Search Results - subject:"DFM"

Global and local components of output gaps

Eckert, Florian; Mühlebach, Nina - 2021

This paper proposes a multi-level dynamic factor model to identify common components in output gap estimates. We pool multiple output gap estimates for 157 countries and decompose them into one global, eight regional, and 157 country-specific cycles. Our approach easily deals with mixed...

Persistent link: https://www.econbiz.de/10012888677

Global and local components of output gaps

Eckert, Florian; Mühlebach, Nina - 2021

Persistent link: https://www.econbiz.de/10012663182

Nowcasting household consumption in Azerbaijan

Ramazanova, Nazrin; Rahmanov, Ramiz - 2021

Persistent link: https://www.econbiz.de/10013448566

Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model

Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020

Persistent link: https://www.econbiz.de/10012244551

Business Cycle Narratives

Larsen, Vegard H.; Thorsrud, Leif Anders - 2019

Research about narratives’ role in economics is scarce, while real word experience and research in other sciences suggest they matter a lot. This article proposes a view and methodology for quantifying the epidemiology of media narratives relevant to business cycles in the US, Japan, and...

Persistent link: https://www.econbiz.de/10012018159

Business cycle narratives

Larsen, Vegard H.; Thorsrud, Leif Anders - 2019 - This version 28 December 2018

Research about narratives' role in economics is scarce, while real word experience and research in other sciences suggest they matter a lot. This article proposes a view and methodology for quantifying the epidemiology of media narratives relevant to business cycles in the US, Japan, and Europe....

Persistent link: https://www.econbiz.de/10011962290

The impact of the Dubai International Airport's activity volume on the Emirati stock market

Dempere, Juan M.; Modugu, Kennedy Prince - In: International journal of business performance … 23 (2022) 1/2, pp. 118-134

Persistent link: https://www.econbiz.de/10012798741

Winners in the urban champions league: A performance assessment of Japanese cities by means of dynamic and super-efficient DEA

Suzuki, Soushi; Nijkamp, Peter - In: Journal of Urban Management 7 (2018) 1, pp. 6-20

-improving approach originates from earlier research based on the so-called Distance Friction Minimisation (DFM) method. In the present … study we develop a new multi-period model from a blend of a Target-Oriented (TO) DFM model including a dynamic approach …-settings to achieve a target improvement level so as to programme more realistic policy actions. The above-mentioned Dynamic TO-DFM …

Persistent link: https://www.econbiz.de/10011986289

Winners in the urban champions league : a performance assessment of Japanese cities by means of dynamic and super-efficient DEA

Suzuki, Sōshi; Nijkamp, Peter - In: Journal of urban management 7 (2018) 1, pp. 6-20

Persistent link: https://www.econbiz.de/10011867462

Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment

Gelfer, Sacha - In: Journal of economic dynamics & control 129 (2021), pp. 1-52

Persistent link: https://www.econbiz.de/10013205421