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A structural common factor approach to core inflation estimation and forecasting. (2004). MORANA, CLAUDIO.
In: Working Paper Series.
RePEc:ecb:ecbwps:2004305.

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Cites: 11

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  1. Perpetual youth and endogenous labour supply: a problem and a possible solution. (2004). Rankin, Neil ; Ascari, Guido.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004346.

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References

References cited by this document

  1. [1] Ang, A. and G. Bekaert (1998), Regime Switches in Interest Rates, NBER Working Paper Series, no. 6508.

  2. [10] Bai, J. (1997), Estimating Multiple Breaks One at a Time, Econometric Theory, 14, 315-52.

  3. [11] Baillie, R.T., C.F. Chung and M.A. Tieslau (1996), Analysing Inïation by the Fractionally Integrated ARFIMA-GARCH Model, Journal of Applied Econometrics, 11, 23-40.

  4. [12] Baum C.F., J.T. Barkoulas and M. Caglayan, 2001, Persistence in International

  5. [2] Angelini, E., H. Jerome and R. Mestre (2001a), A Multi Country Trend Indicator for Euro Area Inïation: Computation and Properties, ECB Working Papers, no.60.

  6. [3] Angelini, E., H. Jerome and R. Mestre (2001b), Diïusion Index-Based Inïation Forecasts for the Euro Area, ECB Working Papers, no.61.

  7. [4] Arrazola, M. and de Hevia (2002), An Alternative Measure of Core Inïation, Economics Letters, 75, 69-73.

  8. [5] Bagliano, F. and C. Morana (2003a), A Common Trends Model of UK Core Inïation, Empirical Economics, 28, 157-72.

  9. [6] Bagliano, F. and C. Morana (2003b), Measuring US Core Inïation, Journal of Macroeconomics, 25, 197-212.
    Paper not yet in RePEc: Add citation now

  10. [7] Bagliano, F. and C. Morana (1999), Measuring Core Inïation in Italy, Giornale degli Economisti, 58, 301-28.

  11. [8] Bagliano, F.C., R. Golinelli and C. Morana (2002), Core Inïation in the Euro Area, Applied Economics Letters, 9, 353-57.

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