Similar Search Results

Nowcasting business cycles : a Bayesian approach to dynamic heterogeneous factor models

D'Agostino, Antonello; Giannone, Domenico; Lenza, Michele; … - 2015

Persistent link: https://www.econbiz.de/10011409519

Now-casting inflation using high frequency data

Modugno, Michele - In: International journal of forecasting 29 (2013) 4, pp. 664-675

Persistent link: https://www.econbiz.de/10010221306

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

Nowcasting Turkish GDP and news decomposition

Modugno, Michele; Soybilgen, Barış; Yazgan, Mustafa Ege - In: International journal of forecasting 32 (2016) 4, pp. 1369-1384

Persistent link: https://www.econbiz.de/10011622169

Unspanned macroeconomic factors in the yield curve

Coroneo, Laura; Giannone, Domenico; Modugno, Michele - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 472-485

Persistent link: https://www.econbiz.de/10011691663

A now-casting model for Canada : Do U.S. variables matter?

Bragoli, Daniela; Modugno, Michele - In: International journal of forecasting 33 (2017) 4, pp. 786-800

Persistent link: https://www.econbiz.de/10011746907

Yield curve modeling and forecasting using semiparametric factor dynamics

Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129

Persistent link: https://www.econbiz.de/10011715314

The importance of updating : evidence from a Brazilian nowcasting model

Bragoli, Daniela; Metelli, Luca; Modugno, Michele - In: Journal of business cycle measurement and analysis : a … (2015) 1, pp. 5-22

Persistent link: https://www.econbiz.de/10011923026

Modelling and forecasting liquidity supply using semiparametric factor dynamics

Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - 2009

We model the dynamics of ask and bid curves in a limit order book market using a dynamic semiparametric factor model. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor loadings are assumed to follow multivariate dynamics and are...

Persistent link: https://www.econbiz.de/10003881566

Modelling and forecasting liquidity supply using semiparametric factor dynamics

Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - 2009

Persistent link: https://www.econbiz.de/10003887437