factors extracted from this data set exhibit similar behavior to those extracted from the original Stock and Watson data set …. The dominant factors are shown to be insensitive to outliers, but outliers do affect the relative influence of the series … literature. Finally, we show that factors extracted from our data set are useful for forecasting a range of macroeconomic series …

interconnection between currency rates and factors of their formation, which allows obtaining adequate forecasting in the system of …

Major factors of efficiency of the economy of Ukraine, which influence is formalized in the form of valid regression …

Dynamic factors estimated from panels of macroeconomic indicators are used to predict future recessions using probit … models. Three factors are considered: a bond and exchange rates factor; a stock market factor; a real activity factor. Three …, models that use factors yield better fit than models that use indicators directly. Out-of-sample forecasting exercises …