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Search: subject:"dynamic factor model"
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Subject
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dynamic factor model
268
Dynamic factor model
213
Faktorenanalyse
199
Schätzung
194
Factor analysis
191
Estimation
187
Prognoseverfahren
169
Forecasting model
160
Theorie
130
Zeitreihenanalyse
130
Time series analysis
127
Theory
125
Dynamic Factor Model
97
Business cycle
90
Leading indicator
89
Frühindikator
88
Konjunktur
81
Volatility
70
Volatilität
69
Wirtschaftsprognose
68
Economic forecast
67
Economic indicator
64
Wirtschaftsindikator
64
Bruttoinlandsprodukt
57
Forecasting
57
Gross domestic product
57
VAR model
53
VAR-Modell
51
Nationaleinkommen
49
Nowcasting
49
Bayesian inference
48
National income
48
Bayes-Statistik
47
Dynamische Wirtschaftstheorie
47
Economic dynamics
44
EU-Staaten
43
EU countries
40
Welt
38
Inflation
37
World
37
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Free
448
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196
CC license
15
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Book / Working Paper
435
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285
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4
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Working Paper
257
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215
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215
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159
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150
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14
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4
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4
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532
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168
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8
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Author
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Koopman, Siem Jan
26
Gupta, Rangan
17
Giannone, Domenico
15
Thorsrud, Leif Anders
15
Kabundi, Alain
14
Glocker, Christian
11
Mumtaz, Haroon
11
Modugno, Michele
10
Raknerud, Arvid
10
Reichlin, Lucrezia
10
Schwaab, Bernd
10
Bańbura, Marta
9
Cipollini, Andrea
9
Cristadoro, Riccardo
9
Funke, Michael
9
Jin, Xisong
9
Lenza, Michele
9
Reif, Magnus
9
Diebold, Francis X.
8
Luciani, Matteo
8
Ma, Jun
8
Ravazzolo, Francesco
8
Schröder, Maximilian
8
Vatne, Bjørn Helge
8
Barigozzi, Matteo
7
Herwartz, Helmut
7
Kapetanios, George
7
Korobilis, Dimitris
7
Shintani, Mototsugu
7
Siliverstovs, Boriss
7
Song, Dongho
7
Wegmüller, Philipp
7
Bäurle, Gregor
6
Creal, Drew
6
Fuleky, Peter
6
Koop, Gary
6
Lucas, Andre
6
Wolters, Maik H.
6
Çakmaklı, Cem
6
Barnett, William A.
5
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
C.E.P.R. Discussion Papers
9
European Central Bank
8
Department of Economics, Faculty of Economic and Management Sciences
6
Department of Economics, University of Pennsylvania
6
Economic Research Southern Africa (ERSA)
6
Banca d'Italia
5
Norges Bank
4
Tinbergen Institute
4
Tinbergen Instituut
4
Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen
3
Department of Economics, University of Hawaii-Manoa
3
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
3
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
3
School of Economics and Finance, Queen Mary
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Statistisk Sentralbyrå, Government of Norway
3
BBVA Research, Grupo BBVA
2
Bank for International Settlements (BIS)
2
Center for Financial Studies
2
Central Bank of Luxembourg
2
Centro Studi di Economia e Finanza (CSEF)
2
Deutsche Bundesbank
2
Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze
2
Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin
2
Federal Reserve Board (Board of Governors of the Federal Reserve System)
2
Latvijas Banka
2
School of Economics and Management, University of Aarhus
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa
2
Vanderbilt University Department of Economics
2
Bank of England
1
Bank of Japan
1
Centre for Central Banking Studies (CCBS), Bank of England
1
Centre for Economic Performance, LSE
1
Christian-Albrechts-Universität zu Kiel
1
Crawford School of Public Policy, Australian National University
1
DEPARTAMENTO NACIONAL DE PLANEACIÓN
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Department Volkswirtschaftlehre, Universität Bern
1
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Published in...
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Working Paper
23
International journal of forecasting
21
Economic modelling
13
ECB Working Paper
12
MPRA Paper
11
CEPR Discussion Papers
9
Discussion paper / Tinbergen Institute
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Tinbergen Institute Discussion Papers
8
Working Paper Series / European Central Bank
8
Applied economics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economic dynamics & control
7
KOF Working Papers
7
Tinbergen Institute Discussion Paper
7
Finance and economics discussion series
6
PIER Working Paper Archive
6
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Working Papers / Economic Research Southern Africa (ERSA)
6
Working paper
6
Computational economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Journal of forecasting
5
KOF working papers
5
Macroeconomic dynamics
5
Temi di discussione (Economic working papers)
5
Applied economics letters
4
BOFIT Discussion Papers
4
CESifo Working Paper
4
CESifo working papers
4
Discussion Papers
4
Discussion paper
4
Discussion papers / CEPR
4
Econometrics : open access journal
4
Energy economics
4
Koç University - TÜSİAD Economic Research Forum working paper series
4
WIFO Working Papers
4
WIFO working papers
4
Working Paper / Norges Bank
4
Bundesbank Discussion Paper
3
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Source
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ECONIS (ZBW)
384
RePEc
209
EconStor
123
BASE
4
Other ZBW resources
4
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261
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270
of
724
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261
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
262
Forecasting US economic growth in downturns using cross-country data
Lyu, Yifei
;
Nie, Jun
;
Yang, Shu-Kuei X.
- In:
Economics letters
198
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012605756
Saved in:
263
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
Saved in:
264
Analysis of the co-movement between local government debt risk and bank risk in China
Zheng, Changjun
;
Huang, Siwei
;
Qian, Ningyu
- In:
The Singapore economic review : journal of the Economic …
66
(
2021
)
3
,
pp. 807-835
Persistent link: https://www.econbiz.de/10012652712
Saved in:
265
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
- In:
Energy economics
96
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818590
Saved in:
266
A latent factor model for forecasting realized variances
Calzolari, Giorgio
;
Halbleib, Roxana
;
Zagidullina, Aygul
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
Saved in:
267
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.
;
Ravazzolo, Francesco
;
Vespingnani, …
- In:
Energy economics
98
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
Saved in:
268
Why business cycles diverge? : structural evidence from the European Union
Beck, Krzysztof
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014535795
Saved in:
269
Factor extraction using Kalman filter and smoothing : this is not just another survey
Poncela, Pilar
;
Ruiz, Esther
;
Miranda, Karen
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1399-1425
Persistent link: https://www.econbiz.de/10013274284
Saved in:
270
Robustness and the general
dynamic
factor
model
with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
Saved in:
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