Search Results - subject:"dynamic factor model"

A neural network ensemble approach for GDP forecasting

Longo, Luigi; Riccaboni, Massimo; Rungi, Armando - In: Journal of economic dynamics & control 134 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10013383759

Macroeconometric forecasting using a cluster of dynamic factor models

Glocker, Christian; Kaniovski, Serguei - In: Empirical economics : a quarterly journal of the … 63 (2022) 1, pp. 43-91

Persistent link: https://www.econbiz.de/10013440263

Human capital dynamics in China : evidence from a club convergence approach

Mendoza, Octasiano M. Valerio; Borsi, Mihály Tamás; … - In: Journal of Asian economics 79 (2022), pp. 1-44

Persistent link: https://www.econbiz.de/10013431205

Nowcasting real GDP for Saudi Arabia

Alkhareif, Ryadh M.; Barnett, William A. - In: Open economies review 33 (2022) 2, pp. 333-345

Persistent link: https://www.econbiz.de/10013273192

Machine learning predictions of housing market synchronization across US states : the role of uncertainty

Gupta, Rangan; Marfatia, Hardik A.; Pierdzioch, Christian; … - In: The journal of real estate finance and economics 64 (2022) 4, pp. 523-545

Persistent link: https://www.econbiz.de/10013170484

Construction of an economic activity indicator for Turkey

Çelgin, Aysu; Akbostancı, Elif - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2229-2242

Persistent link: https://www.econbiz.de/10013190352

Impact of COVID-19 pandemic risk and lockdown on the Indian economy

Bhadury, Soumya; Kamate, Vidya; Nath, Siddhartha - 2022

Persistent link: https://www.econbiz.de/10013197643

Uncertain kingdom : nowcasting gross domestic product and its revisions

Anesti, Nikoleta; Galvão, Ana Beatriz C.; … - In: Journal of applied econometrics 37 (2022) 1, pp. 42-62

Persistent link: https://www.econbiz.de/10013165171

Comovements and spillovers in international commercial and residential real estate markets

Kishor, N. Kundan - In: Journal of European Real Estate Research 15 (2022) 3, pp. 311-331

/methodology/approach The authors apply a modified version of the dynamic factor model to commercial and residential real estate prices in the … Euro area, Hong Kong, Singapore and the USA. This modified dynamic factor model decomposes price growth in these two real …

Persistent link: https://www.econbiz.de/10014862838

State-space models on the Stiefel manifold with a new approach to nonlinear filtering

Yang, Yukai; Bauwens, Luc - In: Econometrics 6 (2018) 4, pp. 1-22

We develop novel multivariate state-space models wherein the latent states evolve on the Stiefel manifold and follow a conditional matrix Langevin distribution. The latent states correspond to time-varying reduced rank parameter matrices, like the loadings in dynamic factor models and the...

Persistent link: https://www.econbiz.de/10011995230