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Search: subject:"Dynamic factor Model"
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Subject
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dynamic factor model
275
Dynamic factor model
226
Faktorenanalyse
214
Factor analysis
206
Schätzung
205
Estimation
198
Prognoseverfahren
177
Forecasting model
168
Theorie
140
Zeitreihenanalyse
136
Theory
135
Time series analysis
133
Dynamic Factor Model
107
Business cycle
96
Leading indicator
91
Frühindikator
90
Konjunktur
86
Volatility
77
Volatilität
76
Wirtschaftsprognose
71
Economic forecast
70
Economic indicator
66
Wirtschaftsindikator
66
Bruttoinlandsprodukt
59
Gross domestic product
59
VAR model
58
Forecasting
57
VAR-Modell
56
Dynamische Wirtschaftstheorie
52
Nowcasting
52
Bayesian inference
50
Nationaleinkommen
50
Bayes-Statistik
49
Economic dynamics
49
National income
49
EU-Staaten
47
Welt
45
EU countries
44
World
44
Inflation
40
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Free
473
Undetermined
214
CC license
16
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Book / Working Paper
450
Article
309
Other
4
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All
Working Paper
272
Article in journal
237
Aufsatz in Zeitschrift
237
Graue Literatur
168
Non-commercial literature
168
Arbeitspapier
159
Article
16
Aufsatz im Buch
4
Book section
4
research-article
4
Conference paper
3
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3
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2
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1
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1
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1
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English
570
Undetermined
168
Spanish
8
Portuguese
7
French
4
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2
Russian
2
Polish
1
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1
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Author
All
Koopman, Siem Jan
27
Gupta, Rangan
17
Giannone, Domenico
16
Thorsrud, Leif Anders
15
Kabundi, Alain
14
Mumtaz, Haroon
13
Glocker, Christian
11
Bańbura, Marta
10
Lenza, Michele
10
Modugno, Michele
10
Raknerud, Arvid
10
Reichlin, Lucrezia
10
Schwaab, Bernd
10
Cipollini, Andrea
9
Cristadoro, Riccardo
9
Funke, Michael
9
Jin, Xisong
9
Reif, Magnus
9
Diebold, Francis X.
8
Herwartz, Helmut
8
Luciani, Matteo
8
Ma, Jun
8
Ravazzolo, Francesco
8
Schröder, Maximilian
8
Vatne, Bjørn Helge
8
Barigozzi, Matteo
7
Kapetanios, George
7
Korobilis, Dimitris
7
Kronenberg, Philipp
7
Shintani, Mototsugu
7
Siliverstovs, Boriss
7
Song, Dongho
7
Wegmüller, Philipp
7
Berger, Tino
6
Bäurle, Gregor
6
Creal, Drew
6
Fuleky, Peter
6
Koop, Gary
6
Lucas, Andre
6
Lucas, André
6
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Institution
All
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...
All
Working Paper
24
International journal of forecasting
22
Economic modelling
14
ECB Working Paper
12
MPRA Paper
11
CEPR Discussion Papers
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Discussion paper / Tinbergen Institute
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
KOF Working Papers
8
Tinbergen Institute Discussion Paper
8
Tinbergen Institute Discussion Papers
8
Working Paper Series / European Central Bank
8
Working paper
8
Applied economics
7
Energy economics
7
Journal of economic dynamics & control
7
Applied economics letters
6
Finance and economics discussion series
6
Journal of international money and finance
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
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
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
Economic systems
4
Economics letters
4
Journal of applied econometrics
4
Koç University - TÜSİAD Economic Research Forum working paper series
4
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Source
All
ECONIS (ZBW)
415
RePEc
209
EconStor
131
BASE
4
Other ZBW resources
4
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111
Contagion network of idiosyncratic volatility : does corporate environmental responsibility matter?
Liao, Gaoke
;
Li, Yanling
;
Wang, Mengxin
- In:
Energy economics
129
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014558766
Saved in:
112
Does income inequality move together across the world?
Baek, Ingul
;
Noh, Sanha
;
Ahn, Joonhong
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1195-1200
Persistent link: https://www.econbiz.de/10014558775
Saved in:
113
Are we fragmented yet? : measuring geopolitical fragmentation and its causal effects
Fernández-Villaverde, Jesús
;
Mineyama, Tomohide
; …
-
2024
Persistent link: https://www.econbiz.de/10014563093
Saved in:
114
An assessment of copula functions approach in conjunction with factor model in portfolio credit risk management
Kao, Lie-Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015045615
Saved in:
115
Post‑COVID recovery and long‑run forecasting of Indian GDP with Factor‑Augmented Error Correction Model (FECM)
Maiti, Dibyendu
;
Kumar, Naveen
;
Jha, Debajit
;
Sarkar, …
- In:
Computational economics
63
(
2024
)
3
,
pp. 1095-1120
Persistent link: https://www.econbiz.de/10014546333
Saved in:
116
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
117
Advance layoff notices and aggregate job loss
Krolikowski, Pawel M.
;
Lunsford, Kurt G.
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 462-480
Persistent link: https://www.econbiz.de/10014517501
Saved in:
118
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
119
Big data financial transactions and GDP nowcasting : the case of Turkey
Barlas, Ali B.
;
Mert, Seda Guler
;
Isa, Berk Orkun
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014475297
Saved in:
120
Real exchange rate convergence in the euro area : evidence from a
dynamic
factor
model
Börger, Carina
;
Kempa, Bernd
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 213-224
Persistent link: https://www.econbiz.de/10014446427
Saved in:
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