Measurement of Business Cycle Coincident Index Based on Score-Driven Mixed-Frequency Dynamic Factor Model

Shiqi YE, Tingguo ZHENG

China Journal of Econometrics ›› 2025, Vol. 5 ›› Issue (6) : 1579-1615.

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China Journal of Econometrics ›› 2025, Vol. 5 ›› Issue (6) : 1579-1615. DOI: 10.12012/CJoE2024-0370

Measurement of Business Cycle Coincident Index Based on Score-Driven Mixed-Frequency Dynamic Factor Model

  • Shiqi YE1,2(), Tingguo ZHENG3,*()
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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2025, 5(6): 1579-1615 https://doi.org/10.12012/CJoE2024-0370

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