Proietti, Tommaso; Marczak, Martyna; Mazzi, Gianluigi - School of Economics and Management, University of Aarhus - 2015
EuroMInd-D is a density estimate of monthly gross domestic product (GDP) constructed according to a bottom–up approach, pooling the density estimates of eleven GDP components, by output and expenditure type. The components density estimates are obtained from a medium-size dynamic factor model...
