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  • Search: subject:"Common Factor Model"
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Year of publication
Subject
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common factor model 18 Theorie 14 Theory 14 Common factor model 13 Common Factor Model 12 Estimation 11 Schätzung 11 Time series analysis 8 Zeitreihenanalyse 8 Factor analysis 7 Faktorenanalyse 7 Productivity 7 Business cycle 6 Konjunktur 6 dynamic common factor model 6 R&D 5 Welt 5 World 5 Economic growth 4 Mortality 4 Spillovers 4 Sterblichkeit 4 panel time series econometrics 4 Business cycle synchronization 3 Estimation theory 3 Inflation 3 Konjunkturzusammenhang 3 Labour productivity 3 Nonstationary Panel Econometrics 3 Panel 3 Panel study 3 Panel time-series 3 Parameter Heterogeneity 3 Poisson common factor model 3 Portfolio selection 3 Portfolio-Management 3 Produktivität 3 Public debt 3 Risikomaß 3 Risk measure 3
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Online availability
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Free 35 Undetermined 14
Type of publication
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Book / Working Paper 37 Article 21
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Working Paper 17 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Conference Paper 1
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Language
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English 40 Undetermined 18
Author
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Eberhardt, Markus 24 Wieladek, Tomasz 9 Teal, Francis 7 Chiu, Adrian 6 Helmers, Christian 5 Li, Jackie 5 Strauss, Hubert 4 Westerlund, Joakim 4 Gilhooly, Robert 3 Weale, Martin 3 Banerjee, Anindya 2 Beck, Günter W. 2 Bernhofen, Daniel M. 2 Chauvet, Marcelle 2 Haberman, Steven 2 Hosseinkouchack, Mehdi 2 Hubrich, Kirstin 2 Kouwoaye, Amèvi Rocard 2 Kupiec, Paul H. 2 Marcellino, Massimiliano 2 O'Sullivan, Róisín 2 Pitt, David C. 2 Potter, Simon M. 2 Presbitero, Andrea 2 Reade, J. James 2 Solberger, Martin 2 Teal, Francis J. 2 Acs, Zoltán J. 1 Banerjee, Aninday 1 Choi, Chi-Young 1 Choi, Chi-young 1 De Visscher, Steff 1 Everaert, Gerdie 1 Guilhoto, Joaquim J.M. 1 Guthrie, Simon 1 Kim, Hyok Jung 1 Kim, Young Se 1 Kostarakos, Ilias 1 Lafuente, Esteban 1 Lee, Maggie 1
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Institution
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Department of Economics, Oxford University 4 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 2 Monetary Policy Committee (MPC), Bank of England 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Center for Financial Studies 1 Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics 1 Centre for the Study of African Economies (CSAE), Department of Economics 1 Department of Economics, University of Birmingham 1 Economics Department, European Investment Bank (EIB) 1 Federal Reserve Bank of New York 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 International Monetary Fund (IMF) 1 Leverhulme Centre for Research on Globalisation and Economic Policy, School of Economics 1 Money and Finance Research group (Mo.Fi.R.) 1
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Published in...
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Economics Series Working Papers / Department of Economics, Oxford University 4 Discussion paper 3 External MPC Unit Discussion Paper 3 Discussion Papers / Monetary Policy Committee (MPC), Bank of England 2 Financial Econometics Series 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of international economics 2 MPRA Paper 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Applied economics letters 1 Astin bulletin : the journal of the International Actuarial Association 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Innovation 1 CESifo Working Paper 1 CESifo working papers 1 CFS Working Paper 1 CFS Working Paper Series 1 CREDIT Research Paper 1 CREDIT research paper 1 CSAE Working Paper Series 1 DEGIT Conference Papers 1 Discussion Papers / Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics 1 Discussion Papers / Department of Economics, University of Birmingham 1 Discussion Papers / Leverhulme Centre for Research on Globalisation and Economic Policy, School of Economics 1 Discussion papers / Department of Economics, The University of Birmingham 1 Econometric reviews 1 Economic and Financial Report 1 Economic and Financial Reports 1 IMF Working Papers 1 Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1 Journal of Economic Dynamics and Control 1 Journal of economic dynamics & control 1 Journal of investment management : JOIM 1 Journal of risk management in financial institutions 1 Mo.Fi.R. Working Papers 1 Research paper 1 Scandinavian actuarial journal 1 Small business economics : an international journal 1 Staff reports / Federal Reserve Bank of New York 1 The B.E. journal of macroeconomics 1
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Source
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ECONIS (ZBW) 26 RePEc 23 EconStor 9
Showing 1 - 10 of 58
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Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
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Trade tax reforms and poverty in developing countries: Why do some countries benefit and others lose?
Kouwoaye, Amèvi Rocard - 2019
This paper studies the relationship between trade tax and domestic tax reforms and poverty in developing countries, and explores whether the role of public goods provision matters in this relationship. Using a sample of 91 developing countries for the 1980-2016 period, I model the trade tax...
Persistent link: https://www.econbiz.de/10012146548
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Trade tax reforms and poverty in developing countries : why do some countries benefit and others lose?
Kouwoaye, Amèvi Rocard - 2019
This paper studies the relationship between trade tax and domestic tax reforms and poverty in developing countries, and explores whether the role of public goods provision matters in this relationship. Using a sample of 91 developing countries for the 1980-2016 period, I model the trade tax...
Persistent link: https://www.econbiz.de/10012102926
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Dispersion modelling of mortality for both sexes with Tweedie distributions
Li, Jackie; Pitt, David C.; Li, Han - In: Scandinavian actuarial journal 2022 (2022) 4, pp. 356-374
Persistent link: https://www.econbiz.de/10013370645
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Public debt and aggregate investment in the EU
Kostarakos, Ilias - In: Applied economics letters 29 (2022) 15, pp. 1358-1364
Persistent link: https://www.econbiz.de/10013412176
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A double common factor model for mortality projection using best-performance mortality rates as reference
Li, Jackie; Lee, Maggie; Guthrie, Simon - In: ASTIN bulletin : the journal of the International … 51 (2021) 2, pp. 349-374
Persistent link: https://www.econbiz.de/10012523249
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The magnitude of the task ahead : macro implications of heterogeneous technology
Eberhardt, Markus; Teal, Francis J. - 2017
Persistent link: https://www.econbiz.de/10011740344
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The global technology frontier : productivity growth and the relevance of Kirznerian and Schumpeterian entrepreneurship
Lafuente, Esteban; Acs, Zoltán J.; Sanders, Mark; … - In: Small business economics : an international journal 55 (2020) 1, pp. 153-178
Persistent link: https://www.econbiz.de/10012236536
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Estimating and testing the multicountry endogenous growth model
De Visscher, Steff; Eberhardt, Markus; Everaert, Gerdie - In: Journal of international economics 125 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012590794
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Assessing Market (Dis)Integration in Early Modern China and Europe
Bernhofen, Daniel M.; Eberhardt, Markus; Li, Jianan; … - 2015
This paper challenges established claims of comparable degrees of market integration in Europe and China on the eve of industrialization. Our empirical strategy focuses on the dynamics of price convergence and accounts for general equilibrium effects arising from common shocks and network...
Persistent link: https://www.econbiz.de/10011388256
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