In this paper, we develop a novel dataset of weekly economic conditions indices for the 50 U.S. states going back to 1987 based on mixed-frequency dynamic factor models with weekly, monthly, and quarterly variables that cover multiple dimensions of state economies. We show that there is...

En este documento se propone una base de datos constituida por índices de condiciones económicas semanales para los 50 estados de Estados Unidos, que se remonta a 1987. Los índices propuestos se obtienen mediante modelos de factores dinámicos de frecuencia mixta con variables semanales,...

Artículo de revista ; Desde la crisis de 2008, el peso de la inversión pública en el PIB ha disminuido significativamente tanto en España como en otros países del área del euro. Esta tendencia se ha detenido recientemente, debido a que, como respuesta a la crisis sanitaria, se ha impulsado...

In this paper, we develop a novel dataset of weekly economic conditions indices for the 50 U.S. states going back to 1987 based on mixed-frequency dynamic factor models with weekly, monthly, and quarterly variables that cover multiple dimensions of state economies. We show that there is...

Those of professional forecasters do. For a wide range of time series models for the euro area and its member states we find a higher average forecast accuracy of models that incorporate information on inflation expectations from the ECB’s SPF and Consensus Economics compared to their...