Search Results - subject:"DFM"

Reservoir computing for macroeconomic forecasting with mixed-frequency data

Ballarin, Giovanni; Dellaportas, Petros; Grigoryeva, … - In: International journal of forecasting 40 (2024) 3, pp. 1206-1237

Persistent link: https://www.econbiz.de/10014547272

Measuring financial stability in the presence of energy shocks

Sánchez-García, Javier; Mattera, Raffaele; Cruz … - In: Energy economics 139 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015534370

Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model

Salisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, … - 2023

Persistent link: https://www.econbiz.de/10014329743

Global and local components of output gaps

Eckert, Florian; Mühlebach, Nina - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2301-2331

Persistent link: https://www.econbiz.de/10014388930

The dynamics of labor force participation : is all quiet on the Appalachian front?

Beverly, Josh; Stewart, Shamar L.; Neill, Clinton L. - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2867-2898

Persistent link: https://www.econbiz.de/10014388998

Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model

Salisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, … - In: Journal of forecasting 44 (2025) 4, pp. 1441-1466

Persistent link: https://www.econbiz.de/10015464664

The impact of economic uncertainty on cross-border capital flows

Zhang, Du; Chen, Rundong - In: Emerging markets, finance & trade : a journal of the … 61 (2025) 11, pp. 3423-3445

Persistent link: https://www.econbiz.de/10015447403

Inflation forecasting for Pakistan in a data-rich environment

Syed, Ateeb Akhter Shah; Ishaq, Muhammad Ishtiaq; … - In: The Pakistan development review : PDR 61 (2022) 4, pp. 643-658

Persistent link: https://www.econbiz.de/10014424366

Using national payment system data to nowcast economic activity in Azerbaijan

Huseynov, Ilkin; Ramazanova, Nazrin; Valirzayev, Hikmat - 2022

the transactional payment system data at the sectoral level and employ a Dynamic Factor Model (DFM) and Machine Learning … different horizons during the quarter. The results suggest that ML and DFM models have higher predictability than the benchmark …

Persistent link: https://www.econbiz.de/10014374307

Using national payment system data to nowcast economic activity in Azerbaijan

Huseynov, Ilkin; Ramazanova, Nazrin; Valirzayev, Hikmat - 2022

Persistent link: https://www.econbiz.de/10013489431

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