A coincident index for the state of the economy
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Publication:6657952
DOI10.1111/J.1751-5823.2004.TB00242.XMaRDI QIDQ6657952
Publication date: 7 January 2025
Published in: International Statistical Review (Search for Journal in Brave)
disaggregationbenchmarkingstructural changeconsistency testscoincident indexex post and ex ante prediction
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)
Cites Work
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- Temporal Disaggregation of Time Series: An ARIMA-Based Approach
- Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
- A Unified View of Signal Extraction, Benchmarking, Interpolation and Extrapolation of Time Series
- Benchmarking by State Space Models
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