Publicada el lunes, 22 de febrero de 2016 | Actualizada el martes, 30 de agosto de 2016
BBVA-UHFAI: Ultra High Frequency Activity Index
Resumen
We would like to present a particular framework for measuring economic activity in real time. This approach carries two distinct features: its ability to exploit ultra-high frequency information by means of state space modeling and the introduction of a novel set of semantic-based variables extracted by means of Big Data.
Geografías
- Etiquetas de Geografía
- Asia
Temáticas
- Etiquetas de Temática
- Geoestrategia
- Análisis Macroeconómico
Documentos y archivos
Informe (PDF)
BBVA Uncertanity Based_Ultra High Frequency Activity Indices
Inglés - 22 de febrero de 2016
Autores
GD
Gonzalo De Cadenas Santiago
�O
Álvaro Ortiz
BBVA Research - Responsable de Análisis con Big Data
TR
Tomasa Rodrigo
BBVA Research - Economista Líder