Dynamic Factor Models - Advances in Econometrics
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23

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4

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Published By Emerald Group Publishing Limited

9781785603532, 9781785603525

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035012 ◽

2016 ◽

pp. 481-538 ◽

Author(s):

Catherine Doz ◽

Anna Petronevich

Keyword(s):

Business Cycle ◽

Turning Points ◽

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Advances in Econometrics

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035021 ◽

2016 ◽

pp. ii

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On the Selection of Common Factors for Macroeconomic Forecasting

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035015 ◽

2016 ◽

pp. 593-628

Author(s):

Alessandro Giovannelli ◽

Tommaso Proietti

Keyword(s):

Common Factors ◽

Macroeconomic Forecasting ◽

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Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035007 ◽

2016 ◽

pp. 283-316 ◽

Author(s):

Maximo Camacho ◽

Danilo Leiva-Leon ◽

Gabriel Perez-Quiros

Keyword(s):

Monetary Policy ◽

Linear Approach ◽

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On the Design of Data Sets for Forecasting with Dynamic Factor Models

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035016 ◽

2016 ◽

pp. 629-662 ◽

Author(s):

Gerhard Rünstler

Keyword(s):

Factor Models ◽

Dynamic Factor ◽

Data Sets ◽

Dynamic Factor Models

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Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035010 ◽

2016 ◽

pp. 401-434 ◽

Author(s):

Pilar Poncela ◽

Esther Ruiz

Keyword(s):

Big Data ◽

Factor Models ◽

Dynamic Factor ◽

Dynamic Factor Models ◽

Empirical Assessment

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Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035006 ◽

2016 ◽

pp. 215-282 ◽

Author(s):

Gabriele Fiorentini ◽

Alessandro Galesi ◽

Enrique Sentana

Keyword(s):

Ml Estimation ◽

Bifactor Models

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List of Contributors

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035020 ◽

2016 ◽

pp. ix-xii

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An Overview of the Factor-augmented Error-Correction Model

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035001 ◽

2016 ◽

pp. 3-41 ◽

Author(s):

Anindya Banerjee ◽

Massimiliano Marcellino ◽

Igor Masten

Keyword(s):

Error Correction ◽

Error Correction Model ◽

Correction Model

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Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case

Dynamic Factor Models - Advances in Econometrics ◽

10.1108/s0731-905320150000035002 ◽

2016 ◽

pp. 43-73 ◽

Author(s):

Lukas Koelbl ◽

Alexander Braumann ◽

Elisabeth Felsenstein ◽

Manfred Deistler

Keyword(s):

Frequency Data ◽

Mixed Frequency ◽

Mixed Frequency Data ◽

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