Macroeconomic Forecasting Using Low-Frequency Filters
João Valle e Azevedo, Ana Pereira
Oxford Bulletin of Economics and Statistics, vol. 80, 2018, p. 39-64.
Model-Based vs. Professional Forecasts: Implications for Models with Nominal Rigidities
João Valle e Azevedo, João Tovar Jalles
Macroeconomic Dynamics, vol. 21, 2017, p. 130-159.
Approximating and Forecasting Macroeconomic Signals in Real-Time
Ana Pereira, João Valle e Azevedo
International Journal Of Forecasting, vol. 29, 2013, p. 479-492.
Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
João Valle e Azevedo, Jan Koopman, António Rua
Journal Of Business And Economic Statistics, vol. 24, 2006, p. 278-290.