Leading Indicators for Euro-area Inflation and GDP Growth

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Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model (2010, unknown): “While a number of studies have inspected forecasts for GDP, components have been neglected.”
A Core Inflation Indicator for the Euro Area (2005, methodology): “5This is much in the spirit of Stock and Watson (1999) or Banerjee et al. (2003). Instead of using factors directly in regression equations to forecast inflation we use the projection of the candidate variables on the space spanned by factors.”
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change (2008, methodology): “This section, which is based on Banerjee et al. (2005, 2006), reviews the competing forecasting approaches we consider both in the Monte Carlo analysis in Section 3 below and, more particularly, in the empirical analysis discussed in Section 4.”
A Look into the Factor Model Black Box: Publication Lags and the Role of Hard and Soft Data in Forecasting GDP (2007, unknown): “Studies in general report that soft data contain little information beyond the real activity data, but they mostly use quarterly data or ignore publication lags (e.g. Rünstler and Sédillot, 2003; Forni et al., 2003; Stock and Watson, 2003; Banerjee et al., 2005).”
Excess Money Growth and Inflation Dynamics (2008, background): “17 See Orphanides and Van Norden (2005), Banerjee et al. (2005) and Stock and Watson (2006) for some recent contributions.”