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Search: subject:"Dynamic factor Model"
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Subject
All
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
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
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1
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1
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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
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
Showing
201
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210
of
763
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201
Can alternative data improve the accuracy of
dynamic
factor
model
nowcasts? : evidence from the euro area
Cristea, Radu Gabriel
-
2020
Persistent link: https://www.econbiz.de/10013206467
Saved in:
202
Alternative measures of underlying inflation in the euro area
Conflitti, Cristina
-
2020
Persistent link: https://www.econbiz.de/10012813781
Saved in:
203
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
204
On the efficient synthesis of short financial time series : a
Dynamic
Factor
Model
approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
205
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
206
Weekly economic activity : measurement and informational content
Wegmüller, Philipp
;
Glocker, Christian
;
Guggia, Valentino
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 228-243
Persistent link: https://www.econbiz.de/10014462777
Saved in:
207
Daily news sentiment and monthly surveys : a mixed-frequency
dynamic
factor
model
for nowcasting consumer confidence
Algaba, Andres
;
Borms, Samuel
;
Boudt, Kris
;
Verbeken, Brecht
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 266-278
Persistent link: https://www.econbiz.de/10014462779
Saved in:
208
Nowcasting German GDP : foreign factors, financial markets, and model averaging
Andreini, Paolo
;
Hasenzagl, Thomas
;
Reichlin, Lucrezia
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 298-313
Persistent link: https://www.econbiz.de/10014462781
Saved in:
209
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
210
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
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