Search Results - subject:"Dynamic factor Model"

A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts

Nieuwenhuyze, Christophe Van - Nationale Bank van België/Banque national de Belqique (BNB) - 2006

statistical framework used is the One-sided Generalised Dynamic Factor Model developed by Forni, Hallin, Lippi and Reichlin (2005 …

Persistent link: https://www.econbiz.de/10005031947

Business cycle synchronisation in East Asia

Moneta, Fabio; Rüffer, Rasmus - European Central Bank - 2006

Against the background of the rapid inter- and intraregional integration of East Asia, we examine the extent and nature of synchronisation of business cycles in the region. We estimate various specifications of a dynamic common factor model for output growth of ten East Asian countries. A...

Persistent link: https://www.econbiz.de/10005530732

A generalised dynamic factor model for the Belgian economy : useful business cycle indicators and GDP growth forecasts

Van Nieuwenhuyze, Christophe - 2006

statistical framework used is the One-sided Generalised Dynamic Factor Model developed by Forni, Hallin, Lippi and Reichlin (2005 …

Persistent link: https://www.econbiz.de/10003343540

A dynamic factor analysis of business cycle on firm-level data

Alessi, Lucia (contributor); Barigozzi, Matteo (contributor) - 2006

We use the Generalized Dynamic Factor Model proposed by Forni et al. [2000] in order to study the dynamics of the rate … Studies, Pisa October 2006 Abstract We use the Generalized Dynamic Factor Model proposed by Forni et al. [2000] in order to … the work by Forni and Reichlin [1998], who apply a dynamic factor model àlaSargent and Sims [1977] for studying the …

Persistent link: https://www.econbiz.de/10003376249

A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts

Van Nieuwenhuyze, Christophe - 2006

statistical framework used is the One-sided Generalised Dynamic Factor Model developed by Forni, Hallin, Lippi and Reichlin (2005 …

Persistent link: https://www.econbiz.de/10011506602

Business cycle synchronisation in East Asia

Moneta, Fabio; Rüffer, Rasmus - 2006

Persistent link: https://www.econbiz.de/10011604717

An Empirical Analysis of Price Stickiness and Price Revision Behavior in Japan Using Micro CPI Data

Sonoda, Katsurako - Bank of Japan - 2006

this question, this paper applies a Generalized Dynamic Factor Model to individual CPI item data to examine if it is …

Persistent link: https://www.econbiz.de/10010907510

Australian labor market dynamics across the ages

Ponomareva, Natalia; Sheen, Jeffrey R. - In: Economic modelling 35 (2013), pp. 453-463

Persistent link: https://www.econbiz.de/10010336777

A real economic activity indicator for Turkey

Aruoba, S. Borağan; Sarikaya, Cagri - In: Central Bank review / The Central Bank of the Republic … 13 (2013) 1, pp. 15-29

Persistent link: https://www.econbiz.de/10010340433

Co-movement of government debt and economic growth in the euro-area : a Bayesian dynamic factor model analysis

Pan, Hurian; Wang, Chun - In: International economic journal 27 (2013) 4, pp. 625-643

Persistent link: https://www.econbiz.de/10010341014