A suggestion for a dynamic multifactor model (DMFM)
Year of publication: |
2022
|
---|---|
Authors: | Gibson, Heather D. ; Hall, Stephen G. ; Tavlas, George S. |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 26.2022, 6, p. 1423-1443
|
Subject: | Factor Models | Forecasts | Principal Components | Underlying Activity | Theorie | Theory | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis |
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