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  • Search: subject:"Dynamic factor"
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Year of publication
Subject
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Faktorenanalyse 352 Factor analysis 334 Schätzung 308 Estimation 291 Prognoseverfahren 281 dynamic factor model 268 Forecasting model 266 Theorie 242 Zeitreihenanalyse 230 Theory 228 Time series analysis 225 Dynamic factor model 213 dynamic factor models 159 Business cycle 148 Dynamic factor models 142 Konjunktur 140 Frühindikator 128 Leading indicator 128 Volatilität 119 Volatility 117 Dynamic Factor Model 98 Wirtschaftsprognose 98 Economic forecast 96 Dynamische Wirtschaftstheorie 93 Economic dynamics 88 Forecasting 88 Dynamic Factor Models 87 Economic indicator 83 Wirtschaftsindikator 83 Bruttoinlandsprodukt 76 Gross domestic product 76 EU-Staaten 74 VAR-Modell 73 VAR model 72 Nowcasting 70 Schock 69 Welt 69 Bayes-Statistik 67 Bayesian inference 67 Shock 67
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Online availability
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Free 840 Undetermined 345 CC license 22
Type of publication
All
Book / Working Paper 822 Article 480 Other 13
Type of publication (narrower categories)
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Working Paper 460 Article in journal 353 Aufsatz in Zeitschrift 353 Graue Literatur 270 Non-commercial literature 270 Arbeitspapier 260 Article 25 research-article 5 Aufsatz im Buch 4 Book section 4 Conference paper 4 Konferenzbeitrag 4 Thesis 4 Hochschulschrift 3 Research Report 2 Amtsdruckschrift 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference Paper 1 Government document 1 Konferenzschrift 1 Preprint 1 Sammelwerk 1 Sammlung 1
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Language
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English 966 Undetermined 317 Spanish 12 Portuguese 7 French 5 German 3 Polish 2 Russian 2 Turkish 1
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Author
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Koopman, Siem Jan 39 Barigozzi, Matteo 33 Hallin, Marc 33 Giannone, Domenico 27 Forni, Mario 25 Lippi, Marco 25 Reichlin, Lucrezia 25 Proietti, Tommaso 21 Luciani, Matteo 20 Gupta, Rangan 19 Kabundi, Alain 19 Marcellino, Massimiliano 19 Qin, Duo 16 Eickmeier, Sandra 15 Thorsrud, Leif Anders 15 Frale, Cecilia 14 Mumtaz, Haroon 14 Cristadoro, Riccardo 13 Modugno, Michele 13 Bańbura, Marta 12 Ha, Jongrim 12 Kose, M. Ayhan 12 Ravazzolo, Francesco 12 Wolters, Maik H. 12 Glocker, Christian 11 Ma, Jun 11 Rünstler, Gerhard 11 Schwaab, Bernd 11 Banerjee, Anindya 10 Cipollini, Andrea 10 Grassi, Stefano 10 Raknerud, Arvid 10 Sarferaz, Samad 10 Senyuz, Zeynep 10 Siliverstovs, Boriss 10 Uebele, Martin 10 Amstad, Marlene 9 Camacho, Maximo 9 Chauvet, Marcelle 9 Funke, Michael 9
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Institution
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C.E.P.R. Discussion Papers 27 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 19 European Central Bank 16 Economic Research Southern Africa (ERSA) 9 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 8 Banca d'Italia 7 Deutsche Bundesbank 7 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 7 Tinbergen Instituut 7 Department of Economics, Faculty of Economic and Management Sciences 6 Department of Economics, University of Pennsylvania 6 School of Economics and Finance, Queen Mary 6 Tinbergen Institute 6 Banque de France 5 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 5 Bank for International Settlements (BIS) 4 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 4 Department of Economics, European University Institute 4 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 4 Institut für Weltwirtschaft (IfW) 4 Norges Bank 4 School of Economics and Management, University of Aarhus 4 Statistisk Sentralbyrå, Government of Norway 4 Banco de España 3 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 3 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 3 Department of Economics, University of Hawaii-Manoa 3 EconWPA 3 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 3 Nationale Bank van België/Banque national de Belqique (BNB) 3 Siirtymätalouksien tutkimuslaitos, Suomen Pankki 3 Society for Computational Economics - SCE 3 Türkiye Cumhuriyet Merkez Bankası 3 de Nederlandsche Bank 3 BBVA Research, Grupo BBVA 2 Center for Financial Studies 2 Central Bank of Luxembourg 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centro Ricerche Nord Sud (CRENoS) 2 Centro Studi di Economia e Finanza (CSEF) 2
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Published in...
All
International journal of forecasting 32 Working Paper 32 CEPR Discussion Papers 27 ECB Working Paper 21 MPRA Paper 19 Discussion paper / Tinbergen Institute 18 Economic modelling 17 Tinbergen Institute Discussion Paper 17 Journal of econometrics 15 Working Paper Series / European Central Bank 15 Working paper 15 Tinbergen Institute Discussion Papers 13 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 12 ECARES working paper 11 Discussion papers / CEPR 10 Journal of economic dynamics & control 10 IZA Discussion Papers 9 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 9 KOF Working Papers 9 SFB 649 Discussion Paper 9 Working Papers / Economic Research Southern Africa (ERSA) 9 BOFIT Discussion Papers 8 CESifo Working Paper 8 CESifo working papers 8 Computational economics 8 Econometrics : open access journal 8 Journal of forecasting 8 Working Papers ECARES 8 Applied economics 7 CAMA working paper series 7 Empirical Economics 7 International Journal of Forecasting 7 Journal of international money and finance 7 KOF working papers 7 Macroeconomic dynamics 7 SFB 649 Discussion Papers 7 Temi di discussione (Economic working papers) 7 Applied economics letters 6 Discussion paper series / IZA 6 Economics letters 6
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Source
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ECONIS (ZBW) 642 RePEc 422 EconStor 229 BASE 17 Other ZBW resources 5
Showing 31 - 40 of 1,315
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Nowcasting services trade for the G7 economies
Jaax, Alexander; Mourougane, Annabelle; Gonzales, Frederic - In: The world economy : the leading journal on … 47 (2024) 4, pp. 1336-1386
Persistent link: https://www.econbiz.de/10014540678
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The dynamic, the static, and the weak factor models and the analysis of high-dimensional time series
Barigozzi, Matteo; Hallin, Marc - 2024
Persistent link: https://www.econbiz.de/10015050256
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FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo; Cho, Haeran; Owens, Dom - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
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Extreme weather shocks and state-level inflation of the United States
Liao, Wenting; Sheng, Xin; Gupta, Rangan; Karmakar, Sayar - In: Economics letters 238 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015075593
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A high-frequency GDP indicator for Switzerland
Kronenberg, Philipp - 2024
obtained from a Bayesian mixed-frequency dynamic factor model that integrates conventional macroeconomic and alternative high …
Persistent link: https://www.econbiz.de/10014562886
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Are we fragmented yet? : measuring geopolitical fragmentation and its causal effects
Fernández-Villaverde, Jesús; Mineyama, Tomohide; … - 2024
using a flexible dynamic factor model with time-varying parameters and stochastic volatility. We then employ structural …
Persistent link: https://www.econbiz.de/10014576951
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DFROG : a nowcasting model for GDP growth
Dijk, Dorinth van; Rooijen, Mick van; Winter, Jasper de - 2024 - This version: November 20, 2024
Persistent link: https://www.econbiz.de/10015123182
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Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm
Barigozzi, Matteo; Luciani, Matteo - 2024 - This version: September 26, 2024
Persistent link: https://www.econbiz.de/10015123794
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Dynamic factor models and fractional integration : with an application to US real economic activity
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2024
This paper makes a twofold contribution, First, it develops the dynamic factor model of Barigozzi et al. (2016) by …
Persistent link: https://www.econbiz.de/10015125374
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The factor structure of exchange rates volatility : global and intermittent factors
Caporin, Massimiliano; Rodríguez-Caballero, Carlos Vladimir - In: Empirical economics : a quarterly journal of the … 67 (2024) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10015048346
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