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Title:A Monthly Indicator of the Euro Area GDP Author(s):FRALE, Cecilia; MARCELLINO, Massimiliano
; MAZZI, Gian Luigi; PROIETTI, TommasoDate:2008Type:Working PaperSeries/Number:EUI ECO; 2008/32Abstract:A continuous monitoring of the evolution of the economy is fundamental for the decisions of public and private decision makers. This paper proposes a new monthly indicator of the euro area real Gross Domestic Product (GDP), ...

Title:Survey Data as Coincident or Leading Indicators Author(s):FRALE, Cecilia; MARCELLINO, Massimiliano
; MAZZI, Gian Luigi; PROIETTI, TommasoDate:2009Type:Working PaperSeries/Number:EUI ECO; 2009/19Abstract: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 ...
