R. Mestre

Economics and Econometrics · 2000–2005

A researcher in the Science corpus: 4 papers; trusts 15 researchers and is trusted by 47 researchers here, as inferred from the citation graph.

Subfields

Whom R. Mestre trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Thomas Laubach
  2. Robert Fildes
  3. S. Fabiani
  4. Luc Bauwens
  5. Glenn D. Rudebusch
  6. M. Forni
  7. Jushan Bai
  8. James H. Stock

Who trusts R. Mestre overall

  1. Jean-Stéphane Mésonnier
  2. S. Fabiani
  3. Michael J. Artis
  4. Andrea Nobili
  5. G. Peersman
  6. Pau Rabanal
  7. J. Gaĺı
  8. Vincenzo Cuciniello
  9. A. Musso
  10. Marc Hallin

Papers from R. Mestre's perspective

Ordered by how strongly the researchers R. Mestre trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Monetary Policy in a Data-Rich Environment
  2. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  3. European inflation dynamics
  4. Determining the Number of Factors in Approximate Factor Models
  5. THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (Econometric Theory)
  6. Prices and unit labor costs: a new test of price stickiness $
  7. Bayesian Inference in Dynamic Econometric Models
  8. Alternative Measures of the NAIRU in the Euro Area: Estimates and Assessment (Social Science Research Network)
  9. The Demand for M3 in the Euro Area (Social Science Research Network)
  10. Macroeconomic forecasting in the Euro area: Country specific versus area-wide information

Their papers