Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10001684912
Persistent link: https://www.econbiz.de/10001558560
Persistent link: https://www.econbiz.de/10000992216
Persistent link: https://www.econbiz.de/10000992526
Persistent link: https://www.econbiz.de/10001413057
Persistent link: https://www.econbiz.de/10001652440
This paper discusses a factor model for estimating monthly GDP using a large number of monthly and quarterly time series in real-time. To take into account the different periodicities of the data and missing observations at the end of the sample, the factors are estimated by applying an EM...
Persistent link: https://www.econbiz.de/10012991170
Persistent link: https://www.econbiz.de/10012991241