Macroeconomic Forecasting Using Low-Frequency Filters
João Valle e Azevedo, Ana Pereira
Oxford Bulletin of Economics and Statistics, vol. 80, 2018, p. 39-64.

Approximating and Forecasting Macroeconomic Signals in Real-Time
Ana Pereira, João Valle e Azevedo
International Journal Of Forecasting, vol. 29, 2013, p. 479-492.