Published on Tuesday, June 19, 2012 | Updated on Thursday, November 19, 2015
Document number 12/10
Real-time forecasting US GDP from small-scale factor models
Summary
This paper proposes two refinements to the single-index dynamic factor model developed by Aruoba and Diebold (AD, 2010) to monitor US economic activity in real time
Geographies
- Geography Tags
- Global
Topics
- Topic Tags
- Macroeconomic Analysis
Documents and files
Authors
MC
Máximo Camacho
External partner
JM
Jaime Martínez-Martín