A Coincident Index, Common Factors, and Monthly Real Gdp
The Stock–Watson coincident index and its subsequent extensions assume a static linear one-factor model for the component indicators. This restrictive assumption is unnecessary if one defines a coincident index as an estimate of monthly real gross domestic products (GDP). This paper estimates Gaussi...
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
2010
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/293 https://doi.org/10.1111/j.1468-0084.2009.00567.x |
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| 機構: | Singapore Management University |
| 語言: | English |