Search Results - subject:"Dynamic factor Models"

Can we use seasonally adjusted variables in dynamic factor models?

Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 377-391

Persistent link: https://www.econbiz.de/10011339427

EuroMInd-C : a disaggregate monthly indicator of economic activity for the Euro area and member countries

Grassi, Stefano; Proietti, Tommaso; Frale, Cecilia; … - In: International journal of forecasting 31 (2015) 3, pp. 712-738

Persistent link: https://www.econbiz.de/10011474534

Monitoring the world business cycle

Camacho, Maximo; Martínez-Martín, Jaime - In: Economic modelling 51 (2015), pp. 617-625

Persistent link: https://www.econbiz.de/10011476196

Measuring risk in fixed income portfolios using yield curve models

Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82

Persistent link: https://www.econbiz.de/10011441011

Measuring core inflation in South Africa

Du Plessis, Stan; Du Rand, Gideon; Kotzé, Kevin - In: The South African journal of economics 83 (2015) 4, pp. 527-548

Persistent link: https://www.econbiz.de/10011441916

Toward a more reliable picture of the economic activity : an application to Argentina

Camacho, Maximo; Dal Bianco, Marcos; Martínez-Martín, … - In: Economics letters 132 (2015), pp. 129-132

Persistent link: https://www.econbiz.de/10011431502

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Broto, Carmen; Pérez-Quirós, Gabriel - In: Journal of empirical finance 32 (2015), pp. 165-179

Persistent link: https://www.econbiz.de/10011556813

Firm dynamics and the origins of aggregate fluctuations

Stella, Andrea - In: Journal of economic dynamics & control 55 (2015), pp. 71-88

Persistent link: https://www.econbiz.de/10011587155

Business tendency surveys and macroeconomic fluctuations

Kaufmann, Daniel; Scheufele, Rolf - 2015

We investigate the information content of business tendency surveys for key macroeconomic variables in Switzerland. To summarise the information of a large data set of sectoral business tendency surveys we extract a small number of common factors by a principal components estimator. The...

Persistent link: https://www.econbiz.de/10010508347

Business Tendency Surveys and Macroeconomic Fluctuations

Kaufmann, Daniel; Scheufele, Rolf - KOF Swiss Economic Institute, Department of Management, … - 2015

Persistent link: https://www.econbiz.de/10011240546