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Title:A Monthly Indicator of the Euro Area GDP Author(s):FRALE, Cecilia; MARCELLINO, MassimilianoEUI affiliated; 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), ...
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Title:Survey Data as Coincident or Leading Indicators Author(s):FRALE, Cecilia; MARCELLINO, MassimilianoEUI affiliated; 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 ...

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Author
FRALE, Cecilia (2)
MARCELLINO, Massimiliano (2)
MAZZI, Gian Luigi (2)PROIETTI, Tommaso (2)SubjectChain-linking (1)Dynamic factor Models (1)Kalman filter and smoother (1)Multivariate State Space Models (1)Temporal Disaggregation (1)... View MoreTypeWorking Paper (2)Date Issued2009 (1)2008 (1)Series/Number
EUI ECO (2)
2008/32 (1)2009/19 (1)
Connected with:ORCIDOpenAIRECORESHERPA/RoMEORePEcWorldCatGoogle Scholar
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