References AJEVSKIS, Viktors, DAVIDSONS, Gundars. Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product. Latvijas Banka Working Paper, No. 2, 2008. ALTISSIMO, Filippo, CRISTADORO, Ricardo, FORNI, Mario, LIPPI, Marco, VERONESE, Giovanni. New EUROCOIN: Tracking Economic Growth in Real Time. Centre for Economic Policy Research Discussion Paper, No. 5633, April 2006. BAI, Jushan, NG, Serena. Determining the Number of Factors in Approximate Factor Models. Econometrica, vol. 70, January 2002, pp. 191–221. BAXTER, Marianne, KING, Robert G. Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series. The Review of Economics and Statistics, vol. 81, No. 4, November 1999, pp. 575–593. BENKOVSKIS, Konstantins. Short-Term Forecasts of Latvia's Real Gross Domestic Product Using Monthly Indicators. Latvijas Banka Working Paper, No. 5, 2008. CHRISTIANO, Lawrence J., FITZGERALD, Terry J. The Band Pass Filter. International Economic Review, vol. 44, No. 2, May 2003, pp. 435–465. FORNI, Mario, HALLIN, Marc, LIPPI, Marco, REICHLIN, Lucrezia. The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. Journal of the American Statistical Association, vol. 100, September 2005, pp. 830–840. HALLIN, Marc, LISKA, Roman. Determining the Number of Factors in the General Dynamic Factor Model. Journal of the American Statistical Association, vol. 102, No. 478, June 2007, pp. 603–617. MELIHOVS, Aleksejs, RUSAKOVA, Svetlana. Short-Term Forecasting of Economic Development in Latvia Using Business and Consumer Survey Data. Latvijas Banka Working Paper, No. 4, 2005. STOCK, James H., WATSON, Mark W. Macroeconomic Forecasting Using Diffusion Indexes. Journal of Business and Economic Statistics, vol. 20, No. 2, April 2002, pp. 147–162.