most citedWord embeddings for topic modeling: an application to the estimation of the economic policy uncertainty index

18 citations

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stat.AP2021★ 2 cited

A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19

Francisco Corona, Graciela González-Farías, Jesús López-Pérez

In this paper, we present a new approach based on dynamic factor models (DFMs) to perform nowcasts for the percentage annual variation of the Mexican Global Economic Activity Indic…