Search Results - subject:"Dynamic Factor model" - EconBiz

Australian labor market dynamics across the ages

Ponomareva, Natalia; Sheen, Jeffrey R. - In: Economic modelling 35 (2013), pp. 453-463

Persistent link: https://www.econbiz.de/10010336777

An empirical test of exogenous versus endogenous growth models for the G-7 countries

Huh, Hyeon-seung; Kim, David - In: Economic modelling 32 (2013), pp. 262-272

Persistent link: https://www.econbiz.de/10009761540

International transmission of financial stress : evidence from a GVAR

Dovern, Jonas; Roye, Björn van - 2013

We analyze the international transmission of financial stress and its effects on economic activity. We construct country specific monthly financial stress indexes (FSI) using dynamic factor models from 1970 until 2012 for 20 countries. We show that there is a strong co-movement of the FSI during...

Persistent link: https://www.econbiz.de/10009761846

Business cycle co-movements between South Africa and the BRIC countries

Çakır, Mustafa; Kabundi, A. - In: Applied economics 45 (2013) 31/33, pp. 4698-4718

Persistent link: https://www.econbiz.de/10010225004

On international stock market comovements and macroeconomic risks

Chen, Peng; Wu, Shu - In: Applied economics letters 20 (2013) 10/12, pp. 978-982

Persistent link: https://www.econbiz.de/10010196202

Structural dynamic factors analysis using prior information from macroeconomic theory

Bäurle, Gregor - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 136-150

Persistent link: https://www.econbiz.de/10009754017

Co-movement of government debt and economic growth in the euro-area : a Bayesian dynamic factor model analysis

Pan, Hurian; Wang, Chun - In: International economic journal 27 (2013) 4, pp. 625-643

Persistent link: https://www.econbiz.de/10010341014

Forecasting output

Chauvet, Marcelle; Potter, Simon M. - 2013

Persistent link: https://www.econbiz.de/10011506993

Now-casting and the real-time data flow

Bańbura, Marta; Giannone, Domenico; Modugno, Michele; … - 2013

Persistent link: https://www.econbiz.de/10011507018

A real economic activity indicator for Turkey

Aruoba, S. Borağan; Sarikaya, Cagri - In: Central Bank review / The Central Bank of the Republic … 13 (2013) 1, pp. 15-29

Persistent link: https://www.econbiz.de/10010340433

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