Search Results - subject:"Dynamic bi-factor model"

Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.

Chauvet, Marcelle; Jiang, Cheng - In: Global finance journal 55 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248590

Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies

Kholodilin, Konstantin Arkadievich - 2006

business cycle. Using the novel methodology of the dynamic bi-factor model with Markov switching and the data for three largest … (classical cycles). Dynamic bi-factor model and MSVAR appear to predict the cyclical turning points equally well without …

Persistent link: https://www.econbiz.de/10010274359

Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies

Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006

business cycle. Using the novel methodology of the dynamic bi-factor model with Markov switching and the data for the three …-Boschan procedure (classical cycles). Dynamic bi-factor model and MSVAR appear to predict the cyclical turning points equally well …

Persistent link: https://www.econbiz.de/10004963897

Forecasting the Turns of German Business Cycle: Dynamic Bi-Factor Model with Markov Switching

Kholodilin, Konstantin Arkadievich - 2005

In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the …

Persistent link: https://www.econbiz.de/10010274358

Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching

Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2005

In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the …

Persistent link: https://www.econbiz.de/10005068644