Circulant Singular Spectrum Analysis to Monitor the State of the Economy in Real Time
Real-time monitoring of the economy is based on activity indicators that show regular patterns such as trends, seasonality and business cycles. However, parametric and non-parametric methods for signal extraction produce revisions at the end of the sample, and the arrival of new data makes it diffic...
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| Główni autorzy: | , , |
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
MDPI AG
2021-05-01
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| Seria: | Mathematics |
| Hasła przedmiotowe: | |
| Dostęp online: | https://www.mdpi.com/2227-7390/9/11/1169 |
| Etykiety: |
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