Search Results - subject:"dynamic factor model"

Forecasting energy commodity prices : a large global dataset sparse approach

Ferrari, Davide; Ravazzolo, Francesco; Vespignani, Joaquin - 2021

Persistent link: https://www.econbiz.de/10013179342

Constructing an economic activity indicator for Turkey

Çelgin, Aysu; Akbostancı, Elif - 2021

Persistent link: https://www.econbiz.de/10013165331

An alternative perspective on demand and supply to forecast inflation

Sharma, Saurabh; Padhi, Ipsita - 2021

Persistent link: https://www.econbiz.de/10013399816

Macroeconomic perspective on constructing financial vulnerability indicator in China

Kuek, Tai-Hock; Puah, Chin-Hong; M. Affendy Arip; … - In: Journal of business economics and management 22 (2021) 1, pp. 181-196

This paper attempts to develop a financial vulnerability indicator for China as a barometer for the state of financial vulnerability in the Chinese financial market, possibly for real-time application. Twelve variables from different sectors are utilised to extract a common vulnerability...

Persistent link: https://www.econbiz.de/10012505627

Macroeconomic perspective on constructing financial vulnerability indicator in China

Kuek, Tai-Hock; Puah, Chin-Hong; Habibullah, Muzafar Shah - In: Journal of Business Economics and Management (JBEM) 22 (2021) 1, pp. 181-196

Persistent link: https://www.econbiz.de/10015401345

Nowcasting Chinese GDP in a data-rich environment : lessons from machine learning algorithms

Zhang, Qin; Ni, He; Xu, Hao - In: Economic modelling 122 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014388697

US weekly economic index : replication and extension

Wegmüller, Philipp; Glocker, Christian - In: Journal of applied econometrics 38 (2023) 6, pp. 977-985

Persistent link: https://www.econbiz.de/10014432206

What drives industrial energy prices?

Camacho, Maximo; Caro, Angela; Peña, Daniel - In: Economic modelling 120 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014384004

Is there a national housing market bubble brewing in the United States?

Gupta, Rangan; Ma, Jun; Theodoridis, Konstantinos; … - In: Macroeconomic dynamics 27 (2023) 8, pp. 2191-2228

Persistent link: https://www.econbiz.de/10014436663

On the efficient synthesis of short financial time series : a Dynamic Factor Model approach

Bitetto, Alessandro; Cerchiello, Paola; Mertzanis, Charilaos - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472517