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    Real-time forecasting US GDP from small-scale factor models

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    Published on Tuesday, June 19, 2012 | Updated on Thursday, November 19, 2015

    Document number 12/10

    Real-time forecasting US GDP from small-scale factor models

    Summary

    This paper proposes two refinements to the single-index dynamic factor model developed by Aruoba and Diebold (AD, 2010) to monitor US economic activity in real time

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    Authors

    Máximo Camacho Murcia University - External partner
    Jaime Martínez-Martín

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    Report (PDF)

    67412_15248.pdf

    English - June 19, 2012

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