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Dynamic factor models for the volatility surface
Wel, Michel van der
;
Ozturk, Sait R.
;
Dijk, Dick van
- In:
Dynamic factor models
,
(pp. 127-174)
.
2016
Persistent link: https://www.econbiz.de/10011448659
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2
Fast ML estimation of dynamic bifactor models : an application to European inflation
Fiorentini, Gabriele
;
Galesi, Alessandro
;
Sentana, Enrique
- In:
Dynamic factor models
,
(pp. 215-282)
.
2016
Persistent link: https://www.econbiz.de/10011448666
Saved in:
3
Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement
Jackson, Laura E.
;
Kose, M. Ayhan
;
Otrok, Christopher M.
; …
- In:
Dynamic factor models
,
(pp. 361-400)
.
2016
Persistent link: https://www.econbiz.de/10011448672
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4
Small- versus big-data factor extraction in dynamic factor models : an empirical assessment
Poncela, Pilar
;
Ruiz, Esther
- In:
Dynamic factor models
,
(pp. 401-434)
.
2016
Persistent link: https://www.econbiz.de/10011448704
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5
Common faith or parting ways? : a time varying parameters factor analysis of euro-area inflation
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Dynamic factor models
,
(pp. 539-656)
.
2016
Persistent link: https://www.econbiz.de/10011448720
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6
Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models
D'Agostino, Antonello
;
Giannone, Domenico
;
Lenza, Michele
; …
- In:
Dynamic factor models
,
(pp. 569-594)
.
2016
Persistent link: https://www.econbiz.de/10011448723
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7
On the design of data sets for forecasting with dynamic factor models
Rünstler, Gerhard
- In:
Dynamic factor models
,
(pp. 631-664)
.
2016
Persistent link: https://www.econbiz.de/10011448732
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