Constructing a high-frequency World Economic Gauge using a mixed-frequency dynamic factor model

Keyphrases

• Output Growth 100%
• Mixed Frequency 100%
• Dynamic Factor Model 100%
• Frequency Dynamics 100%
• COVID-19 50%
• Global Financial Crisis 50%
• European Union 50%
• Euro Area 50%
• Economic Activity 50%
• Global Economy 50%
• North American Free Trade Agreement (NAFTA) 50%

Engineering

• Dynamic Factor 100%
• Observables 50%
• Global Financial Crisis 50%
• Individual Country 50%

Economics, Econometrics and Finance

• Factor Model 100%
• Financial Crisis 50%
• Organisation for Economic Co-Operation and Development 50%