Dynamic factor models
Year of publication: |
2005
|
---|---|
Authors: | Breitung, Jörg ; Eickmeier, Sandra |
Institutions: | Deutsche Bundesbank |
Subject: | Principal components | dynamic factors | forecasting |
-
Breitung, Jörg, (2005)
-
Breitung, Jörg, (2006)
-
Maciejowska, Katarzyna, (2010)
- More ...
-
Testing for structural breaks in dynamic factor models
Breitung, Jörg, (2009)
-
Eickmeier, Sandra, (2005)
-
Analyzing business and financial cycles using multi-level factor models
Breitung, Jörg, (2014)
- More ...