Full metadata record
| DC Field | Value |
|---|---|
| dc.contributor.author | Camacho, Máximo |
| dc.contributor.author | Pérez Quirós, Gabriel |
| dc.coverage.spatial | España |
| dc.date.accessioned | 2019-08-10T17:55:06Z |
| dc.date.available | 2019-08-10T17:55:06Z |
| dc.date.issued | 2009-06-23 |
| dc.identifier.issn | ISSN: 0213-2710 (en papel) |
| dc.identifier.issn | ISSN: 1579-8666 (en línea) |
| dc.identifier.uri | https://repositorio.bde.es/handle/123456789/6990 |
| dc.description.abstract | We develop a dynamic factor model to compute short term forecasts of the Spanish GDP growth in real time. With this model, we compute a business cycle index which works well as an indicator of the business cycle conditions in Spain. To examine its real time forecasting accuracy, we use real-time data vintages from 2008.02 through 2009.01. We conclude that the model exhibits good forecasting performance in anticipating the recent and sudden downturn |
| dc.format.extent | 29 p. : gráf. |
| dc.language.iso | en |
| dc.publisher | Banco de España |
| dc.relation.ispartof | Documentos de Trabajo / Banco de España, 0912 |
| dc.rights | Reconocimiento-NoComercial-CompartirIgual 4.0 Internacional (CC BY-NC-SA 4.0) |
| dc.rights | In Copyright - Non Commercial Use Permitted |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/4.0/deed.es_ES |
| dc.rights.uri | http://rightsstatements.org/vocab/InC-NC/1.0/ |
| dc.subject | Business cycles |
| dc.subject | Output growth |
| dc.subject | Time series |
| dc.title | Ñ-STING : España short term indicator of growth |
| dc.type | Documento de trabajo |
| dc.identifier.bdebib | 000231830 |
| dc.identifier.bdepub | DTRA-200912-eng |
| dc.subject.bde | Fluctuaciones y ciclos económicos |
| dc.subject.bde | Modelización econométrica |
| dc.subject.bde | Modelos econométricos |
| dc.publisher.bde | Madrid : Banco de España, 2009 |
| dc.subject.jel | E32 |
| dc.subject.jel | C22 |
| dc.subject.jel | E27 |
| dc.subject.web | Crecimiento económico / Convergencia |
| dc.subject.web | Sociedades no financieras / empresas |
| dc.subject.web | Situación económica |
| dc.subject.web | Métodos cuantitativos |
