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  • Search: subject:"Dynamic Hierarchical Factor Model"
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Year of publication
Subject
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dynamic hierarchical factor model 13 Factor analysis 9 Faktorenanalyse 9 Globalization 9 Welt 9 Theorie 8 Theory 8 World 8 global finance uncertainty multiplier 8 structural VAR 8 world output loss 8 Dynamic hierarchical factor model 7 Financial crisis 7 Finanzkrise 7 Global Financial Uncertainty 7 Bruttoinlandsprodukt 6 Gross domestic product 6 International financial market 6 Internationaler Finanzmarkt 6 Risiko 6 Risk 6 VAR model 6 VAR-Modell 6 Globalisierung 5 Inflation 5 Capital flows 4 Schätzung 4 Dynamic Hierarchical Factor Model 3 Estimation 3 variance decomposition 3 Business cycle synchronization 2 Emerging economies 2 Energy Prices 2 Energy prices 2 Financial crises 2 Kapitalimport 2 Kapitalmobilität 2 Konjunkturzusammenhang 2 Monetary Policy 2 Monetary policy 2
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Online availability
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Free 13 Undetermined 6
Type of publication
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Book / Working Paper 15 Article 8
Type of publication (narrower categories)
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Working Paper 8 Article in journal 6 Aufsatz in Zeitschrift 6 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 4 Collection of articles of several authors 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammelwerk 1 Sammlung 1 Thesis 1
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Language
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English 16 Undetermined 7
Author
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Caggiano, Giovanni 8 Castelnuovo, Efrem 8 Förster, Marcel 8 Tillmann, Peter 8 Jorra, Markus 4 Nagayasu, Jun 3 Deriugina, Elena 1 Halberstadt, Arne 1 Karlova, Natalia 1 Kocsis, Zalan 1 Liu, Dayu 1 Monostori, Zoltán 1 Ponomarenko, Alexey 1 Song, Yang 1 Tsvetkova, Anna 1 Wang, Qiaoru 1
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Institution
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Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften 2 Economics Department, University of Strathclyde 1 Scottish Institute for Research in Economics (SIRE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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MAGKS Joint Discussion Paper Series in Economics 2 MAGKS Papers on Economics 2 Bank of Finland Research Discussion Papers 1 Bank of Finland research discussion papers 1 CAMA working paper series 1 CESifo Working Paper 1 CESifo working papers 1 Discussion paper / Monash University, Department of Economics 1 Economic change and restructuring : empirical and policy research on the transitional and emerging economies 1 Emerging markets review 1 International review of economics & finance : IREF 1 Journal of International Money and Finance 1 Journal of applied econometrics 1 Journal of international money and finance 1 MPRA Paper 1 Marco Fanno working papers 1 Open Economies Review 1 Open economies review 1 SIRE Discussion Papers 1 Working Papers / Economics Department, University of Strathclyde 1
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Source
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ECONIS (ZBW) 12 RePEc 7 EconStor 4
Showing 11 - 20 of 23
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Local Inflation: Reconsidering the International Comovement of Inflation
Förster, Marcel; Tillmann, Peter - 2013
In this paper we reconsider the degree of international comovement of inflation rates. We use a dynamic hierarchical … factor model that is able to decompose Consumer Price Index (CPI) inflation in a panel of countries into (i) a factor common …
Persistent link: https://www.econbiz.de/10010294381
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Cover Image
Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model
Nagayasu, Jun - Volkswirtschaftliche Fakultät, … - 2013
countries. More specifically, using the dynamic hierarchical factor model (Moench et al 2011), we decompose exchange rate …
Persistent link: https://www.econbiz.de/10011113457
Saved in:
Cover Image
Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model
Nagayasu, Jun - Economics Department, University of Strathclyde - 2013
countries. More specifically, using the dynamic hierarchical factor model (Moench et al 2011), we decompose exchange rate …
Persistent link: https://www.econbiz.de/10010826298
Saved in:
Cover Image
Local Inflation: Reconsidering the International Comovement of Inflation
Förster, Marcel; Tillmann, Peter - Volkswirtschaft Abteilung, Fachbereich … - 2013
In this paper we reconsider the degree of international comovement of inflation rates. We use a dynamic hierarchical … factor model that is able to decompose Consumer Price Index (CPI) inflation in a panel of countries into (i) a factor common …
Persistent link: https://www.econbiz.de/10010897858
Saved in:
Cover Image
The dynamics of international capital flows: Results from a dynamic hierarchical factor model
Förster, Marcel; Jorra, Markus; Tillmann, Peter - 2012
policy makers. We estimate a dynamic hierarchical factor model that is able to decompose inflows in a sample of 47 economies …
Persistent link: https://www.econbiz.de/10010294392
Saved in:
Cover Image
The Dynamics of International Capital Flows: Results from a Dynamic Hierarchical Factor Model
Förster, Marcel; Jorra, Markus; Tillmann, Peter - Volkswirtschaft Abteilung, Fachbereich … - 2012
policy makers. We estimate a dynamic hierarchical factor model that is able to decompose inflows in a sample of 47 economies …
Persistent link: https://www.econbiz.de/10010897837
Saved in:
Cover Image
The role of country-specific fundamentals in sovereign CDS spreads : Eastern European experiences
Kocsis, Zalan; Monostori, Zoltán - In: Emerging markets review 27 (2016), pp. 140-168
Persistent link: https://www.econbiz.de/10011670959
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Reconsidering the International Comovement of Inflation
Förster, Marcel; Tillmann, Peter - In: Open Economies Review 25 (2014) 5, pp. 841-863
In this paper we reconsider the degree of international comovement of inflation rates. We use a dynamic hierarchical … factor model that is able to decompose Consumer Price Index (CPI) inflation in a panel of countries into (i) a factor common …
Persistent link: https://www.econbiz.de/10010988467
Saved in:
Cover Image
The dynamics of international capital flows: Results from a dynamic hierarchical factor model
Förster, Marcel; Jorra, Markus; Tillmann, Peter - In: Journal of International Money and Finance 48 (2014) PA, pp. 101-124
policy makers. We estimate a dynamic hierarchical factor model that is able to decompose inflows in a sample of 47 economies …
Persistent link: https://www.econbiz.de/10011048484
Saved in:
Cover Image
The dynamics of international capital flows : results from a dynamic hierarchical factor model
Förster, Marcel; Jorra, Markus; Tillmann, Peter - In: Journal of international money and finance 48 (2014), pp. 101-124
Persistent link: https://www.econbiz.de/10010464004
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