AN INDICATOR OF MONTHLY GDP AND AN EARLY ESTIMATE OF QUARTERLY GDP GROWTH

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Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model (2010, unknown): “Estimates of monthly GDP have so far mostly been derived from bottom-up approaches based on estimates of its monthly components (e.g. Mitchell et al., 2005a, 2005b; Proietti and Frale, 2007), which again are based on selected indicators.”
Temporal Disaggregation By State Space Methods: Dynamic Regression Methods Revisited (2006, background): “Mitchell et al. (2004) provide an alternative non iterative solution which yields an approximate solution.”
A Coincident Index, Common Factors, and Monthly Real GDP* (2010, unknown): “Since the seminal work by Stock and Watson (1989, 1991), it has been common in the literature on business cycle indices to assume a static linear one-factor model for coincident indicators, and use the estimated ‘common factor’ as a coincident index; e.g., Kim and Yoo (1995), Diebold and Rudebusch (”
Assessing the Economy-Wide Effects of Quantitative Easing (2012, unknown): “Mitchell et al. (2005) discuss the methodology in detail.”
New Eurocoin: Tracking Economic Growth in Real Time (2007, background): “industrial Production Indexes (41 series), Prices (24), Money Aggregates (8), Interest”