Surprise and uncertainty indexes : real-time aggregation of real-activity macro-surprises
Chiara Scotti
| Year of publication: |
September 2016
|
|---|---|
| Authors: | Scotti, Chiara |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 82.2016, p. 1-19
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| Subject: | Business cycle | Dynamic factor model | State space model | Forecasting weights | Zustandsraummodell | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Konjunktur | Theorie | Theory | Wirtschaftsindikator | Economic indicator | Wirtschaftsprognose | Economic forecast | EU-Staaten | EU countries | Frühindikator | Leading indicator | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2016.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011709471