Do coincident indicators have one-factor structure?
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- Roberto S. Mariano & Yasutomo Murasawa, 2010. "A Coincident Index, Common Factors, and Monthly Real GDP," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(1), pages 27-46, February.
More about this item
KeywordsBusiness cycle; Composite index; Factor analysis; Autocovariance structure; Minimum distance;
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