scholarly journals Dynamic factor model with infinite‐dimensional factor space: Forecasting

2018 ◽  
Vol 33 (5) ◽  
pp. 625-642 ◽  
Author(s):  
Mario Forni ◽  
Alessandro Giovannelli ◽  
Marco Lippi ◽  
Stefano Soccorsi
Keyword(s):  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Factor Space ◽  
Infinite Dimensional

scholarly journals Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting

2020 ◽  
Author(s):  
Carlos Trucíos ◽  
João H.G. Mazzeu ◽  
Luiz K. Hotta ◽  
Pedro L. Valls Pereira ◽  
Marc Hallin
Keyword(s):  
Factor Model ◽  
Dimensional Space ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Infinite Dimensional Space ◽  
Infinite Dimensional ◽  
General Dynamic

scholarly journals Robustness and the General Dynamic Factor Model With Infinite-Dimensional Space: Identification, Estimation, and Forecasting

2019 ◽  
Author(s):  
Carlos César Trucíos Maza ◽  
João Henrique Gonçalves Mazzeu ◽  
Luiz Koodi Hotta ◽  
Pedro L. Valls Pereira ◽  
Marc Hallin
Keyword(s):  
Factor Model ◽  
Dimensional Space ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Infinite Dimensional Space ◽  
Infinite Dimensional ◽  
General Dynamic

scholarly journals A dynamic factor model of the coincident indicators for the US transportation sector

2004 ◽  
Vol 11 (10) ◽  
pp. 595-600 ◽  
Author(s):  
Kajal Lahiri * ◽  
Wenxiong Yao
Keyword(s):  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Transportation Sector ◽  
The Us

An Application of Dynamic Factor Model to Dry Bulk Market

2011 ◽  
Vol 3 (1) ◽  
pp. 69-81 ◽  
Author(s):  
Byoung-wook Ko
Keyword(s):  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model

Dynamic factor model for network traffic state forecast

2018 ◽  
Vol 118 ◽  
pp. 281-317 ◽  
Author(s):  
Tao Ma ◽  
Zhou Zhou ◽  
Constantinos Antoniou
Keyword(s):  
Network Traffic ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Traffic State

scholarly journals A Dynamic Factor Model for Italian and German Recessions

2018 ◽  
Vol 9 (8) ◽  
Author(s):  
Giovanni De Luca ◽  
Alfonso Carfora
Keyword(s):  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model

Measuring the Output Gap using Large Datasets

2021 ◽  
pp. 1-45
Author(s):  
Matteo Barigozzi ◽  
Matteo Luciani
Keyword(s):  
Factor Model ◽  
Theoretical Models ◽  
Output Growth ◽  
Output Gap ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Goods And Services ◽  
Long Run ◽  
Slow Drift ◽  
Macroeconomic Indicators

Abstract We propose a new measure of the output gap based on a dynamic factor model that is estimated on a large number of U.S. macroeconomic indicators and which incorporates relevant stylized facts about macroeconomic data (co-movements, non-stationarity, and the slow drift in long-run output growth over time). We find that, (1) from the mid-1990s to 2008, the U.S. economy operated above its potential; and, (2) in 2018:Q4, the labor market was tighter than the market for goods and services. Because it is mainly data-driven, our measure is a natural complementary tool to the theoretical models used at policy institutions.

France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis

2007 ◽  
Author(s):  
Alain Kabundi ◽  
Francisco Nadal-De Simone
Keyword(s):  
Global Economy ◽  
Factor Model ◽  
Model Analysis ◽  
Dynamic Factor ◽  
Dynamic Factor Model

scholarly journals Dynamic factor models with infinite-dimensional factor space: Asymptotic analysis

2017 ◽  
Vol 199 (1) ◽  
pp. 74-92 ◽  
Author(s):  
Mario Forni ◽  
Marc Hallin ◽  
Marco Lippi ◽  
Paolo Zaffaroni
Keyword(s):  
Asymptotic Analysis ◽  
Factor Models ◽  
Dynamic Factor ◽  
Factor Space ◽  
Dynamic Factor Models ◽  
Infinite Dimensional
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