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Can we use seasonally adjusted indicators in dynamic factor models?

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What do the leading indicators lead?

Hamilton, James D.; Pérez-Quirós, Gabriel - 1995

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What do the leading indicators lead?

Hamilton, James D. - In: The journal of business : B 69 (1996) 1, pp. 27-49

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This is what the leading indicators lead

Camacho, Maximo; Pérez-Quirós, Gabriel - In: Journal of applied econometrics 17 (2002) 1, pp. 61-80

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Green shoots in the euro area : a real time measure

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Spain-sting : Spain short-term indicator of growth

Camacho, Maximo; Pérez-Quirós, Gabriel - In: The Manchester School 79 (2011), pp. 594-616

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Daily tracker of global economic activity : a close-up of the COVID-19 pandemic

Diaz, Elena; Pérez-Quirós, Gabriel - 2020

This paper develops a novel indicator of global economic activity, the GEA Tracker, which is based on commodity prices selected recursively through a genetic algorithm. The GEA Tracker allows for daily real-time knowledge of international business conditions using a minimum amount of...

Persistent link: https://www.econbiz.de/10012390472

Daily tracker of global economic activity : a close-up of the Covid-19 pandemic

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Extracting non-linear signals from several economic indicators

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This is what the US leading indicators lead

Camacho, Maximo; Pérez-Quirós, Gabriel - 2000

Persistent link: https://www.econbiz.de/10013434308