Eckert, Florian; Kronenberg, Philipp; Mikosch, Heiner; … - 2020
manner. Instead, alternative high-frequency data have been used, aiming to monitor the economic situation. However, these … data are often only loosely related to the business cycle and come with irregular patterns of missing observations, ragged … at high-frequency intervals in rich data environments. Previous research has estimated the dynamic factor conditional on …