Search Results - subject:"Hierarchical Factor Model"

Sharks and minnows in a shoal of words: measuring latent ideological positions of German economic research institutes based on text mining techniques

Diaf, Sami; Döpke, Jörg; Fritsche, Ulrich; Rockenbach, Ida - 2020

Using corpora of business cycle report sections dealing with monetary and fiscal policy issues from 1999 to 2017 and using methods of unsupervised text scaling (Slapin and Proksch, 2008; Lauderdale and Herzog, 2016), namely Wordfish and Wordshoal we scale the institutions' theoretical/ideological...

Persistent link: https://www.econbiz.de/10012264536

Sharks and minnows in a shoal of words : measuring latent ideological positions of German economic research institutes based on text mining techniques

Diaf, Sami; Döpke, Jörg; Fritsche, Ulrich; Rockenbach, Ida - 2020

Persistent link: https://www.econbiz.de/10012293464

Sharks and minnows in a shoal of words : measuring latent ideological positions based on text mining techniques

Diaf, Sami; Döpke, Jörg; Fritsche, Ulrich; Rockenbach, Ida - In: European journal of political economy 75 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10014246454

China's business cycles at the provincial level : national synchronization, interregional coordination and provincial idiosyncrasy

Liu, Dayu; Wang, Qiaoru; Song, Yang - In: International review of economics & finance : IREF 69 (2020), pp. 629-650

Persistent link: https://www.econbiz.de/10012487067

The role of regional and sectoral factors in Russian inflation developments

Deriugina, Elena; Karlova, Natalia; Ponomarenko, Alexey; … - In: Economic change and restructuring : empirical and … 52 (2019) 4, pp. 453-474

Persistent link: https://www.econbiz.de/10012258967

Local Inflation: Reconsidering the International Comovement of Inflation

Förster, Marcel; Tillmann, Peter - 2013

factor model that is able to decompose Consumer Price Index (CPI) inflation in a panel of countries into (i) a factor common …In this paper we reconsider the degree of international comovement of inflation rates. We use a dynamic hierarchical …

Persistent link: https://www.econbiz.de/10010294381

Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model

Nagayasu, Jun - Volkswirtschaftliche Fakultät, … - 2013

countries. More specifically, using the dynamic hierarchical factor model (Moench et al 2011), we decompose exchange rate …

Persistent link: https://www.econbiz.de/10011113457

Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model

Nagayasu, Jun - Economics Department, University of Strathclyde - 2013

countries. More specifically, using the dynamic hierarchical factor model (Moench et al 2011), we decompose exchange rate …

Persistent link: https://www.econbiz.de/10010826298

Local Inflation: Reconsidering the International Comovement of Inflation

Förster, Marcel; Tillmann, Peter - Volkswirtschaft Abteilung, Fachbereich … - 2013

Persistent link: https://www.econbiz.de/10010897858

The dynamics of international capital flows: Results from a dynamic hierarchical factor model

Förster, Marcel; Jorra, Markus; Tillmann, Peter - 2012

policy makers. We estimate a dynamic hierarchical factor model that is able to decompose inflows in a sample of 47 economies …

Persistent link: https://www.econbiz.de/10010294392