Leal, Teresa; Pedregal, Diego J.; Pérez, Javier J. - In: SERIEs - Journal of the Spanish Economic Association 2 (2011) 1, pp. 97-119
We construct multivariate, state-space mixed-frequencies models for the main components of the Spanish General Government sector made up of blocks for each one of its subsectors: Central Government, Social Security and aggregate of Regional and Local government sectors. Each block is modelled...
