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  • Search: subject:"dynamic factor model"
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Year of publication
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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Online availability
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Free 448 Undetermined 196 CC license 15
Type of publication
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Book / Working Paper 435 Article 285 Other 4
Type of publication (narrower categories)
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Working Paper 257 Article in journal 215 Aufsatz in Zeitschrift 215 Graue Literatur 159 Non-commercial literature 159 Arbeitspapier 150 Article 14 Aufsatz im Buch 4 Book section 4 research-article 4 Conference paper 3 Konferenzbeitrag 3 Hochschulschrift 2 Amtsdruckschrift 1 Government document 1 Konferenzschrift 1 Preprint 1 Research Report 1
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Language
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English 532 Undetermined 168 Spanish 8 Portuguese 7 French 3 German 2 Russian 2 Polish 1 Turkish 1
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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
Showing 21 - 30 of 724
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FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo; Cho, Haeran; Owens, Dom - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
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Extreme weather shocks and state-level inflation of the United States
Liao, Wenting; Sheng, Xin; Gupta, Rangan; Karmakar, Sayar - In: Economics letters 238 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10015075593
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A high-frequency GDP indicator for Switzerland
Kronenberg, Philipp - 2024
obtained from a Bayesian mixed-frequency dynamic factor model that integrates conventional macroeconomic and alternative high …
Persistent link: https://www.econbiz.de/10014562886
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Are we fragmented yet? : measuring geopolitical fragmentation and its causal effects
Fernández-Villaverde, Jesús; Mineyama, Tomohide; … - 2024
using a flexible dynamic factor model with time-varying parameters and stochastic volatility. We then employ structural …
Persistent link: https://www.econbiz.de/10014576951
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DFROG : a nowcasting model for GDP growth
Dijk, Dorinth van; Rooijen, Mick van; Winter, Jasper de - 2024 - This version: November 20, 2024
Persistent link: https://www.econbiz.de/10015123182
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Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm
Barigozzi, Matteo; Luciani, Matteo - 2024 - This version: September 26, 2024
Persistent link: https://www.econbiz.de/10015123794
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The factor structure of exchange rates volatility : global and intermittent factors
Caporin, Massimiliano; Rodríguez-Caballero, Carlos Vladimir - In: Empirical economics : a quarterly journal of the … 67 (2024) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10015048346
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Impact of China on commodity exporters
Chatterjee, Arpita; Saraf, Richa - In: Review of international economics 32 (2024) 3, pp. 1462-1491
Persistent link: https://www.econbiz.de/10015098986
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Nowcasting Nepal's GDP
Budha, Birendra Bahadur; Byanjankar, Rohan - 2024
Persistent link: https://www.econbiz.de/10015061821
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A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors
Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan - 2023
We analyze the role of industrial and non-industrial production sectors in the US economy by adopting a novel multilevel factor model. The proposed model is suitable for high-dimensional panels of economic time series and allows for interdependence structures across multiple sectors. The...
Persistent link: https://www.econbiz.de/10014321794
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