scholarly journals A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts

2006 ◽  
Author(s):  
Christophe Van Nieuwenhuyze
Keyword(s):  
Business Cycle ◽  
Factor Model ◽  
Dynamic Factor ◽  
Gdp Growth ◽  
Dynamic Factor Model ◽  
Growth Forecasts

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

World Economy ◽  
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

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

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

scholarly journals Tracking down the business cycle: A dynamic factor model for Germany 1820–1913

2009 ◽  
Vol 46 (3) ◽  
pp. 368-387 ◽  
Author(s):  
Samad Sarferaz ◽  
Martin Uebele
Keyword(s):  
Business Cycle ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
The Business Cycle
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