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  • Search: subject:"Dynamic factor Model"
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Year of publication
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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Online availability
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Free 473 Undetermined 214 CC license 16
Type of publication
All
Book / Working Paper 450 Article 309 Other 4
Type of publication (narrower categories)
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 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 570 Undetermined 168 Spanish 8 Portuguese 7 French 4 German 2 Russian 2 Polish 1 Turkish 1
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Author
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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
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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...
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
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ECONIS (ZBW) 415 RePEc 209 EconStor 131 BASE 4 Other ZBW resources 4
Showing 181 - 190 of 763
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Desarrollo financiero y crecimiento económico en América del Norte
Anguiano-Pita, Javier Emmanuel; Ruiz-Porras, Antonio - In: Revista finanzas y política económica 12 (2020) 1, pp. 165-199
Persistent link: https://www.econbiz.de/10012630922
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Nowcasting Indian GDP growth using a dynamic factor model
Bhadury, Soumya; Ghosh, Saurabh; Kumar, Pankaj - 2020
Persistent link: https://www.econbiz.de/10012272007
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Forecasting consumer price index inflation in India : vector error correction mechanism vs. dynamic factor model approach for non-stationary time series
Bhattacharya, Rudrani; Kapoor, Mrigankshi - 2020
Persistent link: https://www.econbiz.de/10012542444
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Common and idiosyncratic inflation
Luciani, Matteo - 2020
Persistent link: https://www.econbiz.de/10012388567
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The People's Bank of China's response to the coronavirus pandemic : a quantitative assessment
Funke, Michael; Tsang, Andrew - 2020
The People's Bank of China (PBoC) has taken numerous measures to cushion the impacts of the COVID-19 health crisis on the Chinese economy. As the current monetary policy framework features a multi-instrument mix of liquidity tools and pricing signals, we employ a dynamic-factor modeling approach...
Persistent link: https://www.econbiz.de/10012225365
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Is there a national housing market bubble brewing in the United States?
Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - 2020
We use a time-varying parameter dynamic factor model with stochastic volatility (DFM-TV-SV) estimated using Bayesian …
Persistent link: https://www.econbiz.de/10012229804
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Nowcasting real GDP for Saudi Arabia
Alkhareif, Ryadh; Barnett, William A. - 2020
Persistent link: https://www.econbiz.de/10012425289
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Common and country-specific uncertainty fluctuations in major oil-producing countries: a comparative study
Selmi, Refk; Bouoiyour, Jamal; Hammoudeh, Shawkat - In: Journal of economic integration : jei 35 (2020) 4, pp. 684-723
Persistent link: https://www.econbiz.de/10012414546
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A data-rich measure of underlying inflation for Brazil
Machado, Vicente da Gama; Nadal, Raquel; Kawaoka, … - 2020
Persistent link: https://www.econbiz.de/10012171364
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
Persistent link: https://www.econbiz.de/10012244551
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