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A Monthly Regional Indicator of Economic Activity: An Application for Latin America
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References

  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 1971Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series1,192 cited
  • 2009Real-Time Measurement of Business Conditions916 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1981A Methodological Note on the Estimation of Time Series355 cited
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  • 2007Forecasting German GDP using alternative factor models based on large datasets161 cited
  • 2005Consistent Economic Indexes for the 50 States150 cited
  • 1991Sterling's Relationship with the Dollar and the Deutschemark: 1976-89150 cited
  • 2010Estimating and forecasting the euro area monthly national accounts from a dynamic factor model73 cited
  • 1989The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis67 cited
  • 2011A large factor model for forecasting macroeconomic variables in South Africa62 cited
  • 2011

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MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting
41 cited
  • 2008Cronología de los ciclos de negocios recientes en Colombia22 cited
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