Search Results - subject:"dynamic factor model"

Agnostic output gap estimation and decomposition in large cross-sections

Eckert, Florian; Sarferaz, Samad - 2019

This paper uses a Bayesian non-stationary dynamic factor model to extract common trends and cycles from large datasets …

Persistent link: https://www.econbiz.de/10012546022

An application of dynamic factor models to nowcast regional economic activity in Spain

Gil Martín, María; Leiva León, Danilo; Pérez … - 2019

El objetivo de este trabajo es el desarrollo de modelos de factores dinámicos para generar estimaciones de crecimiento del PIB a corto plazo (nowcast) a escala regional. El uso de esta metodología permite incorporar, de una manera parsimoniosa, la información relevante disponible en el...

Persistent link: https://www.econbiz.de/10012532149

Modeling of economic and financial conditions for nowcasting and forecasting recessions : a unified approach

Çakmaklı, Cem; Demircan, Hamza; Altuğ, Sumru - 2019

the intertemporal link between their cyclical behavior. This method combines a dynamic factor model for the joint modeling …

Persistent link: https://www.econbiz.de/10011999163

Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors

Bennedsen, Mikkel; Hillebrand, Eric; Koopman, Siem Jan - 2019

Persistent link: https://www.econbiz.de/10012316908

Macroeconomics, nonlinearities, and the business cycle

Reif, Magnus - 2019

Persistent link: https://www.econbiz.de/10012134188

Forecasting energy commodity prices : a large global dataset sparse approach

Ferrario, Davide L.; Ravazzolo, Francesco; Vespignani, … - 2019

Persistent link: https://www.econbiz.de/10012175973

Reconstruction and dynamic dependence analysis of global economic policy uncertainty

Liu, Yue; Zheng, Yuhang; Drakeford, Benjamin M - In: Quantitative finance and economics 3 (2019) 3, pp. 550-561

Persistent link: https://www.econbiz.de/10012176595

Prévisions à l'immédiat, à court terme et rétrospectives du PIB trimestriel camerounais : analyse par un modèle à facteurs dynamiques

Bikaï, Jacques Landry; De Resende, Carlos - 2019

Persistent link: https://www.econbiz.de/10012177783

Nowcasting economic growth in India : the role of rainfall

Iyer, Tara; Gupta, Abhijit Sen - 2019

. We use a dynamic factor model (DFM) to nowcast GDP growth in India on a quarterly basis from January 2000 to December …

Persistent link: https://www.econbiz.de/10012110450

Macroeconomics, nonlinearities, and the business cycle

Reif, Magnus - 2019

Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...

Persistent link: https://www.econbiz.de/10012154125