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  • Search: subject:"Dynamic Factor Model"
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Year of publication
Subject
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dynamic factor model 273 Dynamic factor model 219 Faktorenanalyse 207 Factor analysis 199 Schätzung 199 Estimation 192 Prognoseverfahren 173 Forecasting model 164 Theorie 135 Zeitreihenanalyse 133 Theory 130 Time series analysis 130 Dynamic Factor Model 100 Business cycle 94 Leading indicator 90 Frühindikator 89 Konjunktur 84 Volatility 72 Volatilität 71 Wirtschaftsprognose 71 Economic forecast 70 Economic indicator 65 Wirtschaftsindikator 65 Bruttoinlandsprodukt 59 Gross domestic product 59 Forecasting 57 VAR model 56 VAR-Modell 54 Nowcasting 51 Bayesian inference 50 Dynamische Wirtschaftstheorie 50 Nationaleinkommen 50 Bayes-Statistik 49 National income 49 Economic dynamics 47 EU-Staaten 45 EU countries 42 Welt 41 World 40 Inflation 39
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Online availability
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Free 458 Undetermined 207 CC license 16
Type of publication
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Book / Working Paper 440 Article 301 Other 4
Type of publication (narrower categories)
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Working Paper 262 Article in journal 229 Aufsatz in Zeitschrift 229 Graue Literatur 161 Non-commercial literature 161 Arbeitspapier 152 Article 16 Aufsatz im Buch 4 Book section 4 research-article 4 Conference paper 3 Konferenzbeitrag 3 Hochschulschrift 2 Amtsdruckschrift 1 Government document 1 Konferenzschrift 1 Preprint 1 Research Report 1
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Language
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English 553 Undetermined 168 Spanish 8 Portuguese 7 French 3 German 2 Russian 2 Polish 1 Turkish 1
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Author
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Koopman, Siem Jan 26 Gupta, Rangan 17 Giannone, Domenico 15 Thorsrud, Leif Anders 15 Kabundi, Alain 14 Glocker, Christian 11 Mumtaz, Haroon 11 Modugno, Michele 10 Raknerud, Arvid 10 Reichlin, Lucrezia 10 Schwaab, Bernd 10 Bańbura, Marta 9 Cipollini, Andrea 9 Cristadoro, Riccardo 9 Funke, Michael 9 Jin, Xisong 9 Lenza, Michele 9 Reif, Magnus 9 Diebold, Francis X. 8 Luciani, Matteo 8 Ma, Jun 8 Ravazzolo, Francesco 8 Schröder, Maximilian 8 Vatne, Bjørn Helge 8 Barigozzi, Matteo 7 Herwartz, Helmut 7 Kapetanios, George 7 Korobilis, Dimitris 7 Shintani, Mototsugu 7 Siliverstovs, Boriss 7 Song, Dongho 7 Wegmüller, Philipp 7 Berger, Tino 6 Bäurle, Gregor 6 Creal, Drew 6 Fuleky, Peter 6 Koop, Gary 6 Kronenberg, Philipp 6 Lucas, Andre 6 Lucas, André 6
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 C.E.P.R. Discussion Papers 9 European Central Bank 8 Department of Economics, Faculty of Economic and Management Sciences 6 Department of Economics, University of Pennsylvania 6 Economic Research Southern Africa (ERSA) 6 Banca d'Italia 5 Norges Bank 4 Tinbergen Institute 4 Tinbergen Instituut 4 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 3 Department of Economics, University of Hawaii-Manoa 3 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 3 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 3 School of Economics and Finance, Queen Mary 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Statistisk Sentralbyrå, Government of Norway 3 BBVA Research, Grupo BBVA 2 Bank for International Settlements (BIS) 2 Center for Financial Studies 2 Central Bank of Luxembourg 2 Centro Studi di Economia e Finanza (CSEF) 2 Deutsche Bundesbank 2 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 2 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 2 Federal Reserve Board (Board of Governors of the Federal Reserve System) 2 Latvijas Banka 2 School of Economics and Management, University of Aarhus 2 Türkiye Cumhuriyet Merkez Bankası 2 University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa 2 Vanderbilt University Department of Economics 2 Bank of England 1 Bank of Japan 1 Centre for Central Banking Studies (CCBS), Bank of England 1 Centre for Economic Performance, LSE 1 Christian-Albrechts-Universität zu Kiel 1 Crawford School of Public Policy, Australian National University 1 DEPARTAMENTO NACIONAL DE PLANEACIÓN 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department Volkswirtschaftlehre, Universität Bern 1
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Published in...
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Working Paper 23 International journal of forecasting 22 Economic modelling 14 ECB Working Paper 12 MPRA Paper 11 CEPR Discussion Papers 9 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 9 Discussion paper / Tinbergen Institute 8 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 8 Tinbergen Institute Discussion Paper 8 Tinbergen Institute Discussion Papers 8 Working Paper Series / European Central Bank 8 Applied economics 7 Journal of economic dynamics & control 7 KOF Working Papers 7 Applied economics letters 6 Finance and economics discussion series 6 PIER Working Paper Archive 6 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 6 Working Papers / Economic Research Southern Africa (ERSA) 6 Working paper 6 Computational economics 5 Empirical economics : a quarterly journal of the Institute for Advanced Studies 5 Energy economics 5 Journal of forecasting 5 KOF working papers 5 Macroeconomic dynamics 5 Temi di discussione (Economic working papers) 5 BOFIT Discussion Papers 4 CESifo Working Paper 4 CESifo working papers 4 Discussion Papers 4 Discussion paper 4 Discussion papers / CEPR 4 Econometrics : open access journal 4 Economic systems 4 Economics letters 4 Journal of applied econometrics 4 Koç University - TÜSİAD Economic Research Forum working paper series 4 WIFO Working Papers 4
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Source
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ECONIS (ZBW) 400 RePEc 209 EconStor 128 BASE 4 Other ZBW resources 4
Showing 741 - 745 of 745
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Rotation in the dynamic factor modeling of multivariate stationary time series
Molenaar, Peter; Nesselroade, John - In: Psychometrika 66 (2001) 1, pp. 99-107
Persistent link: https://www.econbiz.de/10005758061
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National Policies and Local Economies: Europe and the United States
Forni, Mario; Reichlin, Lucrezia - C.E.P.R. Discussion Papers - 1997
component dynamic factor model à la Sargent and Sims (1977) by introducing an intermediate-level shock, which is common to all …
Persistent link: https://www.econbiz.de/10005667128
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Real-time regional GDP forecasting : statistical aspects and a forecasting model
Artola Menéndez, Concepción; Gil Martín, María; …
Artículo de revista ; The monitoring of the regional economic situation takes on particular importance in highly decentralised countries, such as Spain. Against this background, this article summarises the key aspects of the BayFaR model (Bayesian Factor model for Regions), a new tool used by...
Persistent link: https://www.econbiz.de/10012532423
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Tracking weekly state-level economic conditions
Baumeister, Christiane; Leiva-León, Danilo; Sims, Eric
En este documento se propone una base de datos constituida por índices de condiciones económicas semanales para los 50 estados de Estados Unidos, que se remonta a 1987. Los índices propuestos se obtienen mediante modelos de factores dinámicos de frecuencia mixta con variables semanales,...
Persistent link: https://www.econbiz.de/10012616874
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An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses
Christensen, Bent Jesper; Wel, Michel van der - School of Economics and Management, University of Aarhus
(quadratic) term in factor loadings. We estimate our general model using likelihood-based dynamic factor model techniques for a …
Persistent link: https://www.econbiz.de/10008836605
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