Survey data as coincident or leading indicators

DOI10.1002/for.1142zbMath1205.91128OpenAlexW2097544848MaRDI QIDQ3065495

Massimiliano Marcellino, Tommaso Proietti, Gian Luigi Mazzi, Cecilia Frale

Publication date: 6 January 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/11454

zbMATH Keywords

dynamic factor modelsstate space methodstemporal disaggregationnowcasting GDP

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites Work

• Fast Filtering and Smoothing for Multivariate State Space Models
• New proposals for the quantification of qualitative survey data
• A class of modified high‐order autoregressive models with improved resolution of low‐frequency cycles
• Tests of Conditional Predictive Ability