Search Results - subject:"Generalized dynamic factor model"

A study on the influencing factors of tourism demand from mainland China to Hong Kong

Liu, Han; Liu, Wei; Wang, Yonglian - In: Journal of hospitality & tourism research : JHTR ; the … 45 (2021) 1, pp. 171-191

Persistent link: https://www.econbiz.de/10012426113

Tracking changes in the intensity of financial sector's systemic risk

Jin, Xisong; Nadal-De Simone, Francisco - 2016

Persistent link: https://www.econbiz.de/10011565377

Dinámicas e integración de los mercados financieros de los países del TLCAN

Anguiano-Pita, Javier Emmanuel; Ruiz-Porras, Antonio - In: Lecturas de economía 92 (2020), pp. 67-100

Persistent link: https://www.econbiz.de/10013383850

Core inflation indicators for Saudi Arabia

Alkhareif, Ryadh M.; Barnett, William A. - 2015

Persistent link: https://www.econbiz.de/10010531026

Investment funds' vulnerabilities : a tail-risk dynamic CIMDO approach

Jin, Xisong; Nadal-De Simone, Francisco - 2015

Persistent link: https://www.econbiz.de/10011542356

CORE INFLATION INDICATORS FOR SAUDI ARABIA

Barnett, William; Alkhareif, Ryadh M. - Department of Economics, University of Kansas - 2015

This paper constructs and analyzes core inflation indicators for Saudi Arabia for the period of March 2012 to May 2014 using two alternative approaches: the Exclusion Method (ex food and housing/rent) and the Statistical Method. The findings of the analysis suggest that the ex food and...

Persistent link: https://www.econbiz.de/10011227897

Banking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach

Jin, Xisong; Simone, Francisco Nadal De - Central Bank of Luxembourg - 2013

generalized dynamic factor model (GDFM) supplemented by a dynamic t-copula. The framework models banks? default dependence …

Persistent link: https://www.econbiz.de/10010631759

An Early-warning and Dynamic Forecasting Framework of Default Probabilities for the Macroprudential Policy Indicators Arsenal

Jin, Xisong; Simone, Francisco Nadal De - Central Bank of Luxembourg - 2012

Generalized Dynamic Factor Model into a dynamic t-copula as a mechanism for obtaining banks? dependence, this paper develops a …

Persistent link: https://www.econbiz.de/10010826820

Forecasting tourism demand with composite search index

Li, Xin; Pan, Bing; Law, Rob; Huang, Xiankai - In: Tourism management : research, policies, practice 59 (2017), pp. 57-66

Persistent link: https://www.econbiz.de/10011642556

Core inflation indicators for Saudi Arabia

Alkhareif, Ryadh M.; Barnett, William A. - In: Panoeconomicus 62 (2015) 3, pp. 257-266

Persistent link: https://www.econbiz.de/10011298547

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