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Forecasting French GDP with dynamic factor models : a pseudo-real time experiment using factor-augmented error correction models
Combes, Stéphanie; Doz, Catherine - 2018
Persistent link: https://www.econbiz.de/10011996298
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On the consistency of the two-step estimates of the MS-DFM : a Monte Carlo study
Doz, Catherine; Petronevich, Anna - 2017
Persistent link: https://www.econbiz.de/10011751519
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
Persistent link: https://www.econbiz.de/10012244551
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Another look into the factor model black box : factor interpretation and structural (in)stability
Despois, Thomas; Doz, Catherine - 2019 - This version: February 4, 2020
Persistent link: https://www.econbiz.de/10012234615
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Dynamic factor models
Doz, Catherine; Fuleky, Peter - 2019
Persistent link: https://www.econbiz.de/10012234624
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Indentifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas; Doz, Catherine - 2022 - This version: March 2, 2022
Persistent link: https://www.econbiz.de/10013207014