Mixed-frequency macro-finance factor models : theory and applications
Elena Andreou, Patrick Gagliardini, Eric Ghysels and Mirco Rubin
| Year of publication: |
2020
|
|---|---|
| Authors: | Andreou, Elena ; Gagliardini, Patrick ; Ghysels, Eric ; Rubin, Mirco |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 18.2020, 3, p. 585-628
|
| Subject: | large panel | unobservable pervasive factors | mixed frequency | canonical correlations | forecasting models | Prognoseverfahren | Forecasting model | Theorie | Theory | Korrelation | Correlation | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012316703