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  • Search: subject:"Common factor models"
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Year of publication
Subject
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common factor models 20 Common factor models 9 Panel 8 Panel study 8 euro area regional and sectoral inflation 8 Disaggregated prices 6 Factor analysis 6 Faktorenanalyse 6 Inflation 5 Schock 5 Schätzung 5 Theorie 5 Theory 5 Wirtschaftswachstum 5 EU-Staaten 4 Economic growth 4 Estimation 4 Time series analysis 4 Zeitreihenanalyse 4 Branchenentwicklung 3 Cointegration 3 Common Factor Models 3 Estimation theory 3 Eurozone 3 Factor-augmented panel regressions 3 Konjunktur 3 Preismanagement 3 Regionalentwicklung 3 Schätztheorie 3 Shock 3 euro area and US 3 regional inflation dynamics 3 Aggregation 2 Bayesian dynamic common factor models 2 Branche 2 Business cycle 2 Cross-section averages 2 Cross-section dependence 2 Cross-sectional dependence 2 Disaggregated Prices 2
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Online availability
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Free 20 Undetermined 13
Type of publication
All
Book / Working Paper 21 Article 15
Type of publication (narrower categories)
All
Article in journal 10 Aufsatz in Zeitschrift 10 Working Paper 10 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1 Conference Paper 1
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Language
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English 25 Undetermined 11
Author
All
Marcellino, Massimiliano 13 Hubrich, Kirstin 12 Beck, Günter W. 7 Westerlund, Joakim 6 Beck, Guenter W. 4 Reese, Simon 4 Dissanayake, Jagath 3 Urbain, Jean-Pierre 3 Felices, Guillermo 2 Sarafidis, Vasilis 2 Tagem, Abrams M. E. 2 Thennakoon, Jayanthi 2 Wansbeek, Tom 2 Wieladek, Tomasz 2 Beck, Guenter 1 Beck, Günter 1 Bond, Stephen 1 Eberhardt, Markus 1 Ghosh, Taniya 1 Girardin, Eric 1 Gudergan, Siegfried 1 Hair, Joseph F. 1 Hauck, Katharina 1 Kaustubh 1 Krieg, Sabine 1 Narayan, Paresh 1 Ringle, Christian M. 1 Sall, Cheikh A. T. 1 Sarstedt, Marko 1 Thiele, Kai Oliver 1 Yamamoto, Yohei 1 Zhang, Xiaohui 1 den Brakel, Jan A. van 1
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Institution
All
European Central Bank 2 Nationalekonomiska Institutionen, Ekonomihögskolan 2 Bank of England 1 C.E.P.R. Discussion Papers 1 Center for Financial Studies 1 House of Finance, Goethe Universität Frankfurt am Main 1 Society for Computational Economics - SCE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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ECB Working Paper 2 IMFS Working Paper Series 2 Journal of econometrics 2 Working Paper Series / European Central Bank 2 Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan 2 Agricultural economics : the journal of the International Association of Agricultural Economists 1 Applied economics 1 Bank of England working papers 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: International Price Dispersion 1 CEPR Discussion Papers 1 CFS Working Paper 1 CFS Working Paper Series 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2006 1 Discussion papers / Graduate School of Economics, Hitotsubashi University 1 Econometric reviews 1 Economics Letters 1 Health economics 1 Journal of Banking & Finance 1 Journal of Econometrics 1 Journal of applied econometrics 1 Journal of business research : JBR 1 MPRA Paper 1 Open economies review 1 WIDER Working Paper 1 Working Paper 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working paper / World Institute for Development Economics Research 1 Working paper series / Institute for Monetary and Financial Stability 1
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Source
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ECONIS (ZBW) 14 RePEc 14 EconStor 8
Showing 1 - 10 of 36
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Growth decomposition of the Indian states using panel data techniques
Ghosh, Taniya; Kaustubh - In: Applied economics 56 (2024) 39, pp. 4664-4684
Persistent link: https://www.econbiz.de/10014560389
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Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis; Wansbeek, Tom - 2020
Persistent link: https://www.econbiz.de/10012606889
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Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis; Wansbeek, Tom - In: Journal of econometrics 220 (2021) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10012618507
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The economics and politics of foreign aid and domestic revenue
Tagem, Abrams M. E. - 2017
The main argument of this paper is that there is considerable heterogeneity in the way aid can shape tax performance in developing countries: through behavioural effects, donor conditionality, recipient policy reform and technical assistance; and these effects are country-specific. We investigate...
Persistent link: https://www.econbiz.de/10011943783
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The economics and politics of foreign aid and domestic revenue
Tagem, Abrams M. E. - 2017
The main argument of this paper is that there is considerable heterogeneity in the way aid can shape tax performance in developing countries: through behavioural effects, donor conditionality, recipient policy reform and technical assistance; and these effects are country-specific. We investigate...
Persistent link: https://www.econbiz.de/10011777119
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Asymptotic Inference in the Lee-Carter Model for Modelling Mortality Rates
Reese, Simon - 2015
The most popular approach to modelling and forecasting mortality rates is the model of Lee and Carter (Modeling and Forecasting U. S. Mortality, Journal of the American Statistical Association, 87, 659–671, 1992). The popularity of the model rests mainly on its good fit to the data, its...
Persistent link: https://www.econbiz.de/10013208725
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Trade openness, income, and role of institutions: A revisit using heterogeneous panel data models
Thennakoon, Jayanthi; Dissanayake, Jagath - In: Cogent Economics & Finance 3 (2015) 1, pp. 1-9
The positive association between trade openness and income has been debated over years due to serious estimation flaws prevailing in the cross-country empirical trade literature. The present paper contributes to this debate by re-examining the long-run relationship between trade openness and...
Persistent link: https://www.econbiz.de/10011559156
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Trade openness, income, and role of institutions : a revisit using heterogeneous panel data models
Thennakoon, Jayanthi; Dissanayake, Jagath - In: Cogent economics & finance 3 (2015) 1, pp. 1-9
The positive association between trade openness and income has been debated over years due to serious estimation flaws prevailing in the cross-country empirical trade literature. The present paper contributes to this debate by re-examining the long-run relationship between trade openness and...
Persistent link: https://www.econbiz.de/10011449635
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Asymptotic inference for common factor models in the presence of jumps
Yamamoto, Yohei - 2015
Persistent link: https://www.econbiz.de/10011349981
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Inflation dynamics of franc-zone countries determinants, co-movements and spatial interactions
Girardin, Eric; Sall, Cheikh A. T. - In: Open economies review 29 (2018) 2, pp. 295-320
Persistent link: https://www.econbiz.de/10012041186
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