Introducing the Euro-STING: Short Term INdicator of Euro Area Growth

By Máximo Camacho, Gabriel Pérez-Quirós. 2010

309 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/fcb826b89e5e34838ec708e346555f75b834fea8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Chiara Scotti
2. Francis X. Diebold
3. Gabriel Pérez-Quirós
4. Máximo Camacho
5. Pilar Poncela
6. Claudia Foroni
7. Borağan Aruoba
8. Massimiliano Marcellino

In Finance

1. Chiara Scotti
2. Claudia Foroni
3. Francis X. Diebold
4. Pilar Poncela
5. Borağan Aruoba
6. Massimiliano Marcellino
7. Máximo Camacho
8. Gabriel Pérez-Quirós

Citations in the corpus

• Surprise and Uncertainty Indexes: Real-Time Aggregation of Real-Activity Macro Surprises (2016, background): “For step (i), the estimation of the model in equations (13) and (14) requires estimation of the parameters θ = {μ,Z, T,Σ}.”
• A Survey of Econometric Methods for Mixed-Frequency Data (2013, background): “Multivariate MIDAS models Regression (16) can be generalized to multivariate specifications:”
• Markov-switching dynamic factor models in real time (2018, methodology): “To further simplify things, we will assume …rst that the equation for the factor is ft = st ; (8)”
• Now-Casting and the Real-time Data Flow (2013, unknown): “…and Rünstler, 2010; Angelini, Camba-Méndez, Giannone, Reichlin, and Rünstler, 2011; Bańbura and Modugno, 2010; Bańbura and Rünstler, 2011; Camacho and Perez-Quiros, 2010); for the single euro area countries, including France (Bessec and Doz, 2011; Barhoumi, Darn, and Ferrara, 2010),…”
• Forecasting with Mixed Frequencies (2010, background): “For example, Clements and Galvão (2008) introduced a common factor to the MIDAS model with an autoregressive (AR) component.”
• Short-Term GDP Forecasting With a Mixed-Frequency Dynamic Factor Model With Stochastic Volatility (2016, unknown): “The empirical specification of the model also follows closely the one proposed by Camacho and Perez-Quiros (2010).”
• Real-Time Measurement of Business Conditions (2007, methodology): “Indeed, progress is already being made in work done subsequently to earlier drafts of this paper, such as Camacho and Perez-Quiros (2008).”