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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
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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 251 - 260 of 763
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Impact of COVID-19 pandemic risk and lockdown on the Indian economy
Bhadury, Soumya; Kamate, Vidya; Nath, Siddhartha - 2022
Persistent link: https://www.econbiz.de/10013197643
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Construction of an economic activity indicator for Turkey
Çelgin, Aysu; Akbostancı, Elif - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2229-2242
Persistent link: https://www.econbiz.de/10013190352
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Macroeconometric forecasting using a cluster of dynamic factor models
Glocker, Christian; Kaniovski, Serguei - In: Empirical economics : a quarterly journal of the … 63 (2022) 1, pp. 43-91
Persistent link: https://www.econbiz.de/10013440263
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Nowcasting real GDP for Saudi Arabia
Alkhareif, Ryadh M.; Barnett, William A. - In: Open economies review 33 (2022) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10013273192
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Financial integration or financial fragmentation? : a euro area perspective
Arce-Alfaro, Gabriel; Blagov, Boris - In: Economic modelling 114 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013367595
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Human capital dynamics in China : evidence from a club convergence approach
Mendoza, Octasiano M. Valerio; Borsi, Mihály Tamás; … - In: Journal of Asian economics 79 (2022), pp. 1-44
Persistent link: https://www.econbiz.de/10013431205
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Comovements and spillovers in international commercial and residential real estate markets
Kishor, N. Kundan - In: Journal of European Real Estate Research 15 (2022) 3, pp. 311-331
/methodology/approach The authors apply a modified version of the dynamic factor model to commercial and residential real estate prices in the … Euro area, Hong Kong, Singapore and the USA. This modified dynamic factor model decomposes price growth in these two real …
Persistent link: https://www.econbiz.de/10014862838
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Dinâmica da pobreza, mudanças macroeconômicas e disparidades regionais no Brasil
Assis, Dércio Nonato Chaves de; Linhares, Fabrício … - In: Pesquisa e planejamento econômico : PPE 48 (2018) 2, pp. 57-96
Persistent link: https://www.econbiz.de/10012518800
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How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - 2018
We propose a dynamic factor model with time-varying parameters and stochastic volatility to analyze the relationship …
Persistent link: https://www.econbiz.de/10011929696
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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
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