𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Coincident and leading indicators of the stock market

✍ Scribed by Marcelle Chauvet; Simon Potter

Book ID
117628338
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
486 KB
Volume
7
Category
Article
ISSN
0927-5398

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Survey data as coincident or leading ind
Survey data as coincident or leading indicators
✍ Cecilia Frale; Massimiliano Marcellino; Gian Luigi Mazzi; Tommaso Proietti πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 411 KB

## Abstract 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 second captures the contribution of survey variables as coincident