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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 98 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 39 World 38 Inflation 37
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Online availability
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Free 448 Undetermined 197 CC license 15
Type of publication
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Book / Working Paper 435 Article 286 Other 4
Type of publication (narrower categories)
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Working Paper 257 Article in journal 216 Aufsatz in Zeitschrift 216 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 533 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 Economic systems 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
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Source
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ECONIS (ZBW) 385 RePEc 209 EconStor 123 BASE 4 Other ZBW resources 4
Showing 391 - 400 of 725
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A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets
GUO-FITOUSSI, Liang - Volkswirtschaftliche Fakultät, … - 2013
dynamic factor model in a small sample. Both static and dynamic factor numbers' selection rules are studied. Simulations show …
Persistent link: https://www.econbiz.de/10011112386
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Business Cycle Co-movements between South Africa and the BRIC Countries
Cakir, Mustafa Yavuz; Kabundi, Alain - Economic Research Southern Africa (ERSA) - 2013
-movement of cycles of South African economy with cycles of the BRICs. It uses the dynamic factor model to a set of 307 …
Persistent link: https://www.econbiz.de/10010823146
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Risk-Return Trade-Off for European Stock Markets
Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - School of Economics and Management, University of Aarhus - 2013
This paper adopts dynamic factor models with macro-fi?nance predictors to revisit the intertemporal risk-return relation in ?five large European stock markets. We identify country specifi?c, Euro area, and global factors to determine the conditional moments of returns considering the role of...
Persistent link: https://www.econbiz.de/10010851247
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The evolution of economic convergence in the European Union
Borsi, Mihály Tamás; Metiu, Norbert - Deutsche Bundesbank - 2013
This paper investigates economic convergence in real income per capita between 27 European Union countries. We employ a non-linear latent factor framework to study transitional behavior among economies between 1970 and 2010. Our results offer important insights on the economic catch-up exhibited...
Persistent link: https://www.econbiz.de/10010984716
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China's role in global inflation dynamics
Eickmeier, Sandra; Kühnlenz, Markus - Deutsche Bundesbank - 2013
We apply a structural dynamic factor model to a large quarterly dataset covering 38 countries between 2002 and 2011 to …
Persistent link: https://www.econbiz.de/10010984723
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Forecasting with Mixed Frequency Samples: The Case of Common Trends
Fuleky, Peter; Fuleky, Carl - University of Hawai'i Economic Research Organization … - 2013
We analyze the forecasting performance of small mixed frequency factor models when the observed variables share stochastic trends. The indicators are observed at various frequencies and are tied together by cointegration so that valuable high frequency information is passed to low frequency...
Persistent link: https://www.econbiz.de/10010933377
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Boom or gloom? Examining the Dutch disease in a two-speed economy
Bjørnland, Hilde C.; Thorsrud, Leif Anders - Crawford School of Public Policy, Australian National … - 2013
energy sector and non-oil sectors. This study identifies and quantifies these spillovers using a Bayesian Dynamic Factor … Model (BDFM). The model allows for resource movements and spending effects through a large panel of variables at the …
Persistent link: https://www.econbiz.de/10011031845
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Prediction using several macroeconomic models
Amisano, Gianni; Geweke, John - 2013
Prediction of macroeconomic aggregates is one of the primary functions of macroeconometric models, including dynamic factor models, dynamic stochastic general equilibrium models, and vector autoregressions. This study establishes methods that improve the predictions of these models, using a...
Persistent link: https://www.econbiz.de/10011605582
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Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, … - 2013
We propose a dynamic factor model for mixed-measurement and mixed-frequency panel data. In this framework time series …
Persistent link: https://www.econbiz.de/10011605671
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Forecasting inflation in Poland using dynamic factor model
Pierzak, Agnieszka - Ministerstwo Finansów, Government of Poland - 2013
This paper investigates the use of dynamic factor model for forecasting headline and core inflation as well as food …
Persistent link: https://www.econbiz.de/10010942543
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