coincident index
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Choosing a dynamic common factor as a coincident index

2016 ◽  
Vol 109 ◽  
pp. 89-98
Author(s):  
Wilmer Martínez ◽  
Fabio H. Nieto ◽  
Pilar Poncela
Keyword(s):  
Common Factor ◽  
Coincident Index

A Coincident Index, Common Factors, and Monthly Real GDP*

2010 ◽  
Vol 72 (1) ◽  
pp. 27-46 ◽  
Author(s):  
Roberto S. Mariano ◽  
Yasutomo Murasawa
Keyword(s):  
Common Factors ◽  
Real Gdp ◽  
Coincident Index

scholarly journals A new coincident index of business cycles based on monthly and quarterly series

2003 ◽  
Vol 18 (4) ◽  
pp. 427-443 ◽  
Author(s):  
Roberto S. Mariano ◽  
Yasutomo Murasawa
Keyword(s):  
Business Cycles ◽  
Coincident Index
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