Showing 1 - 10 of 4,232
Persistent link: https://www.econbiz.de/10010478599
Persistent link: https://www.econbiz.de/10010420052
Persistent link: https://www.econbiz.de/10011647445
Persistent link: https://www.econbiz.de/10003780467
Persistent link: https://www.econbiz.de/10009702314
Persistent link: https://www.econbiz.de/10001504904
Persistent link: https://www.econbiz.de/10010222278
The general purpose of a dynamic factor model (DFM) is to summarize a large number of time series into a few common factors. Here we explore a number of DFM specifications applied to 80 granular, non-overlapping indexes of commercial property prices in the US, quarterly from 2001 to 2017. We...
Persistent link: https://www.econbiz.de/10012923809
Persistent link: https://www.econbiz.de/10011568136
Persistent link: https://www.econbiz.de/10011996711