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

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

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

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

2007 ◽  
Vol 07 (129) ◽  
pp. 1
Author(s):  
Francisco Nadal-De Simone ◽  
Alain N. Kabundi ◽  
◽  
Keyword(s):  
Global Economy ◽  
Factor Model ◽  
Model Analysis ◽  
Dynamic Factor ◽  
Dynamic Factor Model

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

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

2015 ◽  
Vol 47 (20) ◽  
pp. 2092-2101 ◽  
Author(s):  
Joseph Palardy ◽  
Tomi Ovaska
Keyword(s):  
Factor Model ◽  
Model Analysis ◽  
Dynamic Factor ◽  
Dynamic Factor Model

scholarly journals Globalisation effect measure via hierarchical dynamic factor modelling

Equilibrium ◽  
2015 ◽  
Vol 10 (3) ◽  
pp. 139
Author(s):  
Agne Reklaite
Keyword(s):  
Global Economy ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
International Trends ◽  
Effect Measure ◽  
Global Shocks ◽  
The Growth Of Economy ◽  
Over Time

In this paper the issue of globalisation and deteriorating precision of domestically oriented frameworks is addressed. A hypothesis that the effect of international trends on the growth of economy is increasing over time is formed. In order to validate this, a method of composing foreign series with local indicators in a hierarchical dynamic factor model is presented. The novelty of this approach is that globalisation effect is measured focusing on prediction rather than similarity. This way the measure presents the country's sensitivity to global shocks and reveals how much focal country's economy is intertwined with global economy. The application was performed on the basis of Lithuanian data and the hypothesis was validated. The results indicate that globalisation effect has an increasing effect over time.

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
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