Survey data as coincident or leading indicators

Journal of Forecasting

Volumn 29, Issue 1-2, 2010, Pages 109-131

  Frale, Cecilia ^b   Marcellino, Massimiliano ^c,d,e   Mazzi, Gian Luigi ^f   Proietti, Tommaso ^a  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

^b Italian Ministry of the Economy and Finance   (Italy)

^c EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^d BOCCONI UNIVERSITY   (Italy)

^e CEPR   (United Kingdom)

^f Eurostat European Commission   (Luxembourg)

Author keywords

Dynamic factor models; Nowcasting GDP; State space methods; Temporal disaggregation

Indexed keywords

SURVEYS;

COINCIDENT INDICATORS; DISAGGREGATION; DYNAMIC FACTOR MODELING; GROSS DOMESTIC PRODUCTS; LEADING INDICATORS; NOWCASTING; NOWCASTING GROSS DOMESTIC PRODUCT; STATE-SPACE METHOD; SURVEY DATA; TEMPORAL DISAGGREGATION;

STATE SPACE METHODS;

EID: 77449117799     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.1142     Document Type: Article

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