Dissecting the financial cycle with dynamic factor models
Year of publication: |
2017
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Authors: | Menden, Christian ; Proaño, Christian R. |
Publisher: |
Düsseldorf : Institut für Makroökonomie und Konjunkturforschung (IMK), Hans-Böckler-Stiftung |
Subject: | Financial cycle | dynamic factor model | Granger causality | recession forecasting | dynamic probit models | early warning systems |
Series: | IMK Working Paper ; 183 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 896529711 [GVK] hdl:10419/192981 [Handle] |
Classification: | C35 - Discrete Regression and Qualitative Choice Models ; c38 ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; E32 - Business Fluctuations; Cycles ; E47 - Forecasting and Simulation |
Source: |
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Dissecting the financial cycle with dynamic factor models
Menden, Christian, (2017)
-
Dissecting the financial cycle with dynamic factor models
Menden, Christian, (2017)
-
Dissecting the financial cycle with dynamic factor models
Menden, Christian, (2017)
- More ...
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Dissecting the financial cycle with dynamic factor models
Menden, Christian, (2017)
-
Dissecting the financial cycle with dynamic factor models
Menden, Christian, (2017)
-
Dissecting the financial cycle with dynamic factor models
Menden, Christian, (2017)
- More ...