New Eurocoin: Tracking Economic Growth in Real Time
Year of publication: |
2007-06
|
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Authors: | Altissimo, Filippo ; Cristadoro, Riccardo ; Forni, Mario ; Lippi, Marco ; Veronese, Giovanni |
Institutions: | Banca d'Italia |
Subject: | coincident indicator | band-pass filter | large-dataset factor models | generalized principal components |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 631 |
Classification: | C51 - Model Construction and Estimation ; E32 - Business Fluctuations; Cycles ; O30 - Technological Change; Research and Development. General |
Source: |
-
New Eurocoin: Tracking Economic Growth in Real Time
Forni, Mario, (2008)
-
New EuroCOIN: Tracking Economic Growth in Real Time
Altissimo, Filippo, (2006)
-
Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
e Azevedo, Joao Valle, (2003)
- More ...
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A real time coincident indicator of the euro area business cycle
Altissimo, Filippo, (2001)
-
Altissimo, Filippo, (2001)
-
New Eurocoin : tracking economic growth in real time
Altissimo, Filippo, (2006)
- More ...