Search Results - subject:"Faktorenanalyse"

Forecasting Kazakhstan's GDP based on a dynamic factor model with regularization

Akhmet, Alisher - 2026

Persistent link: https://www.econbiz.de/10015609234

Large and deep factor models

Kelly, Bryan T.; Kuznetsov, Boris; Malamud, Semyon; Xu, … - 2026

Persistent link: https://www.econbiz.de/10015609789

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Large (and deep) factor models

Kelly, Bryan T.; Kuznetsov, Boris; Malamud, Semyon; Xu, … - 2024

Book / Working Paper

Factor-augmented VARs with noisy factor proxies

Mönch, Emanuel; Soofi-Siavash, Soroosh - 2026

Persistent link: https://www.econbiz.de/10015613969

A projection-based approach for interactive fixed effects panel data models

Keilbar, Georg; Rodríguez Poo, Juan Manuel; Soberón, … - 2026

Persistent link: https://www.econbiz.de/10015554939

Gaussian maximum likelihood estimation of static and dynamic factor models

Zadrozny, Peter A. - 2026 - Original version: January 2026, this version: February 2026

The paper derives and proves results of Gaussian maximum likelihood estimation of constant unknowns (coefficients, covariances) and time-varying unknowns (factors, disturbances) of static and dynamic factor models and, thereby, extends the statistics and econometrics literatures on estimation...

Persistent link: https://www.econbiz.de/10015586766

A rotated dynamic factor model for the yield curve : squeezing out information when it matters

Casoli, Chiara; Lucchetti, Riccardo - 2026

The yield curve is widely regarded as a powerful descriptor of the economy and market expectations. A common approach to its statistical representation relies on a small number of factors summarizing the curve, which can then be used to forecast real economic activity. We argue that optimal...

Persistent link: https://www.econbiz.de/10015588201

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A rotated dynamic factor model for the yield curve : squeezing out information when it matters

Casoli, Chiara; Lucchetti, Riccardo - 2026

Book / Working Paper

The co-pricing factor zoo

Dickerson, Alexander; Julliard, Christian; Mueller, Philippe - 2026

Persistent link: https://www.econbiz.de/10015604105

Revealing Japan's CPI fluctuation mechanisms via a time-varying loading factor model

Noda, Hideo; Kyo, Koki; Fang, Fengqi - 2026

In this article, we examine the dynamic interdependencies among components of Japan's consumer price index (CPI) using a two-lag time-varying loading factor (TLTVLF) model. Whereas previous studies have typically decomposed CPI series into long-term trends, seasonal patterns, and cyclical...

Persistent link: https://www.econbiz.de/10015625864

Professional appraisal for social workers : a multidimensional model

Raboca, Horia Mihai - 2026

One of the most important priorities of the most recent research work regarding the professional appraisal (PA) process is to understand different aspects of the social workers' satisfaction with this particular type of professional evaluation. In this sense, this study addresses the imperative...

Persistent link: https://www.econbiz.de/10015628425

Empirical assessment of budget multipliers for current and capital expenditures in Kazakhstan

Bukenov, Аmantay - 2026

Persistent link: https://www.econbiz.de/10015638644