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Search: subject:"Dynamic factor Model"
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Subject
All
dynamic factor model
264
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
All
Free
444
Undetermined
196
CC license
15
Type of publication
All
Book / Working Paper
432
Article
284
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
13
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
528
Undetermined
168
Spanish
8
Portuguese
7
French
3
German
2
Russian
2
Polish
1
Turkish
1
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Author
All
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
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
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
All
ECONIS (ZBW)
381
RePEc
209
EconStor
122
BASE
4
Other ZBW resources
4
Showing
121
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130
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720
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121
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
122
Modelling the Australasian financial cycle : a Markov-Regime Switching Approach
Wet, Milan C. de
- In:
International journal of business and economic sciences …
14
(
2021
)
1
,
pp. 69-79
/methodology/approach: To construct the aggregate cycle, a
dynamic
factor
model
is employed, based on credit aggregates and aggregate property …
Persistent link: https://www.econbiz.de/10012604064
Saved in:
123
Tracking U.S. consumers in real time with a new Weekly Index of Retail Trade
Brave, Scott A.
;
Fogarty, Michael
;
Aaronson, Daniel
; …
-
2021
-
Revised
method that uses a mixed-frequency
dynamic
factor
model
to constrain the weekly index to match the monthly MRTS. We use the …
Persistent link: https://www.econbiz.de/10012500492
Saved in:
124
Tracking weekly state-level economic conditions
Baumeister, Christiane
;
Leiva-León, Danilo
;
Sims, Eric R.
-
2021
Persistent link: https://www.econbiz.de/10012793142
Saved in:
125
Measuring and testing a modified version of the South African financial cycle
Nyati, Malibongwe C.
;
Tipoy, Christian K.
;
Muzindutsi, …
-
2021
Persistent link: https://www.econbiz.de/10012796711
Saved in:
126
Heterogeneity, co-movements and financial fragmentation within the euro area
Arce-Alfaro, Gabriel
;
Blagov, Boris
-
2021
volumes. Using a time-varying two-level
dynamic
factor
model
, we disentangle the relative importance of country-specific and …
Persistent link: https://www.econbiz.de/10012800476
Saved in:
127
Labor market indicator for Colombia (LMI)
Cristiano-Botia, Deicy J.
;
Hernandez-Bejarano, Manuel Dario
-
2021
Persistent link: https://www.econbiz.de/10012804205
Saved in:
128
Nowcasting Japanese GDP using targeted predictors
Kajita, Yuto
;
Chung, Wookyung
-
2021
Persistent link: https://www.econbiz.de/10013368797
Saved in:
129
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide
;
Ravazzolo, Francesco
;
Vespignani, Joaquin
-
2021
Persistent link: https://www.econbiz.de/10013179342
Saved in:
130
Constructing an economic activity indicator for Turkey
Çelgin, Aysu
;
Akbostancı, Elif
-
2021
Persistent link: https://www.econbiz.de/10013165331
Saved in:
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