A factor analysis for the Spanish economy

SERIEs

Volumn 3, Issue 3, 2012, Pages 311-338

  Cuevas, Ángel ^a   Quilis, Enrique M ^b  

^a Ministry of Industry   (Spain)

^b Ministry of Economy and Finance   (Spain)

Author keywords

Dynamic factor model; Forecasting; Kalman filter; Nowcasting; Short term economic analysis; Spanish economy; Temporal disaggregation; Transfer function

Indexed keywords

EID: 84864797835     PISSN: 18694187     EISSN: 18694195     Source Type: Journal    
DOI: 10.1007/s13209-011-0060-9     Document Type: Article

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