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 ...
Title:EUROMIND: A monthly indicator of the euro area economic conditions Author(s):FRALE, Cecilia; MARCELLINO, Massimiliano; MAZZI, Gianluigi; PROIETTI, TommasoDate:2011Citation:
- Journal of the Royal Statistical Society, Series A, 2011, 74, 2, 439-470
Type:ArticleAbstract:Continuous monitoring of the evolution of the economy is fundamental for the decisions of public and private decision makers. The paper proposes EUROMIND, which is a new monthly indicator of the euro area economic conditions, ...