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Published on Monday, February 22, 2016 | Updated on Tuesday, August 30, 2016

BBVA-UHFAI: Ultra High Frequency Activity Index

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.

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Report (PDF)

BBVA Uncertanity Based_Ultra High Frequency Activity Indices English February 22, 2016
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Authors

Gonzalo De Cadenas Santiago
Alvaro OrtizBBVA Research - Head of Analysis with Big Data
Tomasa RodrigoBBVA Research - Lead Economist

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Asia

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