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  • Search: subject:"Multilevel factor model"
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Year of publication
Subject
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Bayesian inference 5 Bayes-Statistik 4 Factor analysis 4 Faktorenanalyse 4 Multilevel factor model 4 VAR model 4 VAR-Modell 4 multilevel factor model 4 EU countries 3 EU-Staaten 3 Euro area 3 Eurozone 3 Finanzpolitik 3 Fiscal policy 3 Schock 3 Shock 3 Central scal capacity 2 Cross-equation restrictions 2 European Stability Mechanism 2 Europäischer Stabilitätsmechanismus 2 Impulse response function 2 Macroeconomic stabilisation 2 Spillover effects 2 State space model 2 Statistical error 2 Statistischer Fehler 2 Theorie 2 Theory 2 Zustandsraummodell 2 macroeconomic stabilisation 2 Anleihe 1 Bayesianinference 1 Bond 1 Capital income 1 Central fiscal capacity 1 Economic growth 1 Forecasting model 1 Global factors 1 Kapitaleinkommen 1 Local factors 1
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Online availability
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Free 5 Undetermined 2
Type of publication
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Article 4 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 8
Author
All
Beetsma, Roel 4 Cimadomo, Jacopo 4 Bai, Jushan 2 Spronsen, Josha van 2 Wang, Peng 2 González-Rivera, Gloria 1 Ladas, Avgoustinos 1 Rodríguez-Caballero, Carlos Vladimir 1 Ruiz, Esther 1 Spronsen, Josha 1 Van Spronsen, Josha 1 Venetis, Ioannis A. 1
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Published in...
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Bulletin of applied economics 1 Columbia economics discussion paper series / Department of Economics, Columbia University 1 Discussion papers / CEPR 1 ECB Working Paper 1 European economic review : EER 1 Journal of applied econometrics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Working paper series / European Central Bank 1
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Source
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ECONIS (ZBW) 7 EconStor 1
Showing 1 - 8 of 8
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Expecting the unexpected : stressed scenarios for economic growth
González-Rivera, Gloria; Rodríguez-Caballero, Carlos … - In: Journal of applied econometrics 39 (2024) 5, pp. 926-942
Persistent link: https://www.econbiz.de/10015156792
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One scheme fits all : a central fiscal capacity for the EMU targeting eurozone, national and regional shocks
Beetsma, Roel; Cimadomo, Jacopo; Spronsen, Josha van - In: European economic review : EER 165 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015076248
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One scheme fits all: A central fiscal capacity for the EMU targeting eurozone, national and regional shocks
Beetsma, Roel; Cimadomo, Jacopo; Van Spronsen, Josha - 2022
This paper proposes a central fiscal capacity for the euro area that generates transfers in response to euro area, country, and region-specific shocks. The main novelty of this fiscal capacity is that it allows a joint response to these three types of shocks within a single scheme. Based on...
Persistent link: https://www.econbiz.de/10013367997
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Cover Image
One scheme fits all : a central fiscal capacity for the EMU targeting eurozone, national and regional shocks
Beetsma, Roel; Cimadomo, Jacopo; Spronsen, Josha van - 2022
This paper proposes a central fiscal capacity for the euro area that generates transfers in response to euro area, country, and region-specific shocks. The main novelty of this fiscal capacity is that it allows a joint response to these three types of shocks within a single scheme. Based on...
Persistent link: https://www.econbiz.de/10013252988
Saved in:
Cover Image
Co-movement and global factors in sovereign bond yields
Venetis, Ioannis A.; Ladas, Avgoustinos - In: Bulletin of applied economics 10 (2023) 2, pp. 17-45
Persistent link: https://www.econbiz.de/10014495154
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Cover Image
One scheme fits all : a central fiscal capacity for the EMU targeting eurozone, national and regional shocks
Beetsma, Roel; Cimadomo, Jacopo; Spronsen, Josha - 2022
Persistent link: https://www.econbiz.de/10013188297
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Cover Image
Identification and estimation of dynamic factor models
Bai, Jushan; Wang, Peng - 2012
Persistent link: https://www.econbiz.de/10009752864
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Identification and Bayesian estimation of dynamic factor models
Bai, Jushan; Wang, Peng - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 221-240
Persistent link: https://www.econbiz.de/10011390018
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