{"id":"https://openalex.org/W3122465397","doi":"https://doi.org/10.1787/jbcma-2010-5kmmsxgf2qbs","title":"Estimating and forecasting the euro area monthly national accounts from a dynamic factor model","display_name":"Estimating and forecasting the euro area monthly national accounts from a dynamic factor model","publication_year":2010,"publication_date":"2010-07-22","ids":{"openalex":"https://openalex.org/W3122465397","doi":"https://doi.org/10.1787/jbcma-2010-5kmmsxgf2qbs","mag":"3122465397"},"language":"en","primary_location":{"id":"doi:10.1787/jbcma-2010-5kmmsxgf2qbs","doi":"https://doi.org/10.1787/jbcma-2010-5kmmsxgf2qbs","is_oa":false,"landing_page_url":"https://doi.org/10.1787/jbcma-2010-5kmmsxgf2qbs","pdf_url":null,"source":{"id":"https://openalex.org/S179535303","display_name":"OECD Journal Journal of Business Cycle Measurement and Analysis","issn_l":"1995-2880","issn":["1995-2880","1995-2899"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"OECD Journal: Journal of Business Cycle Measurement and Analysis","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1282045","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5028914793","display_name":"Elena Angelini","orcid":"https://orcid.org/0000-0002-8686-199X","observed_orcids":["https://orcid.org/0000-0002-8686-199X"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Elena Angelini","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5016128333","display_name":"Marta Ba\u0144bura","orcid":"https://orcid.org/0009-0001-2578-5735","observed_orcids":["https://orcid.org/0009-0001-2578-5735"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Marta Banbura","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5018190319","display_name":"Gerhard R\u00fcnstler","orcid":"https://orcid.org/0000-0002-3437-7012","observed_orcids":["https://orcid.org/0000-0002-3437-7012"]},"institutions":[{"id":"https://openalex.org/I1315541505","display_name":"Austrian Institute of Economic Research","ror":"https://ror.org/0515pjs57","country_code":"AT","type":"nonprofit","lineage":["https://openalex.org/I1315541505"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"Gerhard R\u00fcnstler","raw_affiliation_strings":["Austrian Institute of Economic Research"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Austrian Institute of Economic Research","institution_ids":["https://openalex.org/I1315541505"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":9.0425,"has_fulltext":true,"cited_by_count":71,"citation_normalized_percentile":{"value":0.97774342,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"2010","issue":"1","first_page":"1","last_page":"22"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.5346999764442444,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.5346999764442444,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.3693999946117401,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13399","display_name":"Unemployment and Economic Growth","score":0.013500000350177288,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/euro-area","display_name":"euro area","score":0.6800000071525574},{"id":"https://openalex.org/keywords/gdp-growth-forecasting","display_name":"GDP growth forecasting","score":0.671999990940094},{"id":"https://openalex.org/keywords/dynamic-factor-models","display_name":"dynamic factor models","score":0.9369999766349792},{"id":"https://openalex.org/keywords/class-imbalance","display_name":"class imbalance","score":0.6449999809265137},{"id":"https://openalex.org/keywords/interpolation","display_name":"interpolation","score":0.7319999933242798},{"id":"https://openalex.org/keywords/bridge-equations","display_name":"bridge equations","score":0.7689999938011169},{"id":"https://openalex.org/keywords/quarterly-gdp","display_name":"quarterly GDP","score":0.47200000286102295}],"concepts":[{"id":"https://openalex.org/C155702961","wikidata":"https://www.wikidata.org/wiki/Q5318975","display_name":"Dynamic factor","level":2,"score":0.8900853991508484},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6266923546791077},{"id":"https://openalex.org/C137800194","wikidata":"https://www.wikidata.org/wiki/Q11713455","display_name":"Interpolation (computer graphics)","level":3,"score":0.6080935001373291},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5293120741844177},{"id":"https://openalex.org/C100776233","wikidata":"https://www.wikidata.org/wiki/Q2532492","display_name":"Bridge (graph theory)","level":2,"score":0.527791440486908},{"id":"https://openalex.org/C10879293","wikidata":"https://www.wikidata.org/wiki/Q726474","display_name":"Factor analysis","level":2,"score":0.5267139077186584},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.440623939037323},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34768790006637573},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.06852218508720398},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C104114177","wikidata":"https://www.wikidata.org/wiki/Q79782","display_name":"Motion (physics)","level":2,"score":0.0},{"id":"https://openalex.org/C126322002","wikidata":"https://www.wikidata.org/wiki/Q11180","display_name":"Internal medicine","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.1787/jbcma-2010-5kmmsxgf2qbs","doi":"https://doi.org/10.1787/jbcma-2010-5kmmsxgf2qbs","is_oa":false,"landing_page_url":"https://doi.org/10.1787/jbcma-2010-5kmmsxgf2qbs","pdf_url":null,"source":{"id":"https://openalex.org/S179535303","display_name":"OECD Journal Journal of Business Cycle Measurement and Analysis","issn_l":"1995-2880","issn":["1995-2880","1995-2899"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"OECD Journal: Journal of Business Cycle Measurement and Analysis","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.1282045","doi":"https://doi.org/10.2139/ssrn.1282045","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1282045","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:ecb:ecbwps:20080953","doi":null,"is_oa":false,"landing_page_url":"http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp953.pdf","pdf_url":"http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp953.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"preprint"},{"id":"pmh:oai:RePEc:ecb:ecbwps:2008953","doi":null,"is_oa":false,"landing_page_url":"https://www.ecb.europa.eu//pub/pdf/scpwps/ecbwp953.pdf","pdf_url":"https://www.ecb.europa.eu//pub/pdf/scpwps/ecbwp953.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:econstor.eu:10419/153387","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10419/153387","pdf_url":"https://www.econstor.eu/bitstream/10419/153387/1/ecbwp0953.pdf","source":{"id":"https://openalex.org/S4306401696","display_name":"Econstor (Econstor)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"doc-type:workingPaper"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.165.2312","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.165.2312","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.ecb.int/pub/pdf/scpwps/ecbwp953.pdf","raw_type":"text"},{"id":"mag:3122465397","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:ecb:ecbwps:2008953","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":{"id":"doi:10.2139/ssrn.1282045","doi":"https://doi.org/10.2139/ssrn.1282045","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1282045","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3122465397.pdf","grobid_xml":"https://content.openalex.org/works/W3122465397.grobid-xml"},"referenced_works_count":38,"referenced_works":["https://openalex.org/W1481945423","https://openalex.org/W1491106195","https://openalex.org/W1515971793","https://openalex.org/W1517136951","https://openalex.org/W1593748280","https://openalex.org/W1796796900","https://openalex.org/W1854337119","https://openalex.org/W1937520435","https://openalex.org/W1970487353","https://openalex.org/W1972252616","https://openalex.org/W1991135386","https://openalex.org/W2000842688","https://openalex.org/W2012657629","https://openalex.org/W2034946940","https://openalex.org/W2045065320","https://openalex.org/W2074903945","https://openalex.org/W2086453941","https://openalex.org/W2088478830","https://openalex.org/W2099882197","https://openalex.org/W2103958279","https://openalex.org/W2110515654","https://openalex.org/W2134383774","https://openalex.org/W2147269409","https://openalex.org/W2152481464","https://openalex.org/W2161646871","https://openalex.org/W2270864342","https://openalex.org/W2887060932","https://openalex.org/W2889716834","https://openalex.org/W3003548463","https://openalex.org/W3022606520","https://openalex.org/W3121183024","https://openalex.org/W3123497362","https://openalex.org/W3124150895","https://openalex.org/W3124795371","https://openalex.org/W3124865991","https://openalex.org/W3124866232","https://openalex.org/W3125070724","https://openalex.org/W3125096521"],"related_works":["https://openalex.org/W7110591481","https://openalex.org/W7100844470","https://openalex.org/W2512829014","https://openalex.org/W1854337119","https://openalex.org/W150839180","https://openalex.org/W7065676049","https://openalex.org/W2231021536","https://openalex.org/W1569276466","https://openalex.org/W2971814698","https://openalex.org/W7005805728"],"abstract_inverted_index":{"We":[0,32],"estimate":[1],"and":[2,10,39,62,71],"forecast":[3],"growth":[4,67],"in":[5,28,65,68],"euro":[6],"area":[7],"monthly":[8],"GDP":[9,70],"its":[11,72],"components":[12],"from":[13],"the":[14,34,52],"dynamic":[15],"factor":[16],"model":[17,35,53],"of":[18],"Doz":[19],"et":[20],"al.":[21],"(2006),":[22],"which":[23],"handles":[24],"unbalanced":[25],"data":[26],"sets":[27],"an":[29],"efficient":[30],"way.":[31],"extend":[33],"to":[36],"integrate":[37],"interpolation":[38],"forecasting":[40,48,66],"with":[41],"cross-equation":[42],"accounting":[43],"identities.":[44],"A":[45],"pseudo":[46],"real-time":[47],"exercise":[49],"indicates":[50],"that":[51],"outperforms":[54],"various":[55],"benchmarks,":[56],"such":[57],"as":[58],"quarterly":[59,69],"time-series":[60],"models":[61],"bridge":[63],"equations,":[64],"components.":[73]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":7},{"year":2014,"cited_by_count":6},{"year":2013,"cited_by_count":8},{"year":2012,"cited_by_count":4}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2021-02-01T00:00:00"}
