Co-movement of Government Debt and Economic Growth in the Euro-area: A Bayesian Dynamic Factor Model Analysis

International Economic Journal ◽

10.1080/10168737.2012.719916 ◽

2013 ◽

Vol 27 (4) ◽

pp. 625-643 ◽

Author(s):

Huiran Pan ◽

Chun Wang

Keyword(s):

Economic Growth ◽

Euro Area ◽

Factor Model ◽

Government Debt ◽

Model Analysis ◽

Dynamic Factor ◽

Dynamic Factor Model

Download Full-text

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

SSRN Electronic Journal ◽

10.2139/ssrn.995629 ◽

2007 ◽

Author(s):

Alain Kabundi ◽

Francisco Nadal-De Simone

Keyword(s):

Global Economy ◽

Factor Model ◽

Model Analysis ◽

Dynamic Factor ◽

Dynamic Factor Model

Download Full-text

France in the global economy: a structural approximate dynamic factor model analysis

Empirical Economics ◽

10.1007/s00181-010-0383-6 ◽

2010 ◽

Vol 41 (2) ◽

pp. 311-342 ◽

Author(s):

Alain Kabundi ◽

Francisco Nadal De Simone

Keyword(s):

Global Economy ◽

Factor Model ◽

Model Analysis ◽

Dynamic Factor ◽

Dynamic Factor Model

Download Full-text

Estimating and forecasting the euro area monthly national accounts from a dynamic factor model

OECD Journal Journal of Business Cycle Measurement and Analysis ◽

10.1787/jbcma-2010-5kmmsxgf2qbs ◽

2010 ◽

Vol 2010 (1) ◽

pp. 1-22 ◽

Author(s):

Elena Angelini ◽

Marta Banbura ◽

Gerhard Rünstler

Keyword(s):

Euro Area ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

National Accounts

Download Full-text

The emergence of regional business cycle in Africa—a reality or myth? A Bayesian dynamic factor model analysis

World Economy ◽

10.1111/twec.12888 ◽

2019 ◽

Vol 43 (1) ◽

pp. 239-273

Author(s):

Oyeyinka S. Omoshoro‐Jones ◽

Lumengo Bonga‐Bonga

Keyword(s):

Business Cycle ◽

Factor Model ◽

Model Analysis ◽

Dynamic Factor ◽

Dynamic Factor Model

Download Full-text

Decomposing household, professional and market forecasts on inflation: a dynamic factor model analysis

Applied Economics ◽

10.1080/00036846.2014.1002889 ◽

2015 ◽

Vol 47 (20) ◽

pp. 2092-2101 ◽

Author(s):

Joseph Palardy ◽

Tomi Ovaska

Keyword(s):

Factor Model ◽

Model Analysis ◽

Dynamic Factor ◽

Dynamic Factor Model

Download Full-text

A dynamic factor model with time-varying loadings for euro area bond markets during the debt crisis

Economics Letters ◽

10.1016/j.econlet.2012.09.017 ◽

2013 ◽

Vol 118 (1) ◽

pp. 50-54 ◽

Author(s):

Jens Boysen-Hogrefe

Keyword(s):

Euro Area ◽

Factor Model ◽

Debt Crisis ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Bond Markets ◽

Download Full-text

Comovements and Heterogeneity in the Euro Area Analyzed in a Non-Stationary Dynamic Factor Model

SSRN Electronic Journal ◽

10.2139/ssrn.922594 ◽

2007 ◽

Author(s):

Sandra Eickmeier

Keyword(s):

Euro Area ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model

Download Full-text

Estimating and Forecasting the Euro Area Monthly National Accounts from a Dynamic Factor Model

SSRN Electronic Journal ◽

10.2139/ssrn.1282045 ◽

2008 ◽

Author(s):

Elena Angelini ◽

Marta Banbura ◽

Gerhard Rünstler

Keyword(s):

Euro Area ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

National Accounts

Download Full-text

Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model

Journal of Applied Econometrics ◽

10.1002/jae.1068 ◽

2009 ◽

Vol 24 (6) ◽

pp. 933-959 ◽

Author(s):

Sandra Eickmeier

Keyword(s):

Euro Area ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model

Download Full-text

A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis

Journal of Forecasting ◽

10.1002/for.2667 ◽

2020 ◽

Vol 39 (6) ◽

pp. 911-926

Author(s):

Florian Huber ◽

Michael Pfarrhofer ◽

Philipp Piribauer

Keyword(s):

Business Cycle ◽

Stochastic Volatility ◽

Euro Area ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Business Cycle Analysis

Download Full-text