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英文文献：EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area-EuroMInd-D:对欧元区月度国内生产总值的密度估计
英文文献作者：Tommaso Proietti,Martyna Marczak,Gianluigi Mazzi
英文文献摘要：
EuroMInd-D is a density estimate of monthly gross domestic product (GDP) constructed according to a bottom–up approach, pooling the density estimates of eleven GDP components, by output and expenditure type. The components density estimates are obtained from a medium-size dynamic factor model of a set of coincident time series handling mixed frequencies of observation and ragged–edged data structures. They reflect both parameter and filtering uncertainty and are obtained by implementing a bootstrap algorithm for simulating from the distribution of the maximum likelihood estimators of the model parameters, and conditional simulation filters for simulating from the predictive distribution of GDP. Both algorithms process sequentially the data as they become available in real time. The GDP density estimates for the output and expenditure approach are combined using alternative weighting schemes and evaluated with different tests based on the probability integral transform and by applying scoring rules.
EuroMInd-D是月度国内生产总值(GDP)的密度估计，它是根据自下而上的方法构建的，按产出和支出类型汇集11个GDP组成部分的密度估计。分量密度估计是由一个中等规模的动态因子模型的一组同步时间序列处理混合频率的观测和杂边数据结构。它们既反映了参数的不确定性，也反映了滤波的不确定性，通过执行bootstrap算法来模拟模型参数的最大似然估计的分布，也通过条件模拟滤波器来模拟GDP的预测分布来获得。这两种算法都在数据可用时按顺序处理数据。产出和支出方法的GDP密度估计使用替代加权方案进行组合，并根据概率积分变换和应用评分规则用不同的测试进行评估。
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