Real-Time Measurement of Business Conditions
收藏NBER2008-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w14349
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资源简介：
We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety of stock and flow data observed at mixed frequencies (including very high frequencies), and we use a dynamic factor model that permits exact filtering. We illustrate the framework
提供机构：
美国国家经济研究局
创建时间：
2008-09-01
