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  • Search: subject:"General dynamic factor model"
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Year of publication
Subject
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general dynamic factor model 3 Bayesian estimation 2 DSGE model 2 Euro area 2 Information content of money 2 New Keynesian model 2 P* model 2 Time series analysis 2 Two-pillar Phillips curve 2 VAR model 2 Zeitreihenanalyse 2 inflation forecasting 2 Correlation 1 Dimension reduction 1 Dynamische Wirtschaftstheorie 1 Dynamisches Gleichgewicht 1 Economic dynamics 1 Economic indicator 1 Estimation 1 Estimation theory 1 Europäische Wirtschafts- und Währungsunion 1 Factor analysis 1 Faktorenanalyse 1 Forecast 1 Forecasting model 1 Geldpolitik 1 Geldtheorie 1 General dynamic factor model 1 Inflation 1 Jumps 1 Korrelation 1 Large panels 1 New-Keynesian Phillips Curve 1 Panel 1 Panel study 1 Prognose 1 Prognoseverfahren 1 Robust statistics 1 Robustes Verfahren 1 Robustness 1
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Online availability
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Free 3 CC license 1 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 1
Language
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English 4
Author
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Berger, Helge 2 Hallin, Marc 2 Stavrev, Emil 2 Hotta, Luiz K. 1 Mazzeu, João H. G. 1 Pereira, Pedro L. Valls 1 Trucíos, Carlos 1
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Institution
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Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1
Published in...
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Discussion Papers / Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1 Diskussionsbeiträge 1 Econometrics : open access journal 1 International journal of forecasting 1
Source
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ECONIS (ZBW) 2 EconStor 1 RePEc 1
Showing 1 - 4 of 4
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Manfred Deistler and the general-dynamic-factor-model approach to the statistical analysis of high-dimensional time series
Hallin, Marc - In: Econometrics : open access journal 10 (2022) 4, pp. 1-9
For more than half a century, Manfred Deistler has been contributing to the construction of the rigorous theoretical foundations of the statistical analysis of time series and more general stochastic processes. Half a century of unremitting activity is not easily summarized in a few pages. In...
Persistent link: https://www.econbiz.de/10013533262
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Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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The information content of money in forecasting Euro area inflation
Berger, Helge; Stavrev, Emil - 2008
This paper contributes to the debate on the role of money in monetary policy by analyzing the information content of money in forecasting euro-area inflation. We compare the predictive performance within and among various classes of structural and empirical models in a consistent framework using...
Persistent link: https://www.econbiz.de/10010299146
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Cover Image
The information content of money in forecasting Euro area inflation
Berger, Helge; Stavrev, Emil - Fachbereich Wirtschaftswissenschaft, Freie Universität … - 2008
This paper contributes to the debate on the role of money in monetary policy by analyzing the information content of money in forecasting euro-area inflation. We compare the predictive performance within and among various classes of structural and empirical models in a consistent framework using...
Persistent link: https://www.econbiz.de/10008533509
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