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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
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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Free
448
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197
CC license
15
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Book / Working Paper
435
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286
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4
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257
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216
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216
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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
research-article
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533
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168
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8
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7
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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
All
ECONIS (ZBW)
385
RePEc
209
EconStor
123
BASE
4
Other ZBW resources
4
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541
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725
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541
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta
;
Giannone, Domenico
;
Lenza, Michele
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 739-756
Persistent link: https://www.econbiz.de/10011474544
Saved in:
542
Globalisation effect measure via hierarchical dynamic factor modelling
Reklaitė, Agnė
- In:
Equilibrium : quarterly journal of economics and …
10
(
2015
)
3
,
pp. 139-149
Persistent link: https://www.econbiz.de/10011499181
Saved in:
543
Understanding the common dynamics of the emerging market currencies
Gülenay Chadwick, Meltem
;
Fazilet, Fatih
;
Tekatli, Necati
- In:
Economic modelling
49
(
2015
),
pp. 120-136
Persistent link: https://www.econbiz.de/10011439504
Saved in:
544
Forecasting with mixed-frequency factor models in the presence of common trends
Fuleky, Peter
;
Bonham, Carl Stanley
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 753-775
Persistent link: https://www.econbiz.de/10011309214
Saved in:
545
Core inflation indicators for Saudi Arabia
Alkhareif, Ryadh M.
;
Barnett, William A.
- In:
Panoeconomicus
62
(
2015
)
3
,
pp. 257-266
Persistent link: https://www.econbiz.de/10011298547
Saved in:
546
Tracking Chinese CPI inflation in real time
Funke, Michael
;
Mehrotra, Aaron N.
;
Yu, Hao
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
4
,
pp. 1619-1641
Persistent link: https://www.econbiz.de/10011300691
Saved in:
547
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua
;
Eisenstat, Eric
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
Saved in:
548
Understanding housing market volatility
Fairchild, Joseph
;
Ma, Jun
;
Wu, Shu
- In:
Journal of money, credit and banking : JMCB
47
(
2015
)
7
,
pp. 1309-1337
Persistent link: https://www.econbiz.de/10011402439
Saved in:
549
The importance of updating : evidence from a Brazilian nowcasting model
Bragoli, Daniela
;
Metelli, Luca
;
Modugno, Michele
- In:
Journal of business cycle measurement and analysis : a …
(
2015
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10011923026
Saved in:
550
Ocenka trendovoj infljacii dlja Belarusi : monetarnyj podchod
Bezborodova, A. V.
- In:
Belorusskij ėkonomičeskij žurnal : ežekvartalʹnyj …
(
2015
)
4
,
pp. 58-71
Persistent link: https://www.econbiz.de/10011456096
Saved in:
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