C38 - Classification Methods; Cluster Analysis; Factor Models - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T16:41:05+00:00High-Frequency Real Economic Activity Indicator for Canada
https://www.bankofcanada.ca/2013/11/working-paper-2013-42/
I construct a weekly measure of real economic activity in Canada. Based on the work of Aruoba et al. (2009), the indicator is extracted as an unobserved component underlying the co-movement of four monthly observed real macroeconomic variables - employment, manufacturing sales, retail sales and GDP.2013-11-22T08:43:13+00:00enHigh-Frequency Real Economic Activity Indicator for Canada2013-11-22Business fluctuations and cyclesEconometric and statistical methodsWorking Paper 2013-42https://www.bankofcanada.ca/wp-content/uploads/2013/11/wp2013-42.pdfHigh-Frequency Real Economic Activity Indicator for CanadaGitanjali KumarNovember 2013CC3C38EE3E32