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  • Search: subject:"Common factor model"
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Year of publication
Subject
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common factor model 14 Common Factor Model 11 Estimation 7 Schätzung 7 Productivity 5 Time series analysis 5 Zeitreihenanalyse 5 dynamic common factor model 5 Business cycle 4 Konjunktur 4 R&D 4 Spillovers 4 panel time series econometrics 4 Factor analysis 3 Faktorenanalyse 3 Labour productivity 3 Panel time-series 3 aggregation bias 3 cross-country production function 3 international business cycles 3 nonlinearity 3 technology heterogeneity 3 Business cycle synchronization 2 Common factor model 2 Cross-Country Empirical Analysis 2 Cross-section Dependence 2 Economic growth 2 Estimation theory 2 Euro Area and US 2 Great Recession. 2 Konjunkturzusammenhang 2 Nonstationary Panel Econometrics 2 Output gap 2 Panel 2 Panel study 2 Parameter Heterogeneity 2 Real-time data 2 Regional Inflation Dynamics 2 Residual Diagnostics 2 Schätztheorie 2
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Online availability
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Free 35
Type of publication
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Book / Working Paper 34 Article 1
Type of publication (narrower categories)
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Working Paper 17 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article in journal 1 Aufsatz in Zeitschrift 1 Conference Paper 1
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Language
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English 24 Undetermined 11
Author
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Eberhardt, Markus 20 Wieladek, Tomasz 8 Teal, Francis 6 Chiu, Adrian 5 Helmers, Christian 4 Gilhooly, Robert 3 Strauss, Hubert 3 Weale, Martin 3 Banerjee, Anindya 2 Beck, Günter W. 2 Bernhofen, Daniel M. 2 Hubrich, Kirstin 2 Kouwoaye, Amèvi Rocard 2 Marcellino, Massimiliano 2 Reade, J. James 2 Teal, Francis J. 2 Banerjee, Aninday 1 Chauvet, Marcelle 1 Guilhoto, Joaquim J.M. 1 Li, Jianan 1 Liang, Yusheng 1 Morgan, Stephen 1 Morgan, Stephen L. 1 Potter, Simon M. 1 Presbitero, Andrea 1 Presbitero, Andrea F. 1 Presbitero, Andrea Filippo 1 Reade, J James 1 Stauskas, Ovidijus 1 Strauß, Hubert 1 Westerlund, Joakim 1
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Institution
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Department of Economics, Oxford University 4 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 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 MPRA Paper 2 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 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 Economic and Financial Report 1 Economic and Financial Reports 1 IMF Working Papers 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Mo.Fi.R. Working Papers 1 Research paper 1 Staff reports / Federal Reserve Bank of New York 1 WIDER Working Paper 1 Working paper / World Institute for Development Economics Research 1
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Source
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RePEc 16 ECONIS (ZBW) 10 EconStor 9
Showing 1 - 10 of 35
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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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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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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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Assessing market (dis)integration in early modern China and Europe
Bernhofen, Daniel M.; Eberhardt, Markus; Liang, Yusheng; … - 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/10011375678
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This Time They Are Different: Heterogeneity and Nonlinearity in the Relationship Between Debt and Growth
Eberhardt, Markus; Presbitero, Andrea - International Monetary Fund (IMF) - 2013
We study the long-run relationship between public debt and growth in a large panel of countries. Our analysis takes particular note of theoretical arguments and data considerations in modeling the debt-growth relationship as heterogeneous across countries. We investigate the issue of...
Persistent link: https://www.econbiz.de/10010790314
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This Time They're Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth
Eberhardt, Markus; Presbitero, Andrea Filippo - Money and Finance Research group (Mo.Fi.R.) - 2013
We study the long-run relationship between public debt and growth in a large panel of countries. Our analysis takes particular note of theoretical arguments and data considerations in modelling the debt-growth relationship as heterogeneous across countries. We investigate the issue of...
Persistent link: https://www.econbiz.de/10010723555
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This Time They’re Different: Heterogeneity and Nonlinearity in the Relationship between Debt and Growth
Eberhardt, Markus; Presbitero, Andrea F. - Centre for Finance, Credit and Macroeconomics (CFCM), … - 2013
We study the long-run relationship between public debt and growth in a large panel of countries. Our analysis takes particular note of theoretical arguments and data considerations in modelling the debt-growth relationship as heterogeneous across countries. We investigate the issue of...
Persistent link: https://www.econbiz.de/10010705983
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Is the 'Great Recession' really so different from the past?
Chiu, Adrian; Wieladek, Tomasz - 2013
Based on the decline in real GDP growth, many economists now believe that the 'Great Recession', the output contraction the world experienced in 2008-09, is the deepest global economic contraction since the Great Depression. But as real-time real GDP data are typically revised, we investigate if...
Persistent link: https://www.econbiz.de/10010323566
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