Search Results - subject:"bi-factor model"

Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.

Chauvet, Marcelle; Jiang, Cheng - In: Global finance journal 55 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248590

"Possunt, quia posse videntur" : they can because they think they can : development and validation of the Work Self-Efficacy scale : evidence from two studies

Barbaranelli, Claudio; Fida, Roberta; Paciello, Marinella; … - In: Journal of vocational behavior 106 (2018), pp. 249-269

Persistent link: https://www.econbiz.de/10011857198

Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies

Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006

business cycle. Using the novel methodology of the dynamic bi-factor model with Markov switching and the data for the three …-Boschan procedure (classical cycles). Dynamic bi-factor model and MSVAR appear to predict the cyclical turning points equally well …

Persistent link: https://www.econbiz.de/10004963897

Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies

Kholodilin, Konstantin Arkadievich - 2006

business cycle. Using the novel methodology of the dynamic bi-factor model with Markov switching and the data for three largest … (classical cycles). Dynamic bi-factor model and MSVAR appear to predict the cyclical turning points equally well without …

Persistent link: https://www.econbiz.de/10010274359

Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching

Kholodilin, Konstantin A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2005

In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the … (CCI) together with corresponding probabilities of being in recession. According to the bi-factor model, on average, CLI …

Persistent link: https://www.econbiz.de/10005068644

Forecasting the Turns of German Business Cycle: Dynamic Bi-Factor Model with Markov Switching

Kholodilin, Konstantin Arkadievich - 2005

Persistent link: https://www.econbiz.de/10010274358

Full-information item bi-factor analysis

Gibbons, Robert; Hedeker, Donald - In: Psychometrika 57 (1992) 3, pp. 423-436

Persistent link: https://www.econbiz.de/10005381892