Nowcasting Chinese GDP: information content of economic and financial data

China Economic Journal

Volumn 3, Issue 3, 2010, Pages 223-240

  Yiu, Matthew S ^a   Chow, Kenneth K ^b  

^a HONG KONG MONETARY AUTHORITY   (Hong Kong)

^b Hong Kong Institute for Monetary Research   (China)

Author keywords

factor model; information content; Kalman filtering; large data set; nowcasting; pseudo real time estimates

Indexed keywords

EID: 84858955397     PISSN: 17538963     EISSN: 17538971     Source Type: Journal    
DOI: 10.1080/17538963.2010.562028     Document Type: Article

References (19)

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