation Council Business Cycle. (2011). Alhassan, Abdullah Mohammed .
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:6:y:2011:i:3:n:1.

    Full description at Econpapers || Download paper

  50. A New Core Inflation Indicator for Turkey (Turkiye Ekonomisi Icin Yeni Bir Cekirdek Enflasyon Gostergesi). (2010). Tekatli, Necati.
    In: Working Papers.
    RePEc:tcb:wpaper:1019.

    Full description at Econpapers || Download paper

  51. Forecasting monthly industrial production in real-time: from single equations to factor-based models. (2010). Parigi, giuseppe ; Golinelli, Roberto ; Bulligan, Guido.
    In: Empirical Economics.
    RePEc:spr:empeco:v:39:y:2010:i:2:p:303-336.

    Full description at Econpapers || Download paper

  52. What drives core inflation? A dynamic factor model analysis of tradable and nontradable prices. (2010). Kirker, Michael.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2010/13.

    Full description at Econpapers || Download paper

  53. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2010). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:nlv:wpaper:1001.

    Full description at Econpapers || Download paper

  54. Monthly pass-through ratios. (2010). Fischer, Andreas ; Amstad, Marlene.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:7:p:1202-1213.

    Full description at Econpapers || Download paper

  55. Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN.
    In: Working papers.
    RePEc:uct:uconnp:2009-42.

    Full description at Econpapers || Download paper

  56. Design and Evaluation of Core Inflation Measures for Turkey. (2009). Ozmen, Utku ; Atuk, Oguz.
    In: Working Papers.
    RePEc:tcb:wpaper:0903.

    Full description at Econpapers || Download paper

  57. Measuring Core Inflation in Bangladesh: The Choice of Alternative Methods. (2009). Shahiduzzaman, M D.
    In: Bangladesh Development Studies.
    RePEc:ris:badest:0476.

    Full description at Econpapers || Download paper

  58. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:24:y:2009:i:6:p:933-959.

    Full description at Econpapers || Download paper

  59. A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle. (2009). Al-Hassan, Abdullah.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/073.

    Full description at Econpapers || Download paper

  60. Do macroeconomic announcements move inflation forecasts?. (2009). Fischer, Andreas ; Amstad, Marlene.
    In: Review.
    RePEc:fip:fedlrv:y:2009:i:sep:p:507-518:n:v.91no.5,pt.2.

    Full description at Econpapers || Download paper

  61. Design and evaluation of core inflation measures for Turkey. (2009). Ozmen, Mustafa Utku ; ATUK, Ouz .
    In: IFC Working Papers.
    RePEc:bis:bisiwp:3.

    Full description at Econpapers || Download paper

  62. Forecasting inflation with gradual regime shifts and exogenous information. (2009). Teräsvirta, Timo ; Hubrich, Kirstin ; Gonzalez, Andres ; Terasvirta, Timo.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-03.

    Full description at Econpapers || Download paper

  63. Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components. (2008). Proietti, Tommaso.
    In: MPRA Paper.
    RePEc:pra:mprapa:6860.

    Full description at Econpapers || Download paper

  64. New Eurocoin: Tracking Economic Growth in Real Time. (2008). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: Center for Economic Research (RECent).
    RePEc:mod:recent:020.

    Full description at Econpapers || Download paper

  65. How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

    Full description at Econpapers || Download paper

  66. Global inflation. (2008). Mojon, Benoit ; Ciccarelli, Matteo.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-08-05.

    Full description at Econpapers || Download paper

  67. A new core inflation indicator for New Zealand. (2007). Matheson, Troy ; Giannone, Domenico.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/6407.

    Full description at Econpapers || Download paper

  68. Forecasting inflation using economic indicators: the case of France. (2007). DE BANDT, OLIVIER ; Flageollet, A. ; Michaux, E. ; Bruneau, C..
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:26:y:2007:i:1:p:1-22.

    Full description at Econpapers || Download paper

  69. Can Domestic Policies Influence Inflation?. (2007). Ohnsorge, Franziska ; Mody, Ashoka.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/257.

    Full description at Econpapers || Download paper

  70. A New Core Inflation Indicator for New Zealand. (2007). Matheson, Troy ; Giannone, Domenico.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2007:q:4:a:5.

    Full description at Econpapers || Download paper

  71. A persistence-weighted measure of core inflation in the Euro area. (2007). Stracca, Livio ; Bilke, Laurent.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:24:y:2007:i:6:p:1032-1047.

    Full description at Econpapers || Download paper

  72. New Eurocoin: Tracking Economic Growth in Real Time. (2007). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_631_07.

    Full description at Econpapers || Download paper

  73. The Performance of Trimmed Mean Measures of Underlying Inflation. (2006). Richards, Anthony ; Brischetto, Andrea.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2006-10.

    Full description at Econpapers || Download paper

  74. A new core inflation indicator for New Zealand.. (2006). Matheson, Troy ; Giannone, Domenico.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2006/10.

    Full description at Econpapers || Download paper

  75. Measuring core inflation. (2006). Holden, Rachel .
    In: Reserve Bank of New Zealand Bulletin.
    RePEc:nzb:nzbbul:december2006:2.

    Full description at Econpapers || Download paper

  76. New EuroCOIN: Tracking Economic Growth in Real Time. (2006). veronese, giovanni ; Lippi, Marco ; Forni, Mario ; Cristadoro, Riccardo ; Altissimo, Filippo .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5633.

    Full description at Econpapers || Download paper

  77. Forecasting Inflation using Economic Indicators: the Case of France. (2003). DE BANDT, OLIVIER ; Flageollet, A. ; Michaux, E. ; Bruneau, C..
    In: Working papers.
    RePEc:bfr:banfra:101.

    Full description at Econpapers || Download paper

  78. A Data-Rich Measure of Underlying Inflation for Brazil. (). Ramos, Fernando Ryu ; Nadal, Raquel ; da Gama, Vicente .
    In: Working Papers Series.
    RePEc:bcb:wpaper:516.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-19 05:39:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.