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Search: subject:"Dynamic factor Model"
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Subject
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dynamic factor model
265
Dynamic factor model
213
Faktorenanalyse
199
Schätzung
192
Factor analysis
191
Estimation
185
Prognoseverfahren
167
Forecasting model
158
Theorie
128
Zeitreihenanalyse
128
Time series analysis
125
Theory
123
Dynamic Factor Model
97
Business cycle
90
Leading indicator
89
Frühindikator
88
Konjunktur
81
Volatility
69
Volatilität
68
Wirtschaftsprognose
68
Economic forecast
67
Economic indicator
63
Wirtschaftsindikator
63
Forecasting
57
Bruttoinlandsprodukt
56
Gross domestic product
56
VAR model
53
VAR-Modell
51
Nowcasting
49
Bayesian inference
48
Nationaleinkommen
48
Bayes-Statistik
47
Dynamische Wirtschaftstheorie
47
National income
47
Economic dynamics
44
EU-Staaten
43
EU countries
40
Welt
38
World
37
Inflation
36
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Free
445
Undetermined
196
CC license
15
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Book / Working Paper
432
Article
285
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4
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Working Paper
255
Article in journal
215
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215
Graue Literatur
156
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156
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148
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14
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4
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4
research-article
4
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3
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3
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2
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English
529
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168
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8
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7
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3
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2
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2
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1
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Author
All
Koopman, Siem Jan
26
Gupta, Rangan
17
Giannone, Domenico
15
Thorsrud, Leif Anders
15
Kabundi, Alain
14
Glocker, Christian
11
Mumtaz, Haroon
11
Modugno, Michele
10
Raknerud, Arvid
10
Reichlin, Lucrezia
10
Schwaab, Bernd
10
Bańbura, Marta
9
Cipollini, Andrea
9
Cristadoro, Riccardo
9
Funke, Michael
9
Jin, Xisong
9
Lenza, Michele
9
Reif, Magnus
9
Diebold, Francis X.
8
Luciani, Matteo
8
Ma, Jun
8
Ravazzolo, Francesco
8
Schröder, Maximilian
8
Vatne, Bjørn Helge
8
Barigozzi, Matteo
7
Herwartz, Helmut
7
Kapetanios, George
7
Korobilis, Dimitris
7
Shintani, Mototsugu
7
Siliverstovs, Boriss
7
Song, Dongho
7
Wegmüller, Philipp
7
Bäurle, Gregor
6
Creal, Drew
6
Fuleky, Peter
6
Koop, Gary
6
Lucas, Andre
6
Wolters, Maik H.
6
Çakmaklı, Cem
6
Barnett, William A.
5
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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...
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Working Paper
23
International journal of forecasting
21
Economic modelling
13
ECB Working Paper
12
MPRA Paper
11
CEPR Discussion Papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Tinbergen Institute Discussion Papers
8
Working Paper Series / European Central Bank
8
Applied economics
7
Discussion paper / Tinbergen Institute
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economic dynamics & control
7
KOF Working Papers
7
Tinbergen Institute Discussion Paper
7
Finance and economics discussion series
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
Working paper
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
Applied economics letters
4
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
Energy economics
4
Koç University - TÜSİAD Economic Research Forum working paper series
4
WIFO Working Papers
4
WIFO working papers
4
Working Paper / Norges Bank
4
Bundesbank Discussion Paper
3
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Source
All
ECONIS (ZBW)
381
RePEc
209
EconStor
123
BASE
4
Other ZBW resources
4
Showing
261
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270
of
721
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date (oldest first)
261
Analysis of the co-movement between local government debt risk and bank risk in China
Zheng, Changjun
;
Huang, Siwei
;
Qian, Ningyu
- In:
The Singapore economic review : journal of the Economic …
66
(
2021
)
3
,
pp. 807-835
Persistent link: https://www.econbiz.de/10012652712
Saved in:
262
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
263
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
264
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespingnani, …
- In:
Energy economics
98
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
Saved in:
265
Why business cycles diverge? : structural evidence from the European Union
Beck, Krzysztof
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014535795
Saved in:
266
Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar
;
Ruiz, Esther
;
Miranda, Karen
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
Saved in:
267
Robustness and the general
dynamic
factor
model
with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
268
Measuring real-financial connectedness in the US economy
Uluceviz, Erhan
;
Yılmaz, Kamil
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188338
Saved in:
269
Dissecting the financial cycle with dynamic factor models
Menden, Christian
;
Proaño, Christian R.
-
2017
synthetic financial cycle components that account for the majority of the variation in the data set using a
dynamic
factor
model
…
Persistent link: https://www.econbiz.de/10011984251
Saved in:
270
Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching
Dynamic
Factor
Model
. An Application to the German Business Cycle
Carstensen, Kai
;
Heinrich, Markus
;
Reif, Magnus
; …
-
2017
We estimate a Markow-switching
dynamic
factor
model
with three states based on six leading business cycle indicators …
Persistent link: https://www.econbiz.de/10011657178
Saved in:
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