A real time coincident indicator of the euro area business cycle

By Filippo Altissimo, Antonio Bassanetti, Riccardo Cristadoro, M. Forni, Marco Lippi, L. Reichlin, Giovanni Veronese. 2001

230 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/cc43f3d192e2b0a4ee44c4c64443b021ef9b7843

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Citations in the corpus

Short-term forecasting of GDP using large monthly datasets - A pseudo real-time forecast evaluation exercise. NBB Working Papers. No. 133, 17 June 2008 (2008, unknown): “…monthly interpolation of GDP among the variables in xt and taking the projection of the common component of this variable for the quarterly GDP forecast (Altissimo et al, 2001); (ii) extracting monthly “smooth” factors and regressing GDP growth on their appropriately transformed values (Altissimo…”
Determining the Number of Factors in the General Dynamic Factor Model (2007, background): “…(Forni et al., 2005a), in the construction of indexes and forecasts exploiting the information scattered in a huge number of interrelated series (Altissimo et al. 2001), in the monitoring of economic policy (Giannone et al. 2004), in consumer theory (Lewbel 1991), and in monetary policy…”
Some Stylised Facts on the Euro Area Business Cycle (2001, unknown): “A recent example of this line of research is the paper of Altissimo et al. (2001).”
Dating the Euro Area Business Cycle (2003, methodology): “EuroCoin, built by Altissimo et al. (2001) using dynamic factor analysis, is a composite coincident index of the Euro areagrowth ratecycle.”
A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts (2006, background): “The best known application is the construction of a coincident indicator for the euro area business cycle (EuroCOIN, Altissimo et al. 2001).”
A Core Inflation Indicator for the Euro Area (2005, unknown): “A procedure to deal with an unbalanced panel is described in Altissimo et al. (2001).”
Nowcasting: the real time informational content of macroeconomic data releases (2008, background): “A coincident index is typically a filter on current-quarter GDP (Altissimo et al., 2001) or a weighted average of several monthly indicators (FED, 2001) and is not aimed at obtaining an accurate nowcast of current-quarter GDP growth.”
New Eurocoin: Tracking Economic Growth in Real Time (2007, unknown): “The resulting indicator, New Eurocoin (NE henceforth), is intended to replace the Eurocoin indicator proposed by Altissimo et al. (2001) and published monthly by the Centre for Economic Policy Research (see the website www.cepr.org).”