Building smooth indicators nearly free of end-of-sample revisions
Year of publication: |
2005-05
|
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Authors: | Cicconi, Claudia |
Institutions: | Istituto Nazionale di Statistica (ISTAT) |
Subject: | dynamic factor models | multivariate filtering | cyclical indicators | end-of-sample revisions |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 49 27 pages |
Classification: | C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; E32 - Business Fluctuations; Cycles ; L60 - Industry Studies: Manufacturing. General |
Source: |
-
Building Smooth Indicators Nearly Free of End-of-Sample Revisions
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Output gaps and cyclical indicators: Finnish evidence
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Building Smooth Indicators Nearly Free of End-of-Sample Revisions
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