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  • Search: subject:"Factor Models"
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Year of publication
Subject
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Faktorenanalyse 549 Factor analysis 506 factor models 502 Factor models 430 Theorie 413 Schätzung 385 Theory 375 Estimation 356 Prognoseverfahren 284 Forecasting model 256 Zeitreihenanalyse 206 Portfolio-Management 194 Time series analysis 194 CAPM 193 Portfolio selection 189 Kapitaleinkommen 185 Capital income 180 dynamic factor models 159 Dynamic factor models 142 Schätztheorie 121 Estimation theory 117 Volatilität 117 Factor Models 113 Volatility 112 Forecasting 99 Frühindikator 98 forecasting 97 Leading indicator 96 Börsenkurs 88 Dynamic Factor Models 87 Wirtschaftsprognose 86 Welt 85 Business cycle 84 Konjunktur 83 Panel 83 Share price 83 Economic forecast 81 Panel study 74 World 74 Bayes-Statistik 73
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Online availability
All
Free 1,119 Undetermined 576 CC license 23
Type of publication
All
Book / Working Paper 1,110 Article 751 Other 13
Type of publication (narrower categories)
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Working Paper 569 Article in journal 541 Aufsatz in Zeitschrift 541 Graue Literatur 316 Non-commercial literature 316 Arbeitspapier 303 Article 28 Thesis 12 Aufsatz im Buch 9 Book section 9 Hochschulschrift 7 research-article 7 Aufsatzsammlung 3 Conference paper 3 Konferenzbeitrag 3 Konferenzschrift 3 Collection of articles of several authors 2 Research Report 2 Sammelwerk 2 Amtsdruckschrift 1 Collection of articles written by one author 1 Conference Paper 1 Government document 1 Sammlung 1
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Language
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English 1,390 Undetermined 457 German 11 French 7 Spanish 6 Polish 2 Turkish 2 Portuguese 1
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Author
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Marcellino, Massimiliano 64 Kapetanios, George 57 Barigozzi, Matteo 44 Eickmeier, Sandra 36 Hallin, Marc 29 Lippi, Marco 26 Schumacher, Christian 26 Forni, Mario 24 Pesaran, M. Hashem 24 Ravazzolo, Francesco 23 Giannone, Domenico 21 Reichlin, Lucrezia 21 Banerjee, Anindya 20 Proietti, Tommaso 19 Chudik, Alexander 18 Doz, Catherine 17 Gobillon, Laurent 17 Luciani, Matteo 17 Alessi, Lucia 16 Grassi, Stefano 16 Hubrich, Kirstin 16 Koopman, Siem Jan 16 Magnac, Thierry 16 Zaffaroni, Paolo 16 Capasso, Marco 15 Heckman, James J. 15 Breitung, Jörg 14 Lucas, André 13 Casarin, Roberto 12 Masten, Igor 12 Weidner, Martin 12 Bai, Jushan 11 Bystrov, Victor 11 Modugno, Michele 11 Piatek, Rémi 11 Rua, António 11 Rünstler, Gerhard 11 Wolf, Michael 11 Bailey, Natalia 10 Barhoumi, Karim 10
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Institution
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C.E.P.R. Discussion Papers 39 European Central Bank 28 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 27 Deutsche Bundesbank 20 Banque de France 15 School of Economics and Finance, Queen Mary 13 Institute for the Study of Labor (IZA) 10 School of Economics and Management, University of Aarhus 10 CESifo 9 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 9 Department of Economics, European University Institute 9 Society for Computational Economics - SCE 9 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 8 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 8 Banca d'Italia 7 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 7 Université Paris-Dauphine (Paris IX) 7 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 6 Tinbergen Instituut 6 Banco de España 5 Institut für Weltwirtschaft (IfW) 5 Reserve Bank of Australia 5 Department of Economics and Business, Universitat Pompeu Fabra 4 Department of Economics, Oxford University 4 Department of Economics, University of Pennsylvania 4 Faculty of Economics, University of Cambridge 4 HAL 4 Instituto Valenciano de Investigaciones Económicas (IVIE) 4 International Monetary Fund (IMF) 4 Norges Bank 4 Türkiye Cumhuriyet Merkez Bankası 4 Center for Financial Studies 3 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 3 Departamento de Estadistica, Universidad Carlos III de Madrid 3 Department of Economics, University of Birmingham 3 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 3 Econometric Society 3 Nationale Bank van België/Banque national de Belqique (BNB) 3 Tinbergen Institute 3 Université Paris-Dauphine 3
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Published in...
All
Journal of econometrics 48 CEPR Discussion Papers 39 Working Paper 34 ECB Working Paper 32 International journal of forecasting 27 Working Paper Series / European Central Bank 27 MPRA Paper 26 IZA Discussion Papers 25 Discussion paper / Tinbergen Institute 19 Economics letters 19 Tinbergen Institute Discussion Paper 19 Discussion papers / CEPR 18 CESifo Working Paper 17 Discussion Paper Series 1 17 Discussion Paper Series 1: Economic Studies 17 Working paper 17 Economic modelling 16 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 15 Journal of financial economics 15 Working papers / Banque de France 15 International Journal of Forecasting 13 Working Papers / School of Economics and Finance, Queen Mary 13 CESifo working papers 11 Journal of applied econometrics 11 Journal of banking & finance 11 Journal of forecasting 11 SSE/EFI Working Paper Series in Economics and Finance 11 CREATES Research Papers 10 ECARES working paper 10 Journal of Econometrics 10 The North American journal of economics and finance : a journal of financial economics studies 10 CESifo Working Paper Series 9 CIRANO Working Papers 9 Discussion paper series / IZA 9 Economics Working Papers / Department of Economics, European University Institute 9 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 9 Finance research letters 9 International review of financial analysis 9 Journal of empirical finance 9 SFB 649 Discussion Paper 9
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Source
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ECONIS (ZBW) 892 RePEc 647 EconStor 298 BASE 29 Other ZBW resources 7 USB Cologne (business full texts) 1
Showing 221 - 230 of 1,874
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A factor model for Cryptocurrency returns
Bianchi, Daniele; Babiak, Mykola - 2021
Persistent link: https://www.econbiz.de/10012792799
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Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 863-882
Persistent link: https://www.econbiz.de/10012795004
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Nowcasting Colombian economic activity: DFM and Factor-MIDAS approaches
Galeano-Ramírez, Franky Juliano; Martínez-Cortés, … - 2021
Persistent link: https://www.econbiz.de/10012805508
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When do investors go green? : evidence from a time-varying asset-pricing model
Alessi, Lucia; Ossola, Elisa; Panzica, Roberto Calogero - 2021
This paper studies the evolution of the greenium, i.e. a risk premium linked to firms' greenness and environmental transparency, based on individual stock returns. We estimate an asset pricing model with time-varying risk premia, where the greenium is associated to a priced 'greenness and...
Persistent link: https://www.econbiz.de/10012813579
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Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios; Musolesi, Antonio; Simioni, Michel - 2021
Persistent link: https://www.econbiz.de/10013170703
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Forecasting economic activity using preselected predictors : the case of Cyprus
Anaxagorou, Christiana; Pashourtidou, Nicoletta - 2021
Persistent link: https://www.econbiz.de/10014334197
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A bias-corrected CD test for error cross-sectional dependence in panel data models with latent factors
Pesaran, M. Hashem; Xie, Yimeng - 2021
Persistent link: https://www.econbiz.de/10013259565
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The market price of greenness : a factor pricing approach for Green Bonds
Bertelli, Beatrice; Boero, Gianna; Torricelli, Costanza - 2021
Persistent link: https://www.econbiz.de/10013189230
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Macroeconomic forecasting and evaluation with supervised and neural network reinforced factor models
Umbach, Simon Lineu - 2021
Persistent link: https://www.econbiz.de/10013166034
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Comovements in military spending : evidence from a dynamic factor model with time-varying stochastic volatility
Isomitdinov, Hasan; Lee, Junsoo; Payne, James E. - In: Defence and peace economics 34 (2023) 1, pp. 13-35
Persistent link: https://www.econbiz.de/10013549837
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