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  • Search: subject:"Dynamic factor Model"
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Year of publication
Subject
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dynamic factor model 265 Dynamic factor model 213 Faktorenanalyse 199 Schätzung 192 Factor analysis 191 Estimation 185 Prognoseverfahren 167 Forecasting model 158 Theorie 128 Zeitreihenanalyse 128 Time series analysis 125 Theory 123 Dynamic Factor Model 97 Business cycle 90 Leading indicator 89 Frühindikator 88 Konjunktur 81 Volatility 69 Volatilität 68 Wirtschaftsprognose 68 Economic forecast 67 Economic indicator 63 Wirtschaftsindikator 63 Forecasting 57 Bruttoinlandsprodukt 56 Gross domestic product 56 VAR model 53 VAR-Modell 51 Nowcasting 49 Bayesian inference 48 Nationaleinkommen 48 Bayes-Statistik 47 Dynamische Wirtschaftstheorie 47 National income 47 Economic dynamics 44 EU-Staaten 43 EU countries 40 Welt 38 World 37 Inflation 36
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Online availability
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Free 445 Undetermined 196 CC license 15
Type of publication
All
Book / Working Paper 432 Article 285 Other 4
Type of publication (narrower categories)
All
Working Paper 255 Article in journal 215 Aufsatz in Zeitschrift 215 Graue Literatur 156 Non-commercial literature 156 Arbeitspapier 148 Article 14 Aufsatz im Buch 4 Book section 4 research-article 4 Conference paper 3 Konferenzbeitrag 3 Hochschulschrift 2 Amtsdruckschrift 1 Government document 1 Konferenzschrift 1 Preprint 1 Research Report 1
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Language
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English 529 Undetermined 168 Spanish 8 Portuguese 7 French 3 German 2 Russian 2 Polish 1 Turkish 1
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Author
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Koopman, Siem Jan 26 Gupta, Rangan 17 Giannone, Domenico 15 Thorsrud, Leif Anders 15 Kabundi, Alain 14 Glocker, Christian 11 Mumtaz, Haroon 11 Modugno, Michele 10 Raknerud, Arvid 10 Reichlin, Lucrezia 10 Schwaab, Bernd 10 Bańbura, Marta 9 Cipollini, Andrea 9 Cristadoro, Riccardo 9 Funke, Michael 9 Jin, Xisong 9 Lenza, Michele 9 Reif, Magnus 9 Diebold, Francis X. 8 Luciani, Matteo 8 Ma, Jun 8 Ravazzolo, Francesco 8 Schröder, Maximilian 8 Vatne, Bjørn Helge 8 Barigozzi, Matteo 7 Herwartz, Helmut 7 Kapetanios, George 7 Korobilis, Dimitris 7 Shintani, Mototsugu 7 Siliverstovs, Boriss 7 Song, Dongho 7 Wegmüller, Philipp 7 Bäurle, Gregor 6 Creal, Drew 6 Fuleky, Peter 6 Koop, Gary 6 Lucas, Andre 6 Wolters, Maik H. 6 Çakmaklı, Cem 6 Barnett, William A. 5
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 C.E.P.R. Discussion Papers 9 European Central Bank 8 Department of Economics, Faculty of Economic and Management Sciences 6 Department of Economics, University of Pennsylvania 6 Economic Research Southern Africa (ERSA) 6 Banca d'Italia 5 Norges Bank 4 Tinbergen Institute 4 Tinbergen Instituut 4 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 3 Department of Economics, University of Hawaii-Manoa 3 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 3 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 3 School of Economics and Finance, Queen Mary 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Statistisk Sentralbyrå, Government of Norway 3 BBVA Research, Grupo BBVA 2 Bank for International Settlements (BIS) 2 Center for Financial Studies 2 Central Bank of Luxembourg 2 Centro Studi di Economia e Finanza (CSEF) 2 Deutsche Bundesbank 2 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 2 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 2 Federal Reserve Board (Board of Governors of the Federal Reserve System) 2 Latvijas Banka 2 School of Economics and Management, University of Aarhus 2 Türkiye Cumhuriyet Merkez Bankası 2 University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa 2 Vanderbilt University Department of Economics 2 Bank of England 1 Bank of Japan 1 Centre for Central Banking Studies (CCBS), Bank of England 1 Centre for Economic Performance, LSE 1 Christian-Albrechts-Universität zu Kiel 1 Crawford School of Public Policy, Australian National University 1 DEPARTAMENTO NACIONAL DE PLANEACIÓN 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Department Volkswirtschaftlehre, Universität Bern 1
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Published in...
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Working Paper 23 International journal of forecasting 21 Economic modelling 13 ECB Working Paper 12 MPRA Paper 11 CEPR Discussion Papers 9 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 8 Tinbergen Institute Discussion Papers 8 Working Paper Series / European Central Bank 8 Applied economics 7 Discussion paper / Tinbergen Institute 7 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 7 Journal of economic dynamics & control 7 KOF Working Papers 7 Tinbergen Institute Discussion Paper 7 Finance and economics discussion series 6 PIER Working Paper Archive 6 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 6 Working Papers / Economic Research Southern Africa (ERSA) 6 Working paper 6 Computational economics 5 Empirical economics : a quarterly journal of the Institute for Advanced Studies 5 Journal of forecasting 5 KOF working papers 5 Macroeconomic dynamics 5 Temi di discussione (Economic working papers) 5 Applied economics letters 4 BOFIT Discussion Papers 4 CESifo Working Paper 4 CESifo working papers 4 Discussion Papers 4 Discussion paper 4 Discussion papers / CEPR 4 Econometrics : open access journal 4 Energy economics 4 Koç University - TÜSİAD Economic Research Forum working paper series 4 WIFO Working Papers 4 WIFO working papers 4 Working Paper / Norges Bank 4 Bundesbank Discussion Paper 3
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Source
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ECONIS (ZBW) 381 RePEc 209 EconStor 123 BASE 4 Other ZBW resources 4
Showing 1 - 10 of 721
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Tracking economic activity with alternative high-frequency data
Eckert, Florian; Kronenberg, Philipp; Mikosch, Heiner; … - 2025
Persistent link: https://www.econbiz.de/10015372760
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Data-sparse price indexes by spatio-temporal regularization and PCA : an application to the Australian housing market
Sijp, Willem P.; Panagiotelis, Anastasios; Francke, Marc K. - 2025
Persistent link: https://www.econbiz.de/10015338055
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A high-frequency digital economy index: Text analysis and factor analysis based on big data
Xu, Yonghong; Su, Bingjie; Pan, Wenjie; Zhou, Peng - 2024
We propose a high-frequency digital economy index by combining official white papers and big data. It aims to resolve the discrepancy between the new economic reality and old economic indicators used by decision-makers and policymakers. We have demonstrated a significant effect due to keyword...
Persistent link: https://www.econbiz.de/10015193980
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Nowcasting made easier: A toolbox for economists
Linzenich, Jan; Meunier, Baptiste - 2024
We provide a versatile nowcasting toolbox that supports three model classes (dynamic factor models, large Bayesian VAR, bridge equations) and offers methods to manage data selection and adjust for Covid-19 observations. The toolbox aims at simplifying two key tasks: creating new nowcasting...
Persistent link: https://www.econbiz.de/10015199442
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Geração de séries sintéticas de velocidade do vento por meio do modelo fatorial dinâmico
Mendonça, Mário Jorge; Pessanha, Jose Francisco Moreira; … - 2024
Wind power generation is essential to reduce the use of fossil resources and, consequently, the emission of greenhouse gases (GHG). Currently, the National Interconnected System (SIN) has about 9971 wind turbines in operation, the sixth largest network in the world ranking, and 80% of Brazilian...
Persistent link: https://www.econbiz.de/10014493141
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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/10014564024
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Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects
Fernández-Villaverde, Jésus; 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/10015047292
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What drives labor force participation rate variability? : the case of West Virginia
Beverly, Josh; Stewart, Shamar L.; Neill, Clinton L. - In: Economic modelling 140 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015190389
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Nowcasting made easier : a toolbox for economists
Linzenich, Jan; Meunier, Baptiste - 2024
We provide a versatile nowcasting toolbox that supports three model classes (dynamic factor models, large Bayesian VAR, bridge equations) and offers methods to manage data selection and adjust for Covid-19 observations. The toolbox aims at simplifying two key tasks: creating new nowcasting...
Persistent link: https://www.econbiz.de/10015179785
Saved in:
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The comovement of bubbles' responses to monetary policy shocks
Caraiani, Petre; Călin, Adrian Cantemir - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015135643
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