Search Results - subject:"DFM"

Nowcasting Russian GDP using forecast combination approach

Zhemkov, Michael - In: International economics : a journal published by CEPII … 168 (2021), pp. 10-24

Persistent link: https://www.econbiz.de/10013193350

Nowcasting Using News Topics. Big Data Versus Big Bank

Thorsrud, Leif Anders - 2016

The agents in the economy use a plethora of high frequency information, including news media, to guide their actions and thereby shape aggregate economic fluctuations. Traditional nowcasting approches have to a relatively little degree made use of such information. In this paper, I show how...

Persistent link: https://www.econbiz.de/10012143898

A modified distance friction minimization approach in data envelopment analysis

Vakili, Javad; Amirmoshiri, Hanieh; Shiraz, Rashed Khanjani - In: Data envelopment analysis, 40 years on : a special issue, (pp. 789-804). 2020

Persistent link: https://www.econbiz.de/10012232868

Business cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model

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

Factor Model (MS-DFM) by incorporating two new features: switches in volatility and time-variation in trend GDP growth. First … Recession and continued thereafter. These two extensions of the standard MS-DFM framework are supported by information criteria …

Persistent link: https://www.econbiz.de/10012227436

Re-evaluating Okun’s law : why all recessions and recoveries are “different”

Gelfer, Sacha - In: Economics letters 196 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012510108

Words are the new numbers : a newsy coincident index of the business cycle

Thorsrud, Leif Anders - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 393-409

Persistent link: https://www.econbiz.de/10012262483

Šoki procentnoj politiki Banka Rossii i ocenka ich makroėkonomičeskich ėffektov

Pestova, A. A.; Mamonov, Mikhail; Rostova, Natal'ja … - In: Ėkonomičeskaja politika 14 (2019) 4, pp. 48-75

Persistent link: https://www.econbiz.de/10012129567

Forecasting inflation in Tunisia during instability using dynamic factors model : a two-step based procedure based on Kalman filter

Ammouri, Bilel; Toumi, Hassen; Issaoui, Fakhri; … - In: International journal of computational economics and … 9 (2019) 1/2, pp. 49-83

Persistent link: https://www.econbiz.de/10012021571

Data-rich DSGE model forecasts of the great recession and its recovery

Gelfer, Sacha - In: Review of economic dynamics 32 (2019), pp. 18-41

Persistent link: https://www.econbiz.de/10012230353

The Value Relevance of IFRS in the UAE Banking Industry: Empirical Evidence from Dubai Financial Market, 2008-2013

Trabelsi, Nadia Sbei; Trabelsi, Mohamed - In: International Journal of Academic Research in … 4 (2014) 4, pp. 60-71

Dubai Financial Market (DFM) for the period 2008 - 2013. Empirical tests are based on the return and the price models …

Persistent link: https://www.econbiz.de/10010961546

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