A new index of financial conditions
Year of publication: |
2014
|
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Authors: | Koop, Gary ; Korobilis, Dimitris |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 71.2014, p. 101-116
|
Subject: | Bayesian model averaging | Dynamic factor model | Dual Kalman filter | Forecasting | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator | Theorie | Theory |
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