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Bujosa, Marcos ; García-Ferrer, Antonio ; de Juan, Aránzazu ; Martín-Arroyo, Antonio | 2018-10-23We present a composite coincident indicator designed to capture the state of the Spanish economy. Our approach, based on smooth trends, guarantees that the resulting indicators are reasonably smooth and issue stable signals, reducing the uncerta[...]texto impreso
Bujosa, Marcos ; García-Ferrer, Antonio ; de Juan, Aránzazu ; Martín-Arroyo, Antonio | John Wiley & Sons Ltd | 2019-05-16We present a composite coincident indicator designed to capture the state of the Spanish economy. Our approach, based on smooth trends, guarantees that the resulting indicators are reasonably smooth and issue stable signals, reducing the uncerta[...]texto impreso
Data used in the article "Evaluating early warning and coincident indicators of business cycles using smooth trends" in Journal of Forecasting.texto impreso
García Ferrer, Antonio ; Hoyo Bernat, Juan del ; Martín-Arroyo, Antonio ; Young, Peter C. | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 1994This paper investigates the forecasting ability of a new univariate models family of unobservable components, when compared with other more standard univariate methodologies. A forecasting exercice is carried out with each method, in monthly tim[...]
