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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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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
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ECONIS (ZBW)
385
RePEc
209
EconStor
123
BASE
4
Other ZBW resources
4
Showing
581
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725
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581
Banking systemic vulnerabilities: A tail-risk dynamic CIMDO approach
Jin, Xisong
;
Nadal De Simone, Francisco de A.
- In:
Journal of Financial Stability
14
(
2014
)
C
,
pp. 81-101
dynamic
factor
model
(GDFM) supplemented by a dynamic t-copula. The framework models banks’ default dependence explicitly and …
Persistent link: https://www.econbiz.de/10011076939
Saved in:
582
Monetary policy effectiveness in China: Evidence from a FAVAR model
Fernald, John G.
;
Spiegel, Mark M.
;
Swanson, Eric T.
- In:
Journal of International Money and Finance
49
(
2014
)
PA
,
pp. 83-103
We use a broad set of Chinese economic indicators and a
dynamic
factor
model
framework to estimate Chinese economic …
Persistent link: https://www.econbiz.de/10011077106
Saved in:
583
The relationship between GDP and the size of the informal economy : empirical evidence for Spain
Duarte, Pablo
-
2014
The empirical evidence on the linkage of the informal economy and GDP is ambiguous. It depends on the method used to estimate the size of the informal economy. I propose a common factor of four different approximations of the size of the informal economy as an alternative. Using Spain as an...
Persistent link: https://www.econbiz.de/10010247440
Saved in:
584
Estimating overnight volatility of asset returns by using the generalized
dynamic
factor
model
approach
Triacca, Umberto
;
Focker, Fulvia
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10010412496
Saved in:
585
Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta
;
Giannone, Domenico
;
Lenza, Michele
-
2014
Persistent link: https://www.econbiz.de/10010363298
Saved in:
586
A new look at variation in employment growth in Canada : the role of industry, provincial, national and external factors
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 257-275
Persistent link: https://www.econbiz.de/10010424913
Saved in:
587
International business cyles among the Asia Pacific economies : implications for APEC cooperation
Park, Young Joon
-
2014
Persistent link: https://www.econbiz.de/10010432198
Saved in:
588
Monetary policy effectiveness in China : evidence from a FAVAR model
Fernald, John G.
;
Spiegel, Mark
;
Swanson, Eric T.
- In:
Journal of international money and finance
49
(
2014
),
pp. 83-103
Persistent link: https://www.econbiz.de/10010465188
Saved in:
589
Macroeconomic variables and default risk : an application of the FAVAR model
Guo, Liang
;
Bruneau, Catherine
- In:
Revue d'économie politique
124
(
2014
)
5
,
pp. 817-857
Persistent link: https://www.econbiz.de/10010492060
Saved in:
590
A new index of financial conditions
Koop, Gary
;
Korobilis, Dimitris
- In:
European economic review : EER
71
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
Saved in:
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