| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w14349 |
| 来源ID | Working Paper 14349 |
| Real-Time Measurement of Business Conditions | |
| S. Boragan Aruoba; Francis X. Diebold; Chiara Scotti | |
| 发表日期 | 2008-09-19 |
| 出版年 | 2008 |
| 语种 | 英语 |
| 摘要 | 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 in a prototype empirical example and a simulation study calibrated to the example. |
| 主题 | Econometrics ; Estimation Methods ; Macroeconomics ; Business Cycles |
| URL | https://www.nber.org/papers/w14349 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/572023 |
| 推荐引用方式 GB/T 7714 | S. Boragan Aruoba,Francis X. Diebold,Chiara Scotti. Real-Time Measurement of Business Conditions. 2008. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w14349.pdf（655KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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