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Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement

Jackson, Laura E.; Kose, M. Ayhan; Otrok, Christopher M.; … - In: Dynamic factor models, (pp. 361-400). 2016

Persistent link: https://www.econbiz.de/10011448672

Specification and estimation of Bayesian dynamic factor models : a Monte Carlo analysis with an application to global house price comovement

Jackson, Laura E.; Kose, M. Ayhan; Otrok, Christopher M.; … - 2015

Persistent link: https://www.econbiz.de/10011392890

Specification and Estimation of Bayesian Dynamic Factor Models : A Monte Carlo Analysis with an Application to Global House Price Comovement

Jackson Young, Laura - 2019

different estimation procedures. We consider three general factor model specifications used in applied work. The first is a … single- factor model, the second a two-level factor model, and the third a three-level factor model. Our estimation …

Persistent link: https://www.econbiz.de/10012903895

Does financial globalization promote risk sharing?

Kose, M. Ayhan; Prasad, Eswar S.; Terrones, Marco E. - In: Journal of development economics 89 (2009) 2, pp. 258-270

Persistent link: https://www.econbiz.de/10003855144

Remittances over the business cycle : theory and evidence

De, Supriyo; Islamaj, Ergys; Kose, M. Ayhan; Yousefi, … - 2016

This paper examines the behavior of remittances over the business cycle and their potential to act as a stabilizer during periods of high business cycle volatility. Four main findings are reported. First, in theory, the cyclical behavior of remittances depends on the motives to remit. Second,...

Persistent link: https://www.econbiz.de/10011453670