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Search: subject:"factor augmented models"
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Forecasting
11
Factor Augmented Models
9
Large-Scale BVAR models
8
Forecasting model
4
Prognoseverfahren
4
factor-augmented models
4
Bayesian shrinkage
3
Forecast
3
Private residential investment
3
Prognose
3
Sectoral Employment
3
forecasting
3
DSGE models
2
Estimation
2
Factor analysis
2
Faktorenanalyse
2
Housing prices
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
Theorie
2
Theory
2
US House prices
2
USA
2
United States
2
VAR model
2
VAR-Modell
2
predictive regressions
2
Armenia
1
Armenien
1
BVAR models
1
Bayes-Statistik
1
Bayesian inference
1
Capital income
1
Currency speculation
1
Devisenmarkt
1
Economic forecast
1
Emerging economies
1
Exchange rate
1
Factor augmented models
1
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Undetermined
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Book / Working Paper
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Article
5
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English
8
Undetermined
8
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Miller, Stephen M.
11
Gupta, Rangan
10
Kabundi, Alain
9
GUPTA, RANGAN
4
Uwilingiye, Josine
4
Aye, Goodness C.
3
Balcilar, Mehmet
3
Miller, Stephen
1
Ogruk-Maz, Gokcen
1
Poghosyan, Karen
1
Poghosyan, Ruben
1
Wu, Shengxiong
1
Yildirim, Sinan
1
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Department of Economics, Faculty of Economic and Management Sciences
5
Department of Economics, University of Connecticut
4
Department of Economics, University of Nevada-Las Vegas
2
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Working Papers / Department of Economics, Faculty of Economic and Management Sciences
5
Working papers / Department of Economics, University of Connecticut
4
Working Papers / Department of Economics, University of Nevada-Las Vegas
2
Applied economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance a úvěr
1
International journal of monetary economics and finance : IJMEF
1
Statistical Methods and Applications
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RePEc
12
ECONIS (ZBW)
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11
Using Large Data Sets to Forecast Sectoral Employment
Gupta, Rangan
;
Kabundi, Alain
;
Miller, Stephen M.
; …
-
Department of Economics, University of Nevada-Las Vegas
-
2011
model for each employment series. We find that
factor
augmented
models
, especially error-correction versions, generally …
Persistent link: https://www.econbiz.de/10010606855
Saved in:
12
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
Gupta, Rangan
;
Kabundi, Alain
;
Miller, Stephen M.
-
Department of Economics, University of Nevada-Las Vegas
-
2009
the one-, two-, three-, and four–quarters-ahead forecasts, we find that one of the
factor-augmented
models
generally …
Persistent link: https://www.econbiz.de/10004972713
Saved in:
13
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
GUPTA, RANGAN
;
Kabundi, Alain
;
Miller, Stephen M.
-
Department of Economics, University of Connecticut
-
2009
) for the one-, two-, three-, and four--quarters-ahead forecasts, we find that one of the
factor-augmented
models
generally …
Persistent link: https://www.econbiz.de/10005034622
Saved in:
14
Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States
Gupta, Rangan
;
Kabundi, Alain
;
Miller, Stephen M.
-
Department of Economics, Faculty of Economic and …
-
2009
the one-, two-, three-, and four–quarters-ahead forecasts, we find that one of the
factor-augmented
models
generally …
Persistent link: https://www.econbiz.de/10005052149
Saved in:
15
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
GUPTA, RANGAN
;
Kabundi, Alain
;
Miller, Stephen M.
-
Department of Economics, University of Connecticut
-
2009
We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house price index as well as its turning point in 2006:Q2. We also examine various Bayesian and classical time-series models in our forecasting exercise to compare to the dynamic stochastic general...
Persistent link: https://www.econbiz.de/10008497713
Saved in:
16
Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals
Gupta, Rangan
;
Kabundi, Alain
;
Miller, Stephen M.
-
Department of Economics, Faculty of Economic and …
-
2009
We employ a 10-variable dynamic structural general equilibrium model to forecast the US real house price index as well as its turning point in 2006:Q2. We also examine various Bayesian and classical time-series models in our forecasting exercise to compare to the dynamic stochastic general...
Persistent link: https://www.econbiz.de/10008533685
Saved in:
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