Using factor models to construct composite indicators from BCS Data : a comparison with European Commission Confidence Indicators /
This paper compares different approaches to constructing composite business cycle indicators based on series from the Joint Harmonised EU Programme of Business and Consumer Surveys (BCS). The currently computed Confidence Indicators are used as benchmarks in gauging four different factor-analytic me...
| Κύριος συγγραφέας: | Gayer, Christian. |
|---|---|
| Corporate συγγραφέας: | European Commission : Directorate-General for Economic and Financial Affairs. |
| Άλλοι συγγραφείς: | Genet, Julien. |
| Μορφή: | Βιβλίο |
| Γλώσσα: | Greek English |
| Στοιχεία έκδοσης: |
Brussels- Belgium:
European Comission: Directorate-General for Economic and Financial Affairs,
2006
|
| Σειρά: |
European Economy. Economic papers ;
240 |
| Διαθέσιμο Online: |
http://ec.europa.eu/economy_finance/publications/publication_summary860_en.htm |
| Ετικέτες: |
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| 100 | 1 | |a Gayer, Christian. | |
| 245 | 1 | 0 | |a Using factor models to construct composite indicators from BCS Data : |b a comparison with European Commission Confidence Indicators / |c Gayer Christian, Genet Julien |
| 260 | 0 | |a Brussels- Belgium: |b European Comission: Directorate-General for Economic and Financial Affairs, |c 2006 | |
| 300 | |a 50 σ.: |b πιν. |c 30 εκ. | ||
| 490 | 1 | |a European Economy. Economic papers ; | |
| 580 | |a Economic Papers | ||
| 520 | 0 | |a This paper compares different approaches to constructing composite business cycle indicators based on series from the Joint Harmonised EU Programme of Business and Consumer Surveys (BCS). The currently computed Confidence Indicators are used as benchmarks in gauging four different factor-analytic methods to extract sectoral business cycle indicators. Improvements in tracking performance are mainly found on individual country level. | |
| 700 | 1 | |a Genet, Julien. | |
| 710 | 2 | |a European Commission : Directorate-General for Economic and Financial Affairs. | |
| 773 | 0 | 8 | |a Economic Papers |g January 2006, No 240 |
| 830 | |a European Economy. Economic papers ; |v 240 | ||
| 852 | |a INST |b UNIPILB |c KET |e 20090310 |p EEEP 240 |q EEEP 240 |t NOLOAN |y 23 |4 1 | ||
| 856 | 4 | 1 | |u http://ec.europa.eu/economy_finance/publications/publication_summary860_en.htm |