Siliverstovs, Boriss - KOF Swiss Economic Institute, Department of Management, … - 2015
We apply the novel approach of Siliverstovs (2015) to modelling data sampled at different frequencies in order to … weighting scheme of the PMI components is supported by the data. We find that the relative weights of the PMI components are … generally supported by the data, except the fact that one component, found very informative for explaining GDP growth, is …