Search Results - subject:"Dynamic factor Model"

Forecasting with mixed-frequency factor models in the presence of common trends

Fuleky, Peter; Bonham, Carl Stanley - In: Macroeconomic dynamics 19 (2015) 4, pp. 753-775

Persistent link: https://www.econbiz.de/10011309214

What does financial volatility tell us about macroeconomic fluctuations?

Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360

Persistent link: https://www.econbiz.de/10011474221

Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections

Bańbura, Marta; Giannone, Domenico; Lenza, Michele - In: International journal of forecasting 31 (2015) 3, pp. 739-756

Persistent link: https://www.econbiz.de/10011474544

Understanding the common dynamics of the emerging market currencies

Gülenay Chadwick, Meltem; Fazilet, Fatih; Tekatli, Necati - In: Economic modelling 49 (2015), pp. 120-136

Persistent link: https://www.econbiz.de/10011439504

Understanding housing market volatility

Fairchild, Joseph; Ma, Jun; Wu, Shu - In: Journal of money, credit and banking : JMCB 47 (2015) 7, pp. 1309-1337

Persistent link: https://www.econbiz.de/10011402439

Globalisation effect measure via hierarchical dynamic factor modelling

Reklaitė, Agnė - In: Equilibrium : quarterly journal of economics and … 10 (2015) 3, pp. 139-149

Persistent link: https://www.econbiz.de/10011499181

Ocenka trendovoj infljacii dlja Belarusi : monetarnyj podchod

Bezborodova, A. V. - In: Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj … (2015) 4, pp. 58-71

Persistent link: https://www.econbiz.de/10011456096

Decomposing household, professional and market forecasts on inflation : a dynamic factor model analysis

Palardy, Joseph; Ovaska, Tomi - In: Applied economics 47 (2015) 19/21, pp. 2092-2101

Persistent link: https://www.econbiz.de/10010513341

The evolution of economic convergence in the European Union

Borsi, Mihály; Metiu, Norbert - In: Empirical Economics 48 (2015) 2, pp. 657-681

This paper investigates per capita real income convergence in the European Union (EU) within a non-linear latent factor framework. We establish a set of novel stylized facts on economic convergence between 1970 and 2010 in light of the institutional changes and macroeconomic adjustment processes...

Persistent link: https://www.econbiz.de/10011240920

What does financial volatility tell us about macroeconomic fluctuations?

Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of Economic Dynamics and Control 52 (2015) C, pp. 340-360

factor model, we identify two distinct volatility regimes, and show that the high-volatility regime provides early signals of … similar conclusions under the assumption of noisy revisions in macroeconomic data. In a nonlinear extension of the dynamic …

Persistent link: https://www.econbiz.de/10011209218