EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries
Year of publication: |
July-September 2015
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Authors: | Grassi, Stefano ; Proietti, Tommaso ; Frale, Cecilia ; Marcellino, Massimiliano ; Mazzi, Gian Luigi |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 712-738
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Subject: | Index of coincident indicators | Temporal disaggregation | Multivariate state space models | Dynamic factor models | Quarterly national accounts | Wirtschaftsindikator | Economic indicator | EU-Staaten | EU countries | Zustandsraummodell | State space model | Volkswirtschaftliche Gesamtrechnung | National accounts | Eurozone | Euro area | Zeitreihenanalyse | Time series analysis | Aggregation | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Konjunktur | Business cycle | Frühindikator | Leading indicator |
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