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  • Search: subject:"dynamic factor models"
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Year of publication
Subject
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dynamic factor models 159 Dynamic factor models 142 Faktorenanalyse 123 Factor analysis 117 Prognoseverfahren 97 Forecasting model 92 Schätzung 92 Zeitreihenanalyse 89 Dynamic Factor Models 87 Theorie 87 Time series analysis 87 Estimation 85 Theory 80 Business cycle 48 Konjunktur 48 Dynamische Wirtschaftstheorie 42 Economic dynamics 40 Frühindikator 38 Leading indicator 37 Volatilität 36 forecasting 35 Volatility 34 Schock 33 Shock 33 Konjunkturzusammenhang 29 Wirtschaftsprognose 29 EU-Staaten 28 Economic forecast 28 Forecasting 26 Welt 24 World 24 Business cycle synchronization 23 Financial crisis 22 State space model 22 Zustandsraummodell 22 EU countries 21 Eurozone 21 Finanzkrise 21 VAR-Modell 21 Inflation 20
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Online availability
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Free 295 Undetermined 113 CC license 3
Type of publication
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Book / Working Paper 292 Article 136 Other 9
Type of publication (narrower categories)
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Working Paper 160 Article in journal 104 Aufsatz in Zeitschrift 104 Arbeitspapier 90 Graue Literatur 90 Non-commercial literature 90 Article 8 Thesis 4 Collection of articles of several authors 1 Collection of articles written by one author 1 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Research Report 1 Sammelwerk 1 Sammlung 1 research-article 1
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Language
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English 328 Undetermined 102 Spanish 4 French 2 Polish 1
Author
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Hallin, Marc 28 Barigozzi, Matteo 22 Lippi, Marco 20 Forni, Mario 19 Proietti, Tommaso 19 Marcellino, Massimiliano 18 Reichlin, Lucrezia 15 Eickmeier, Sandra 12 Giannone, Domenico 12 Luciani, Matteo 12 Rünstler, Gerhard 11 Banerjee, Anindya 10 Frale, Cecilia 10 Grassi, Stefano 10 Amstad, Marlene 9 Koopman, Siem Jan 9 Zaffaroni, Paolo 9 Masten, Igor 8 Mazzi, Gian Luigi 8 Barhoumi, Karim 7 Ha, Jongrim 7 Kappler, Marcus 7 Kose, M. Ayhan 7 Lucchetti, Riccardo 7 Marczak, Martyna 7 Mazzi, Gianluigi 7 Schleer, Frauke 7 Senyuz, Zeynep 7 Camacho, Maximo 6 Caporale, Guglielmo Maria 6 Corona, Francisco 6 Dijk, Dick van 6 Doz, Catherine 6 Otrok, Christopher M. 6 Potjagailo, Galina 6 Prasad, Eswar S. 6 Soccorsi, Stefano 6 Wolters, Maik H. 6 Barhoumi, K. 5 Bialowolski, Piotr 5
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Institution
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C.E.P.R. Discussion Papers 14 European Central Bank 7 Banque de France 5 Deutsche Bundesbank 5 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Banco de España 3 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 3 Department of Economics, European University Institute 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Banca d'Italia 2 Bank for International Settlements (BIS) 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centro Ricerche Nord Sud (CRENoS) 2 Department of Economics, University of Birmingham 2 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 2 Economic Research Southern Africa (ERSA) 2 Nationale Bank van België/Banque national de Belqique (BNB) 2 Oesterreichische Nationalbank 2 School of Economics and Management, University of Aarhus 2 Society for Computational Economics - SCE 2 Tinbergen Instituut 2 Agricultural and Applied Economics Association - AAEA 1 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 EconWPA 1 Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) 1 Eesti Pank 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Fakultät Wirtschafts- und Sozialwissenschaften, Universität Hohenheim 1 Fondazione ENI Enrico Mattei (FEEM) 1 Fundación BBVA 1 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 1
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Published in...
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CEPR Discussion Papers 14 Journal of econometrics 12 International journal of forecasting 11 Discussion paper / Tinbergen Institute 9 ECARES working paper 9 Tinbergen Institute Discussion Paper 9 Working paper 9 ECB Working Paper 8 Working Paper Series / European Central Bank 6 Discussion Paper Series 1 5 Discussion Paper Series 1: Economic Studies 5 Discussion papers / CEPR 5 International Journal of Forecasting 5 MPRA Paper 5 Working Paper 5 Working Papers ECARES 5 Working papers / Banque de France 5 Econometrics : open access journal 4 Economic modelling 4 Economics : the open-access, open-assessment e-journal 4 Economics Discussion Papers 4 Journal of international money and finance 4 SFB 649 Discussion Paper 4 Banco de España Working Papers 3 CAMA working paper series 3 CEIS Research Paper 3 Documentos de trabajo / Banco de España 3 Economics : the open-access, open-assessment journal 3 Economics Letters 3 Economics Working Papers / Department of Economics, European University Institute 3 Economics letters 3 Economics: The Open-Access, Open-Assessment E-Journal 3 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 NBB Working Paper 3 SFB 649 Discussion Papers 3 Staff Report 3 Tinbergen Institute Discussion Papers 3 Working paper / National Bank of Belgium / National Bank of Belgium 3 Applied economics letters 2 BIS Working Papers 2
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Source
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ECONIS (ZBW) 203 RePEc 141 EconStor 79 BASE 13 Other ZBW resources 1
Showing 111 - 120 of 437
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Advances in nowcasting economic activity : secular trends, large shocks and new data
Antolin-Diaz, Juan; Drechsel, Thomas; Petrella, Ivan - 2021
Persistent link: https://www.econbiz.de/10012492632
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Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - In: Journal of econometrics 221 (2021) 2, pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
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Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; … - In: Journal of econometrics 222 (2021) 1,2, pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
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What moves treasury yields?
Mönch, Emanuel; Soofi-Siavash, Soroosh - 2021
Persistent link: https://www.econbiz.de/10012498409
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The macroeconomic response to real and financial factors, commodity prices, and monetary policy : International evidence
Siklos, Pierre L. - In: Economic systems 45 (2021) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10012798128
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Throughput forecasting of different types of cargo in the Adriatic Seaport Koper
Dragan, Dejan; Keshavarzsaleh, Abolfazl; Intihar, Marko; … - In: Maritime policy & management 48 (2021) 1, pp. 19-45
Persistent link: https://www.econbiz.de/10012484427
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30 years of cointegration and dynamic factor models forecasting and its future with big data : editorial
Escribano, Álvaro; Peña, Daniel; Ruiz, Esther - In: International journal of forecasting 37 (2021) 4, pp. 1333-1337
Persistent link: https://www.econbiz.de/10013274271
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Nowcasting GDP and its components in a data-rich environment : the merits of the indirect approach
Proietti, Tommaso; Giovannelli, Alessandro; Ricchi, Ottavio - In: International journal of forecasting 37 (2021) 4, pp. 1376-1398
Persistent link: https://www.econbiz.de/10013274282
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Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco; Hoogerkamp, Meindert Heres; … - In: International journal of forecasting 37 (2021) 4, pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
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Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel; Smucler, Ezequiel; Yohai, Victor J. - In: International journal of forecasting 37 (2021) 4, pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
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