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Search: subject:"Dynamic hierarchical factor model"
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dynamic hierarchical factor model
13
Factor analysis
9
Faktorenanalyse
9
Globalization
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Welt
9
Theorie
8
Theory
8
World
8
global finance uncertainty multiplier
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structural VAR
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world output loss
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Dynamic hierarchical factor model
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Financial crisis
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Finanzkrise
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Global Financial Uncertainty
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Bruttoinlandsprodukt
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Gross domestic product
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International financial market
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Internationaler Finanzmarkt
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VAR model
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VAR-Modell
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Globalisierung
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Inflation
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Capital flows
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Schätzung
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Dynamic Hierarchical Factor Model
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Estimation
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variance decomposition
3
Business cycle synchronization
2
Emerging economies
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Energy Prices
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Energy prices
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Financial crises
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Kapitalimport
2
Kapitalmobilität
2
Konjunkturzusammenhang
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English
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Caggiano, Giovanni
8
Castelnuovo, Efrem
8
Förster, Marcel
8
Tillmann, Peter
8
Jorra, Markus
4
Nagayasu, Jun
3
Deriugina, Elena
1
Halberstadt, Arne
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Karlova, Natalia
1
Kocsis, Zalan
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Liu, Dayu
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Monostori, Zoltán
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Song, Yang
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Volkswirtschaft Abteilung, Fachbereich Wirtschaftswissenschaften
2
Economics Department, University of Strathclyde
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Scottish Institute for Research in Economics (SIRE)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MAGKS Joint Discussion Paper Series in Economics
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ECONIS (ZBW)
12
RePEc
7
EconStor
4
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21
Reconsidering the international comovement of iInflation
Förster, Marcel
;
Tillmann, Peter
- In:
Open economies review
25
(
2014
)
5
,
pp. 841-863
Persistent link: https://www.econbiz.de/10010486530
Saved in:
22
Co-movements in Real Effective Exchange Rates: Evidence from the
Dynamic
Hierarchical
Factor
Model
Nagayasu, Jun
-
Scottish Institute for Research in Economics (SIRE)
-
2013
countries. More specifically, using the
dynamic
hierarchical
factor
model
(Moench et al. (2011)), we decompose exchange rate …
Persistent link: https://www.econbiz.de/10010722655
Saved in:
23
Analyzing the term structure of interest rates with macroeconomic factor models
Halberstadt, Arne
-
2013
Persistent link: https://www.econbiz.de/10010236551
Saved in:
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