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  • Search: subject:"generalized dynamic factor model"
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Year of publication
Subject
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generalized dynamic factor model 15 Generalized dynamic factor model 12 Forecasting model 6 Multivariate Verteilung 6 Multivariate distribution 6 Prognoseverfahren 6 Time series analysis 6 Zeitreihenanalyse 6 Credit risk 5 Economic indicator 5 Financial crisis 5 Finanzkrise 5 Generalized Dynamic Factor Model 5 Wirtschaftsindikator 5 dynamic copulas 5 financial stability 5 Business cycle 4 Dynamic copulas 4 Financial stability 4 GARCH 4 Investment Fund 4 Investmentfonds 4 Kreditrisiko 4 Macroprudential policy 4 Saudi Arabia 4 Saudi-Arabien 4 Theorie 4 Theory 4 default probability 4 non-linearities 4 Consumer price index 3 Demand 3 Geldpolitik 3 Konjunktur 3 Nachfrage 3 Systemic risk 3 Systemrisiko 3 Tourism 3 Tourismus 3 Volatility 3
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Online availability
All
Free 20 Undetermined 10 CC license 1
Type of publication
All
Article 18 Book / Working Paper 15
Type of publication (narrower categories)
All
Article in journal 13 Aufsatz in Zeitschrift 13 Working Paper 8 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 1
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Language
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English 22 Undetermined 9 Spanish 2
Author
All
Jin, Xisong 9 Nadal-De Simone, Francisco 5 Alkhareif, Ryadh M. 4 Barnett, William A. 4 Anguiano-Pita, Javier Emmanuel 2 Berger, Helge 2 Hahn, Elke 2 Harjes, Thomas 2 Kim, Hanna 2 Kim, Taeil 2 Kwon, Janghan 2 Liu, Han 2 Park, Sunghwa 2 Ruiz-Porras, Antonio 2 Simone, Francisco Nadal De 2 Stavrev, Emil 2 Alessi, Lucia 1 Alkhareif, Ryadh 1 Barigozzi, Matteo 1 Barnett, William 1 Capasso, Marco 1 Drakeford, Benjamin M 1 Huang, Xiankai 1 IRAGORRI, Carlos Alberto CASTRO 1 Inklaar, Robert 1 Jacobs, Jan 1 Law, Rob 1 Li, Jianfeng 1 Li, Xin 1 Li, Yanling 1 Liao, Gaoke 1 Liu, Chang 1 Liu, Wei 1 Liu, Yue 1 Nadal De Simone, Francisco 1 Nadal De Simone, Francisco de A. 1 Pan, Bing 1 Romp, Ward 1 STAVREV, Emil 1 Song, Haiyan 1
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Institution
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Central Bank of Luxembourg 2 Bank of Japan 1 Center for Financial Studies 1 DEPARTAMENTO NACIONAL DE PLANEACIÓN 1 Department of Economics, University of Kansas 1 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1
Published in...
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Cahiers d'etudes / Banque Centrale du Luxembourg 3 BCL working papers 2 Working papers series in theoretical and applied economics 2 ARCHIVOS DE ECONOMÍA 1 Asian Journal of Shipping and Logistics (AJSL) 1 Bank of Japan Working Paper Series 1 CFS Working Paper 1 CFS Working Paper Series 1 Czech Journal of Economics and Finance (Finance a uver) 1 Discussion Papers / Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 1 Diskussionsbeiträge 1 Energy economics 1 International review of financial analysis 1 Journal of Business Cycle Measurement and Analysis 1 Journal of Empirical Finance 1 Journal of Financial Stability 1 Journal of empirical finance 1 Journal of financial stability 1 Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education 1 Journal of travel research : a quarterly publication of the Travel and Tourism Research Association 1 LEM working paper series 1 Lecturas de economía 1 Open economies review 1 Panoeconomicus 1 Quantitative finance and economics 1 Revista finanzas y política económica 1 The Asian Journal of Shipping and Logistics 1 Tourism management : research, policies, practice 1 WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 1
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Source
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ECONIS (ZBW) 19 RePEc 11 EconStor 3
Showing 1 - 10 of 33
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A novel business cycle indicator of the Korean shipping industry
Kwon, Janghan; Park, Sunghwa; Kim, Taeil; Kim, Hanna - In: The Asian Journal of Shipping and Logistics 39 (2023) 4, pp. 16-25
Korea. The coincident and the leading indicators are computed using the generalized dynamic factor model. We use the …
Persistent link: https://www.econbiz.de/10014445209
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The risk connectedness between international crude oil market and Chinese asset markets : from the perspective of common and idiosyncratic information
Yu, Senyuan; Li, Jianfeng; Tao, Zhensheng; Yao, Xiaoyang; … - In: International review of financial analysis 108 (2025) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10015638785
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Contagion network of idiosyncratic volatility : does corporate environmental responsibility matter?
Liao, Gaoke; Li, Yanling; Wang, Mengxin - In: Energy economics 129 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014558766
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Cover Image
A novel business cycle indicator of the Korean shipping industry
Kwon, Janghan; Park, Sunghwa; Kim, Taeil; Kim, Hanna - In: Asian Journal of Shipping and Logistics (AJSL) 39 (2023) 4, pp. 16-25
Korea. The coincident and the leading indicators are computed using the generalized dynamic factor model. We use the …
Persistent link: https://www.econbiz.de/10015471014
Saved in:
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Desarrollo financiero y crecimiento económico en América del Norte
Anguiano-Pita, Javier Emmanuel; Ruiz-Porras, Antonio - In: Revista finanzas y política económica 12 (2020) 1, pp. 165-199
Persistent link: https://www.econbiz.de/10012630922
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Reconstruction and dynamic dependence analysis of global economic policy uncertainty
Liu, Yue; Zheng, Yuhang; Drakeford, Benjamin M - In: Quantitative finance and economics 3 (2019) 3, pp. 550-561
Persistent link: https://www.econbiz.de/10012176595
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Nowcasting real GDP for Saudi Arabia
Alkhareif, Ryadh; Barnett, William A. - 2020
Persistent link: https://www.econbiz.de/10012425289
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Nowcasting real GDP for Saudi Arabia
Alkhareif, Ryadh M.; Barnett, William A. - In: Open economies review 33 (2022) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10013273192
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Forecasting tourism demand with an improved mixed data sampling model
Wen, Long; Liu, Chang; Song, Haiyan; Liu, Han - In: Journal of travel research : a quarterly publication of … 60 (2021) 2, pp. 336-353
Persistent link: https://www.econbiz.de/10012425299
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Systemic financial sector and sovereign risks
Jin, Xisong; Nadal-De Simone, Francisco - 2017
Persistent link: https://www.econbiz.de/10011707080
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