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~person:"Altissimo, Filippo"
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band-pass filter
2
generalized principal components
2
Band-pass Filter
1
Coincident Indicator
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Generalized Principal Components
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Large-dataset Factor Models
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coincident index
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coincident indicator
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Altissimo, Filippo
Koopman, Siem Jan
12
Marczak, Martyna
6
Azevedo, Joao Valle e
4
Gómez, Víctor
4
Bratu, Mihaela
3
Cristadoro, Riccardo
3
Everts, Martin
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Forni, Mario
3
Galati, Gabriele
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Harvey, A.C.
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Hindrayanto, Irma
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Lippi, Marco
3
Rua, Antonio
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Rua, António
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Shelley, Gary
3
Trimbur, T.M.
3
Vlekke, Marente
3
Wallace, Frederick
3
Azevedo, João Valle e
2
Cevik, Serhan
2
Dijk, H.K. van
2
Greiber, Claus
2
Gómez, Victor
2
Hahn, Elke
2
Harvey, Harvey, A.C.
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Kožić, Ivan
2
Kunovac, Davor
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Mandler, Martin
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Neumann, Manfred J. M.
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Ramsey, James B.
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Reijer, Ard H. J. den
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Scharnagl, Michael
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Semmler, Willi
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Sever, Ivan
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Skrzypczyńska, Marta
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Trimbur, Trimbur, T.M.
2
Veronese, Giovanni
2
Zekaite, Zivile
2
e Azevedo, Joao Valle
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Banca d'Italia
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C.E.P.R. Discussion Papers
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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New Eurocoin: Tracking Economic Growth in Real Time
Altissimo, Filippo
;
Cristadoro, Riccardo
;
Forni, Mario
; …
-
Banca d'Italia
-
2007
short-run dynamics from a time series, to isolate the mediumlong-run component, can be obtained by a
band-pass
filter
…
Persistent link: https://www.econbiz.de/10005113534
Saved in:
2
New Eurocoin: Tracking Economic Growth in Real Time
Forni, Mario
;
Altissimo, Filippo
;
Cristadoro, Riccardo
; …
-
Dipartimento di Economia "Marco Biagi", Università …
-
2008
obtained by a
band-pass
filter
. However, band pass filters are infinite moving averages and can therefore deteriorate at the …
Persistent link: https://www.econbiz.de/10005636176
Saved in:
3
New EuroCOIN: Tracking Economic Growth in Real Time
Altissimo, Filippo
;
Cristadoro, Riccardo
;
Forni, Mario
; …
-
C.E.P.R. Discussion Papers
-
2006
-run dynamics from a time series to isolate the medium to long-run component can be obtained by a
band-pass
filter
. However, it is …
Persistent link: https://www.econbiz.de/10005123499
Saved in:
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