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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
All
ECONIS (ZBW) 415 RePEc 209 EconStor 131 BASE 4 Other ZBW resources 4
Showing 231 - 240 of 763
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Prévisions à l'immédiat, à court terme et rétrospectives du PIB trimestriel camerounais : analyse par un modèle à facteurs dynamiques
Bikaï, Jacques Landry; De Resende, Carlos - 2019
Persistent link: https://www.econbiz.de/10012177783
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Nowcasting GDP with a large factor model space
Eraslan, Sercan; Schröder, Maximilian - 2019
We propose a novel time-varying parameters mixed-frequency dynamic factor model which is integrated into a dynamic …
Persistent link: https://www.econbiz.de/10012119825
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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Persistent link: https://www.econbiz.de/10012134188
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Agnostic output gap estimation and decomposition in large cross-sections
Eckert, Florian; Sarferaz, Samad - 2019
This paper uses a Bayesian non-stationary dynamic factor model to extract common trends and cycles from large datasets …
Persistent link: https://www.econbiz.de/10012137316
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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus - 2019
Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...
Persistent link: https://www.econbiz.de/10012154125
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Global inflation synchronization
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2019
We study the extent of global inflation synchronization using a dynamic factor model in a large set of countries over a …
Persistent link: https://www.econbiz.de/10011980916
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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2019
We estimate a Markow-switching dynamic factor model with three states based on six leading business cycle indicators …
Persistent link: https://www.econbiz.de/10012098161
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Business Cycle Narratives
Larsen, Vegard H.; Thorsrud, Leif Anders - 2019
Research about narratives’ role in economics is scarce, while real word experience and research in other sciences suggest they matter a lot. This article proposes a view and methodology for quantifying the epidemiology of media narratives relevant to business cycles in the US, Japan, and...
Persistent link: https://www.econbiz.de/10012018159
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Global inflation synchronization
Ha, Jongrim; Kose, M. Ayhan; Ohnsorge, Franziska - 2019
We study the extent of global inflation synchronization using a dynamic factor model in a large set of countries over a …
Persistent link: https://www.econbiz.de/10012060220
Saved in:
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Modeling of economic and financial conditions for nowcasting and forecasting recessions: A unified approach
Çakmaklı, Cem; Demircan, Hamza; Altuğ, Sumru - 2019
the intertemporal link between their cyclical behavior. This method combines a dynamic factor model for the joint modeling …
Persistent link: https://www.econbiz.de/10012060224
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