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

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, … - 2023

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

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