Search Results - subject:"Dynamic factor Model"

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Nowcasting del PIB de México usando modelos de factores y ecuaciones puente

Gálvez-Soriano, Oscar de J. - 2018

This paper evaluates five Nowcasting models that forecast Mexico's quarterly GDP: a Dynamic Factor Model (MFD), two …

Persistent link: https://www.econbiz.de/10011868207

Forecasting the production side of GDP

Bäurle, Gregor; Steiner, Elizabeth; Züllig, Gabriel - 2018

Persistent link: https://www.econbiz.de/10011948339

Measuring real-financial connectedness in the U.S. economy

Uluceviz, Erhan; Yılmaz, Kamil - 2018

derive a real activity index (RAI) from a dynamic factor model of the real sector variables only. The behavior of RAI over …

Persistent link: https://www.econbiz.de/10011899766

The evolving impact of global, region-speci c and country-speci c uncertainty

Mumtazy, Haroon; Mussoz, Alberto - 2018

We develop a dynamic factor model with time-varying parameters and stochastic volatility, estimate it with several …

Persistent link: https://www.econbiz.de/10011904508

Common and country speci c factors in the distribution of real wages

Chatzivgeri, Eleni; Mumtazy, Haroon; Tavasciz, Daniela; … - 2018

We use a dynamic factor model to consider if real wage growth in the US, UK and Germany at different percentiles of the …

Persistent link: https://www.econbiz.de/10011895003

A note on the predictive power of survey data in nowcasting euro area GDP

Kurz-Kim, Jeong-Ryeol - 2018

analysis, we use a modified dynamic factor model which takes three refinements for the standard dynamic factor model of Stock …

Persistent link: https://www.econbiz.de/10011846875

A multi-country approach to analysing the euro area output gap

Huber, Florian; Piribauer, Philipp - 2018

We develop a multivariate dynamic factor model that exploits euro area country-specific information on output and …

Persistent link: https://www.econbiz.de/10011806537

The evolving impact of global, region-specific and country-specific uncertainty

Mumtaz, Haroon; Musso, Alberto - 2018

We build a dynamic factor model with time-varying parameters and stochastic volatility and use it to decompose the …

Persistent link: https://www.econbiz.de/10011856363

Measuring financial systemic stress for Turkey : a search for the best composite indicator

Gülenay Chadwick, Meltem; Öztürk, Hüseyin - Türkiye Cumhuriyet Merkez Bankası - 2018

Persistent link: https://www.econbiz.de/10011957868

Nowcasting Australia's gross domestic product

Grant, Angelia L. - 2018

This paper adopts the methodology developed by the Federal Reserve Bank of Atlanta to nowcast the expenditure components of Gross Domestic Product (GDP) for the Australian economy. The aim is to help assess the current state of the economy and to assist with macroeconomic forecasting. A range of...

Persistent link: https://www.econbiz.de/10012126572

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