Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement
Laura E. Jackson, M. Ayhan Kose, Christopher Otrok and Michael T. Owyang
| Year of publication: |
2015
|
|---|---|
| Authors: | Jackson, Laura E. ; Kose, M. Ayhan ; Otrok, Christopher M. ; Owyang, Michael T. |
| Publisher: |
St. Louis, Mo. : Federal Reserve Bank of St. Louis, Research Division |
| Subject: | Bayes-Statistik | Bayesian inference | Faktorenanalyse | Factor analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Modellierung | Scientific modelling | Schätzung | Estimation | Immobilienpreis | Real estate price | Welt | World |
| Extent: | Online Resource (45 S.) graph. Darst. |
|---|---|
| Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2015-031 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011392890