Improving GDP measurement: A measurement-error perspective

Journal of Econometrics

Volumn 191, Issue 2, 2016, Pages 384-397

  Aruoba, S Boraʇan ^a   Diebold, Francis X ^b   Nalewaik, Jeremy ^c   Schorfheide, Frank ^b   Song, Dongho ^d  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c FEDERAL RESERVE BOARD   (United States)

^d BOSTON COLLEGE   (United States)

Author keywords

Business cycle; Contraction; Dynamic factor model; Expansion; Expenditure; Forecast combination; Income; Output; Recession; State space model; Turning point

Indexed keywords

ECONOMICS; EXPANSION; SHRINKAGE;

BUSINESS CYCLES; DYNAMIC FACTOR MODELING; EXPENDITURE; FORECAST COMBINATIONS; INCOME; OUTPUT; RECESSION; STATE - SPACE MODELS; TURNING POINTS;

STATE SPACE METHODS;

EID: 84959484218     PISSN: 03044076     EISSN: 18726895     Source Type: Journal    
DOI: 10.1016/j.jeconom.2015.12.009     Document Type: Article

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