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Search: subject:"Factor Models"
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Subject
All
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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Free
1,119
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576
CC license
23
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Book / Working Paper
1,110
Article
751
Other
13
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Working Paper
569
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541
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541
Graue Literatur
316
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316
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303
Article
28
Thesis
12
Aufsatz im Buch
9
Book section
9
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7
research-article
7
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3
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3
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3
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3
Collection of articles of several authors
2
Research Report
2
Sammelwerk
2
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1
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1
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1
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1,390
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457
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11
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7
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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
All
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...
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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
All
ECONIS (ZBW)
892
RePEc
647
EconStor
298
BASE
29
Other ZBW resources
7
USB Cologne (business full texts)
1
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421
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
422
Currency factors
Aloosh, Arash
;
Bekaert, Geert
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4042-4064
Persistent link: https://www.econbiz.de/10013369016
Saved in:
423
Tax compliance, public spending and happiness in Europe
Delgado Rodríguez, María Jesús
;
Lucas Santos, Sonia de
- In:
Corporate governance : international journal of …
22
(
2022
)
3
,
pp. 577-591
Persistent link: https://www.econbiz.de/10013369212
Saved in:
424
Estimation of high-dimensional
factor
models
with multiple structural changes
Wang, Lu
;
Wu, Jianhong
- In:
Economic modelling
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013347719
Saved in:
425
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
Saved in:
426
Betting against betting against beta
Novy-Marx, Robert
;
Velikov, Mihail
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 80-106
Persistent link: https://www.econbiz.de/10013350626
Saved in:
427
A nonlinear dynamic factor model of health and medical treatment
Peracchi, Franco
;
Rossetti, Claudio
- In:
Health economics
31
(
2022
)
6
,
pp. 1046-1066
Persistent link: https://www.econbiz.de/10013279313
Saved in:
428
Factor
models
with local factors : determining the number of relevant factors
Freyaldenhoven, Simon
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10013441833
Saved in:
429
Factor
models
with many assets : strong factors, weak factors, and the two-pass procedure
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10013441835
Saved in:
430
Kotlarski with a factor loading
Lewbel, Arthur
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 176-179
Persistent link: https://www.econbiz.de/10013441849
Saved in:
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