Real-time measurement of business conditions
By: S. Boragan Aruoba, Francis X. Diebold, and Chiara Scotti
Contributors: Diebold, Francis X., 1959-; Scotti, Chiara; Board of Governors of the Federal Reserve System (U.S.)
Series: International finance discussion papers -- no. 901; International finance discussion papers (Online) -- no. 901.
Publisher: Federal Reserve Board
Published: 2007
Place of publication: Washington, D.C
Language: eng
Format: [electronic resource] /
Description: "We construct a framework for measuring economic activity in real time (e.g., minute-by-minute), using a variety of stock and flow data observed at mixed frequencies.  Specifically, we propose a dynamic factor model that permits exact filtering, and we explore the efficacy of our methods both in a simulation study and in a detailed empirical example"--Federal Reserve Board web site.
Notes: Title from PDF file as viewed on 9/20/2007.

Includes bibliographical references.

Also available in print.

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Mode of access: World Wide Web.