Dynamic factor models with common (drifting) stochastic trends
Year of publication: |
2024
|
---|---|
Authors: | Kaufmann, Sylvia ; Strachan, Rodney W. |
Publisher: |
Gerzensee : Swiss National Bank, Study Center Gerzensee |
Subject: | Faktorenanalyse | Dynamische Wirtschaftstheorie | Stochastischer Prozess | Bayes-Statistik | Zeitreihenanalyse | Schätztheorie | Beschäftigungsstruktur | Schätzung | USA |
Series: | Working Paper ; 24.02 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1879932261 [GVK] hdl:10419/283526 [Handle] |
Source: |
-
Dynamic factor models with common (drifting) stochastic trends
Kaufmann, Sylvia, (2024)
-
Bayesian estimation of sparse dynamic factor models with order-independent identification
Kaufmann, Sylvia, (2013)
-
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho, (2022)
- More ...
-
Changing dynamics at the zero lower bound
Bäurle, Gregor, (2016)
-
Changing dynamics at the zero lower bound
Bäurle, Gregor, (2016)
-
Changing dynamics at the zero lower bound
Bäurle, Gregor, (2016)
- More ...