Search Results - subject:"Dynamic factor" - EconBiz

Vulnerability to climate change: Evidence from a dynamic factor model

Mumtaz, Haroon; Marotta, Fulvia - 2023

Using a dynamic factor model with stochastic volatility, we examine the synchronization of temperature and …

Persistent link: https://www.econbiz.de/10014480352

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

We propose a multicountry quantile factor augmeneted vector autoregression (QFAVAR) to model heterogeneities both across countries and across characteristics of the distributions of macroeconomic time series. The presence of quantile factors allows for summarizing these two heterogeneities in a...

Persistent link: https://www.econbiz.de/10014551733

The global factors driving common inflation in ASEAN

Nhan, Le P. A. - In: Global Business & Finance Review (GBFR) 28 (2023) 4, pp. 90-103

Purpose: This study investigates the comovements of inflation across ASEAN countries and identifies the global factors driving the common inflation dynamics of the region. Design/methodology/approach: The study uses a two-step approach. The dynamic latent factor model is first employed to...

Persistent link: https://www.econbiz.de/10015098774

Global technology cycles and local economic performance

Heinrich, Sebastian; Sarferaz, Samad; Wörter, Martin - 2023

This paper studies the global synchronicity of technology and its impact on the economy. We employ dynamic factor …

Persistent link: https://www.econbiz.de/10014374599

Housing demand shocks and households' balance sheets

Anderes, Marc - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2711-2749

Persistent link: https://www.econbiz.de/10014388973

The dynamics of labor force participation : is all quiet on the Appalachian front?

Beverly, Josh; Stewart, Shamar L.; Neill, Clinton L. - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2867-2898

Persistent link: https://www.econbiz.de/10014388998

IFCI-SA: an international financial conditions index for South American economies

Brum Civelli, Conrado; Fried Gindel, Alejandro; … - 2023

Persistent link: https://www.econbiz.de/10014394244

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

Persistent link: https://www.econbiz.de/10014431618

Shadow rates as a measure of the monetary policy stance : some international evidence

Anderl, Christina; Caporale, Guglielmo Maria - In: Scottish journal of political economy : the journal of … 70 (2023) 5, pp. 399-422

Persistent link: https://www.econbiz.de/10014437258

The global factors driving common inflation in ASEAN

Pham Thi Tuyet Trinh; Nhan, Le P. A. - In: Global business and finance review 28 (2023) 4, pp. 90-103

Purpose: This study investigates the comovements of inflation across ASEAN countries and identifies the global factors driving the common inflation dynamics of the region. Design/methodology/approach: The study uses a two-step approach. The dynamic latent factor model is first employed to...

Persistent link: https://www.econbiz.de/10014372618

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