Altissimo, Filippo; Cristadoro, Riccardo; Forni, Mario; … - In: The Review of Economics and Statistics 92 (2010) 4, pp. 1024-1034
, which is an estimate, in real time, of the medium- to long-run component of GDP growth. As our data set is monthly and most … medium- to long-run GDP growth, Eurocoin performs better than the bandpass filter at the end of the sample in terms of both …