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  • Search: subject:"Dynamic factor Models"
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Year of publication
Subject
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dynamic factor models 167 Dynamic factor models 147 Faktorenanalyse 132 Factor analysis 126 Prognoseverfahren 100 Schätzung 97 Forecasting model 95 Theorie 92 Zeitreihenanalyse 92 Estimation 90 Time series analysis 90 Dynamic Factor Models 87 Theory 85 Business cycle 49 Konjunktur 49 Dynamische Wirtschaftstheorie 42 Economic dynamics 40 Frühindikator 39 Volatilität 39 Leading indicator 38 Volatility 37 forecasting 36 Schock 34 Shock 34 Wirtschaftsprognose 31 Economic forecast 30 Konjunkturzusammenhang 30 EU-Staaten 29 Welt 27 World 27 Forecasting 26 Business cycle synchronization 24 Financial crisis 23 Inflation 23 EU countries 22 Finanzkrise 22 State space model 22 VAR-Modell 22 Zustandsraummodell 22 Bayes-Statistik 21
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Online availability
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Free 309 Undetermined 117 CC license 7
Type of publication
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Book / Working Paper 301 Article 143 Other 9
Type of publication (narrower categories)
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Working Paper 169 Article in journal 111 Aufsatz in Zeitschrift 111 Arbeitspapier 97 Graue Literatur 97 Non-commercial literature 97 Article 8 Thesis 4 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Research Report 1 Sammelwerk 1 Sammlung 1 research-article 1
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Language
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English 343 Undetermined 102 Spanish 4 French 3 Polish 1
Author
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Hallin, Marc 28 Barigozzi, Matteo 22 Lippi, Marco 20 Forni, Mario 19 Proietti, Tommaso 19 Marcellino, Massimiliano 18 Reichlin, Lucrezia 15 Eickmeier, Sandra 12 Giannone, Domenico 12 Luciani, Matteo 12 Rünstler, Gerhard 11 Banerjee, Anindya 10 Frale, Cecilia 10 Grassi, Stefano 10 Amstad, Marlene 9 Koopman, Siem Jan 9 Zaffaroni, Paolo 9 Ha, Jongrim 8 Kose, M. Ayhan 8 Masten, Igor 8 Mazzi, Gian Luigi 8 Barhoumi, Karim 7 Kappler, Marcus 7 Lucchetti, Riccardo 7 Marczak, Martyna 7 Mazzi, Gianluigi 7 Otrok, Christopher M. 7 Prasad, Eswar S. 7 Schleer, Frauke 7 Senyuz, Zeynep 7 Camacho, Maximo 6 Caporale, Guglielmo Maria 6 Corona, Francisco 6 Dijk, Dick van 6 Doz, Catherine 6 Potjagailo, Galina 6 Ruiz, Esther 6 Soccorsi, Stefano 6 Wolters, Maik H. 6 Barhoumi, K. 5
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Institution
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C.E.P.R. Discussion Papers 14 European Central Bank 7 Banque de France 5 Deutsche Bundesbank 5 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Banco de España 3 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 3 Department of Economics, European University Institute 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Banca d'Italia 2 Bank for International Settlements (BIS) 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centro Ricerche Nord Sud (CRENoS) 2 Department of Economics, University of Birmingham 2 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 2 Economic Research Southern Africa (ERSA) 2 Nationale Bank van België/Banque national de Belqique (BNB) 2 Oesterreichische Nationalbank 2 School of Economics and Management, University of Aarhus 2 Society for Computational Economics - SCE 2 Tinbergen Instituut 2 Agricultural and Applied Economics Association - AAEA 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 EconWPA 1 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 1 Eesti Pank 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim 1 Fondazione ENI Enrico Mattei (FEEM) 1 Fundación BBVA 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1
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Published in...
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CEPR Discussion Papers 14 Journal of econometrics 12 International journal of forecasting 11 Working paper 10 Discussion paper / Tinbergen Institute 9 ECARES working paper 9 Tinbergen Institute Discussion Paper 9 ECB Working Paper 8 Discussion papers / CEPR 6 Working Paper Series / European Central Bank 6 Discussion Paper Series 1 5 Discussion Paper Series 1: Economic Studies 5 Econometrics : open access journal 5 International Journal of Forecasting 5 MPRA Paper 5 Working Paper 5 Working Papers ECARES 5 Working papers / Banque de France 5 Economic modelling 4 Economics : the open-access, open-assessment e-journal 4 Economics Discussion Papers 4 Journal of international money and finance 4 SFB 649 Discussion Paper 4 Banco de España Working Papers 3 CAMA working paper series 3 CEIS Research Paper 3 Computational economics 3 Documentos de trabajo / Banco de España 3 Economics : the open-access, open-assessment journal 3 Economics Letters 3 Economics Working Papers / Department of Economics, European University Institute 3 Economics letters 3 Economics: The Open-Access, Open-Assessment E-Journal 3 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Macroeconomic dynamics 3 NBB Working Paper 3 SFB 649 Discussion Papers 3 Staff Report 3 Tinbergen Institute Discussion Papers 3 Working paper / National Bank of Belgium / National Bank of Belgium 3
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Source
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ECONIS (ZBW) 217 RePEc 141 EconStor 81 BASE 13 Other ZBW resources 1
Showing 151 - 160 of 453
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Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - In: Journal of econometrics 221 (2021) 2, pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; … - In: Journal of econometrics 222 (2021) 1,2, pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
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Throughput forecasting of different types of cargo in the Adriatic Seaport Koper
Dragan, Dejan; Keshavarzsaleh, Abolfazl; Intihar, Marko; … - In: Maritime policy & management 48 (2021) 1, pp. 19-45
Persistent link: https://www.econbiz.de/10012484427
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Advances in nowcasting economic activity : secular trends, large shocks and new data
Antolin-Diaz, Juan; Drechsel, Thomas; Petrella, Ivan - 2021
Persistent link: https://www.econbiz.de/10012492632
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What moves treasury yields?
Mönch, Emanuel; Soofi-Siavash, Soroosh - 2021
Persistent link: https://www.econbiz.de/10012498409
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The macroeconomic response to real and financial factors, commodity prices, and monetary policy : International evidence
Siklos, Pierre L. - In: Economic systems 45 (2021) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10012798128
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30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Escribano, Álvaro; Peña, Daniel; Ruiz, Esther - In: International journal of forecasting 37 (2021) 4, pp. 1333-1337
Persistent link: https://www.econbiz.de/10013274271
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Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach
Proietti, Tommaso; Giovannelli, Alessandro; Ricchi, Ottavio - In: International journal of forecasting 37 (2021) 4, pp. 1376-1398
Persistent link: https://www.econbiz.de/10013274282
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Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco; Hoogerkamp, Meindert Heres; … - In: International journal of forecasting 37 (2021) 4, pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
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Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel; Smucler, Ezequiel; Yohai, Victor J. - In: International journal of forecasting 37 (2021) 4, pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
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