Modelos de factor dinámico

body {overflow: hidden;} .js-needed-message {position: fixed; z-index: 999; width: 100%; height: 100%; background-color: rgba(0, 0, 0, 0.5); } .js-needed-message p {color: #444; width: 50%; padding: 30px; position: relative; top: 40%; left: 25%; pointer-events: auto; background-color: #fff; background-clip: padding-box; border: 1px solid rgba(0, 0, 0, 0.2); border-radius: 0.3rem; outline: 0; }

Habilita JavaScript en tu navegador para poder visualizar esta web correctamente.

Buscador

BBVA Research

English

Buscador

Ver menu principal

BBVA Research Publicaciones

Últimas publicaciones de Modelos de factor dinámico

Más recientes Más leídas

The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts

This paper uses an extension of the Euro-Sting single-index dynamic factor model to construct short-term forecasts of quarterly GDP growth for the euro area.

MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting

In this paper we extend the Stock and Watson’s (1991) single-index dynamic factor model in an econometric framework that has the advantage of combining information from real and financial indicators published at different frequencies and delays with respect to the period to which they refer.