Showing 1 - 10 of 13,021
Persistent link: https://www.econbiz.de/10003868101
We propose a method to incorporate information from Dynamic Stochastic General Equilibrium (DSGE) models into Dynamic Factor Analysis. The method combines a procedure previously applied for Bayesian Vector Autoregressions and a Gibbs Sampling approach for Dynamic Factor Models. The factors in...
Persistent link: https://www.econbiz.de/10003923369
Persistent link: https://www.econbiz.de/10010192067
Persistent link: https://www.econbiz.de/10012596239
Persistent link: https://www.econbiz.de/10003867377
Persistent link: https://www.econbiz.de/10009744352
Persistent link: https://www.econbiz.de/10012104245
Persistent link: https://www.econbiz.de/10012114892
Persistent link: https://www.econbiz.de/10000870316
Persistent link: https://www.econbiz.de/10009690181