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Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints
2 references·16 citing·46 second hop
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References

  • 1999State-Space Models with Regime Switching1,304 cited
  • 2002A new coincident index of business cycles based on monthly and quarterly series631 cited

Cited by

  • 2010EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions93 cited
  • 2013Forecasting Output93 cited
  • 2015Measuring the dynamics of global business cycle connectedness71 cited
  • 2016U-Midas: Midas Regressions with Unrestricted Lag Polynomials71 cited
  • 2015On detecting end-of-sample instabilities69 cited
  • 2013Forecasting macroeconomic variables using collapsed dynamic factor analysis60 cited
  • 2009Ñ-Sting: España Short Term Indicator of Growth57 cited
  • 2009Survey data as coincident or leading indicators48 cited
  • 2008Real-Time Measurement of Business Conditions46 cited
  • 2006Chapter 16 Leading Indicators46 cited
  • 2011MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting41 cited
  • 2015A state-dependent model for inflation forecasting39 cited
  • 2018Markov-switching dynamic factor models in real time39 cited
  • 2011

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SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH*
38 cited
  • 2015Real-time nowcasting of nominal GDP with structural breaks35 cited
  • 2011Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints31 cited