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00925njm 22002777a 4500 dc Camacho, Máximo author Pérez Quirós, Gabriel author 2009-06-23 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 ISSN: 0213-2710 (en papel) ISSN: 1579-8666 (en línea) https://repositorio.bde.es/handle/123456789/6990 000231830 DTRA-200912-eng Business cycles Output growth Time series Ñ-STING : España short term indicator of growth