[1] ALTISSIMO, Filippo, CRISTADORO, Riccardo, FORNI, Mario, et al. (2010) - New Eurocoin: Tracking Economic Growth in Real Time. The Review of Economics and Statistics, MIT Press, vol. 92, issue 4, November, pp. 1024-1034. [2] BAXTER, Marianne, KING, Robert G. (1999) - Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series. The Review of Economics and Statistics, MIT Press, vol. 81, issue 4, November, pp. 575-593. [3] BENKOVSKIS, Konstantins (2010) - LATCOIN: Determining Medium to Long-Run Tendencies of Economic Growth in Latvia in Real Time. Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 10, issue 2, pp. 27-48. [4] BROCKWELL, Peter J., DAVIS, Richard A. (1987) - Time Series: Theory and Methods. New York : Springer Verlag. 519 p. [5] BUSS, Ginters (2012) . A New Real-Time Indicator for the Euro Area GDP. Bank of Latvia Working Paper, No. 2. 28 p. [6] CAPORELLO, Gianluca, MARAVALL, Agustin, SANCHEZ, Fernando J. (2001) - Program TSW Reference Manual. Banco de Espana Working Papers, No. 0112. 62 p. [7] CHRISTIANO, Lawrence J., FITZGERALD, Terry J. (2003) - The Band Pass Filter. International Economic Review, vol. 44, issue 2, May, pp. 435-465. [8] DOAN, Thomas, LITTERMAN, Robert B., SIMS, Christopher A. (1984) - Forecasting and Conditional Projection Using Realistic Prior Distributions. Econometric Reviews, vol. 3, No. 1, January, pp. 1-100. [9] EFRON, Bradley, HASTIE, Trevor, JOHNSTONE, Iain, et al. (2004) - Least Angle Regression. The Annals of Statistics : Stanford University, Institute of Mathematical Statistics, vol. 32, No. 2, pp. 407-499. [10] FORNI, Mario, HALLIN, Marc, LIPPI, Marco, et al. (2000) - The Generalized Dynamic-Factor Model: Identification and Estimation. The Review of Economics and Statistics, vol. 82, issue 4, November, pp. 540-554. [11] FORNI, Mario, HALLIN, Marc, LIPPI, Marco, et al. (2005) - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. Journal of the American Statistical Association, vol. 100, pp. 830-840. [12] HODGES, James S., SARGENT, Daniel J. (2001) - Counting Degrees of Freedom in Hierarchical and Other Richly-Parameterised Models. Biometrika, vol. 88(2), pp. 367-379. [13] HODRICK, Robert, PRESCOTT, Edward C. (1997) - Postwar U.S. Business Cycles: an Empirical Investigation. Journal of Money, Credit and Banking, vol. 29, issue 1, February, pp. 1-16. [14] HOERL, Arthur E., KENNARD, Robert W. (1970) - Ridge Regression: Applications to Nonorthogonal Problems. Technometrics, vol. 12, No. 1, February, pp. 69-82. [15] KING, Robert G., REBELO, Sergio T. (1993) - Low Frequency Filtering and Real Business Cycles. Journal of Economic Dynamics and Control, vol. 17, issue 1-2, pp. 207-231. [16] MARAVALL, Agustin, RIO, Ana del (2001) - Time Aggregation and the Hodrick-Prescott Filter. Banco de Espana Working Papers, No. 0108, March. 44 p. [17] MOODY, John E. (1992) - The Effective Number of Parameters: an Analysis of Generalization and Regularization in Nonlinear Learning Systems. In: Advances in Neural Information Processing Systems 4. Edited by J. E. Moody, S. J. Hanson and R. P. Lippmann. San Mateo : Morgan Kaufmann, pp. 847-854. [18] STOCK, James H., WATSON, Mark W. (2002) - Macroeconomic Forecasting Using Diffusion Indexes. Journal of Business & Economic Statistics, vol. 20, No. 2, pp. 147-162. [19] TIBSHIRANI, Robert (1996) - Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society, Series B (Methodological), vol. 58, No. 1, pp. 267-288. [20] TIKHONOV, Andrey, ARSENIN, Vasiliy (1977) - Solutions of Ill-Posed Problems. Washington : V. H. Winston & Sons. 258 p. [21] VALLE E AZEVEDO, Joao (2011) - A Multivariate Band-Pass Filter for Economic Time Series. Journal of the Royal Statistical Society Series C, vol. 60, issue 1, January, pp. 1-30. [22] WILDI, Marc (2008) - Real-Time Signal-Extraction: Beyond Maximum Likelihood Principles. October. [23] WILDI, Marc (2011) - I-DFA and I-MDFA: Companion Paper to R-code Published on SEFBlog. IDP-Working Paper, March. [24] WILDI, Marc (2012) - Elements of Forecasting and Signal Extraction. IDPWorking Paper, August.