Real-time measurement of business conditions

Journal of Business and Economic Statistics

Volumn 27, Issue 4, 2009, Pages 417-427

  Aruoba, S Boraǧan ^a   Diebold, Francis X ^b,c   Scotti, Chiara ^d  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^d FEDERAL RESERVE BOARD   (United States)

Author keywords

Business cycle; Contraction; Dynamic factor model; Expansion; Macroeconomic forecasting; Recession; State space model; Turning point

Indexed keywords

EID: 70349902784     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.07205     Document Type: Article

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