Publicada el lunes, 22 de febrero de 2016 | Actualizada el martes, 30 de agosto de 2016

BBVA-UHFAI: Ultra High Frequency Activity Index

We would like to present a particular framework for measuring economic activity in real time. This approach carries two distinct features: its ability to exploit ultra-high frequency information by means of state space modeling and the introduction of a novel set of semantic-based variables extracted by means of Big Data.

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