Showing 1 - 10 of 4,663
The transmission mechanisms of volatility between markets can be characterized within a new Markov Switching bivariate …
Persistent link: https://www.econbiz.de/10005731535
Persistent link: https://www.econbiz.de/10000885171
Persistent link: https://www.econbiz.de/10003812650
Persistent link: https://www.econbiz.de/10001623892
Persistent link: https://www.econbiz.de/10001164031
Persistent link: https://www.econbiz.de/10000865890
Persistent link: https://www.econbiz.de/10001089230
Persistent link: https://www.econbiz.de/10003707091
Persistent link: https://www.econbiz.de/10003856712
This paper aims to construct a high-frequency coincident indicator of economic activity for Lombardy and for the provinces of Milan and Pavia, by using the dynamic factor model approach introduced by Stock e Watson (1998a e 1998b). The principal component analysis is first used to summarize the...
Persistent link: https://www.econbiz.de/10010335289