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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...
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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 41 - 50 of 1,315
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Impact of China on commodity exporters
Chatterjee, Arpita; Saraf, Richa - In: Review of international economics 32 (2024) 3, pp. 1462-1491
Persistent link: https://www.econbiz.de/10015098986
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Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain; Royer, Julien - 2024
Persistent link: https://www.econbiz.de/10014486414
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Alternative measures for the global financial cycle : do they make a difference?
Tian, Xin; Jacobs, Jan; Haan, Jakob de - 2024
Persistent link: https://www.econbiz.de/10015337809
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Nowcasting Nepal's GDP
Budha, Birendra Bahadur; Byanjankar, Rohan - 2024
Persistent link: https://www.econbiz.de/10015061821
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Inferential theory for generalized dynamic factor models
Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; … - In: Journal of econometrics 239 (2024) 2, pp. 1-41
Persistent link: https://www.econbiz.de/10015074449
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Inferential theory for generalized dynamic factor models
Barigozzi, Matteo; Hallin, Marc; Luciani, Matteo; … - 2021
Persistent link: https://www.econbiz.de/10012614627
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Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models
Opschoor, Daan; van Dijk, Dick - 2023
-noise dynamic factor models, commonly used in macroeconomic forecasting and nowcasting. We show analytically and in Monte Carlo …
Persistent link: https://www.econbiz.de/10014321791
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A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors
Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan - 2023
We analyze the role of industrial and non-industrial production sectors in the US economy by adopting a novel multilevel factor model. The proposed model is suitable for high-dimensional panels of economic time series and allows for interdependence structures across multiple sectors. The...
Persistent link: https://www.econbiz.de/10014321794
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The evolution of the natural rate of interest: Evidence from the Scandinavian countries
Armelius, Hanna; Solberger, Martin; Spånberg, Erik; … - 2023
Laubach and Williams (2003) framework with a dynamic factor model linked to economic indicators - a modelling choice which …
Persistent link: https://www.econbiz.de/10014331160
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A latent weekly GDP indicator for Germany
Eraslan, Sercan; Reif, Magnus - 2023
-frequency dynamic factor model with quarterly, monthly, and weekly indicators and obtain the weekly GDP indicator as the weighted common …
Persistent link: https://www.econbiz.de/10014476250
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