Title:Introduction to Advances in Business Cycle Analysis and Forecasting Author(s):MARCELLINO, Massimiliano; MAZZI, Gian LuigiDate:2010Citation:
- Journal of Forecasting, 2010, 29, 1-2, 1-5
Title:Survey Data as Coincident or Leading Indicators Author(s):FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gian Luigi; PROIETTI, TommasoDate:2010-01-01Citation:
- Journal of Forecasting, 2010, 29, 1-2, 109-131
Type:ArticleAbstract:In this paper we propose a monthly measure for the euro area gross domestic product (GDP) based on a small-scale factor model for mixed-frequency data, featuring two factors: the first is driven by hard data, whereas the ...