The relationship between the PMI and the Italian index of industrial production and the impact of the latest economic crisis
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References listed on IDEAS
- Ethan S. Harris, 1991. "Tracking the economy with the purchasing managers' index," Research Paper 9124, Federal Reserve Bank of New York.
- Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
- Aminghafari, Mina & Cheze, Nathalie & Poggi, Jean-Michel, 2006. "Multivariate denoising using wavelets and principal component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2381-2398, May.
- Filippo Altissimo & Antonio Bassanetti & Riccardo Cristadoro & Mario Forni & Marco Lippi & Lucrezia Reichlin & Giovanni Veronese, 2001. "A real time coincident indicator of the euro area business cycle," Temi di discussione (Economic working papers) 436, Bank of Italy, Economic Research and International Relations Area.
- Evan F. Koenig, 2002. "Using the Purchasing Managers' Index to assess the economy's strength and the likely direction of monetary policy," Economic and Financial Policy Review, Federal Reserve Bank of Dallas.
- Ethan S. Harris, 1991. "Tracking the economy with the purchasing managers' index," Quarterly Review, Federal Reserve Bank of New York, issue Aut, pages 61-69.
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- Antonio M. Conti & Concetta Rondinelli, 2015. "Easier said than done: the divergence between soft and hard data," Questioni di Economia e Finanza (Occasional Papers) 258, Bank of Italy, Economic Research and International Relations Area.
More about this item
KeywordsWavelet analysis; principal component analysis; business cycle;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
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