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  • Search: subject:"Dynamic factor model"
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Year of publication
Subject
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dynamic factor model 268 Dynamic factor model 213 Faktorenanalyse 199 Schätzung 194 Factor analysis 191 Estimation 187 Prognoseverfahren 169 Forecasting model 160 Theorie 130 Zeitreihenanalyse 130 Time series analysis 127 Theory 125 Dynamic Factor Model 98 Business cycle 90 Leading indicator 89 Frühindikator 88 Konjunktur 81 Volatility 70 Volatilität 69 Wirtschaftsprognose 68 Economic forecast 67 Economic indicator 64 Wirtschaftsindikator 64 Bruttoinlandsprodukt 57 Forecasting 57 Gross domestic product 57 VAR model 53 VAR-Modell 51 Nationaleinkommen 49 Nowcasting 49 Bayesian inference 48 National income 48 Bayes-Statistik 47 Dynamische Wirtschaftstheorie 47 Economic dynamics 44 EU-Staaten 43 EU countries 40 Welt 39 World 38 Inflation 37
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Online availability
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Free 448 Undetermined 197 CC license 15
Type of publication
All
Book / Working Paper 435 Article 286 Other 4
Type of publication (narrower categories)
All
Working Paper 257 Article in journal 216 Aufsatz in Zeitschrift 216 Graue Literatur 159 Non-commercial literature 159 Arbeitspapier 150 Article 14 Aufsatz im Buch 4 Book section 4 research-article 4 Conference paper 3 Konferenzbeitrag 3 Hochschulschrift 2 Amtsdruckschrift 1 Government document 1 Konferenzschrift 1 Preprint 1 Research Report 1
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Language
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English 533 Undetermined 168 Spanish 8 Portuguese 7 French 3 German 2 Russian 2 Polish 1 Turkish 1
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Author
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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
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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...
All
Working Paper 23 International journal of forecasting 21 Economic modelling 13 ECB Working Paper 12 MPRA Paper 11 CEPR Discussion Papers 9 Discussion paper / Tinbergen Institute 8 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 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 Economic systems 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
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Source
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ECONIS (ZBW) 385 RePEc 209 EconStor 123 BASE 4 Other ZBW resources 4
Showing 211 - 220 of 725
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Financial integration or financial fragmentation? : a euro area perspective
Arce-Alfaro, Gabriel; Blagov, Boris - In: Economic modelling 114 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013367595
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A neural network ensemble approach for GDP forecasting
Longo, Luigi; Riccaboni, Massimo; Rungi, Armando - In: Journal of economic dynamics & control 134 (2022), pp. 1-29
Persistent link: https://www.econbiz.de/10013383759
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Macroeconometric forecasting using a cluster of dynamic factor models
Glocker, Christian; Kaniovski, Serguei - In: Empirical economics : a quarterly journal of the … 63 (2022) 1, pp. 43-91
Persistent link: https://www.econbiz.de/10013440263
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Human capital dynamics in China : evidence from a club convergence approach
Mendoza, Octasiano M. Valerio; Borsi, Mihály Tamás; … - In: Journal of Asian economics 79 (2022), pp. 1-44
Persistent link: https://www.econbiz.de/10013431205
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Nowcasting real GDP for Saudi Arabia
Alkhareif, Ryadh M.; Barnett, William A. - In: Open economies review 33 (2022) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10013273192
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Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan; Marfatia, Hardik A.; Pierdzioch, Christian; … - In: The journal of real estate finance and economics 64 (2022) 4, pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
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Construction of an economic activity indicator for Turkey
Çelgin, Aysu; Akbostancı, Elif - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2229-2242
Persistent link: https://www.econbiz.de/10013190352
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Impact of COVID-19 pandemic risk and lockdown on the Indian economy
Bhadury, Soumya; Kamate, Vidya; Nath, Siddhartha - 2022
Persistent link: https://www.econbiz.de/10013197643
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Uncertain kingdom : nowcasting gross domestic product and its revisions
Anesti, Nikoleta; Galvão, Ana Beatriz C.; … - In: Journal of applied econometrics 37 (2022) 1, pp. 42-62
Persistent link: https://www.econbiz.de/10013165171
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Comovements and spillovers in international commercial and residential real estate markets
Kishor, N. Kundan - In: Journal of European Real Estate Research 15 (2022) 3, pp. 311-331
/methodology/approach The authors apply a modified version of the dynamic factor model to commercial and residential real estate prices in the … Euro area, Hong Kong, Singapore and the USA. This modified dynamic factor model decomposes price growth in these two real …
Persistent link: https://www.econbiz.de/10014862838
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