BBVA-UHFAI: Ultra High Frequency Activity Index
Published on Monday, February 22, 2016 | Updated on Tuesday, August 30, 2016
BBVA-UHFAI: Ultra High Frequency Activity Index
Summary
We would like to present a particular framework for measuring economic activity in real time. This approach carries two distinct features: its ability to exploit ultra-high frequency information by means of state space modeling and the introduction of a novel set of semantic-based variables extracted by means of Big Data.
Geographies
- Geography Tags
- Asia
Topics
- Topic Tags
- Geostrategy
- Macroeconomic Analysis
Authors
Gonzalo De Cadenas Santiago
Alvaro Ortiz
BBVA Research - Head of Analysis with Big Data
Tomasa Rodrigo
BBVA Research - Lead Economist
Documents and files
Report (PDF)
BBVA Uncertanity Based_Ultra High Frequency Activity Indices
English - February 22, 2016