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Dynamic factor models
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211
The evolution of commodity trios prices and causality equation : in structural break perspective
Pala, Aynur
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
2
,
pp. 335-340
Persistent link: https://www.econbiz.de/10014496302
Saved in:
212
Forecasting with factors : the accuracy of timeliness
Gillitzer, Christian
;
Kearns, Jonathan
-
2007
Persistent link: https://www.econbiz.de/10003465938
Saved in:
213
Priors from DSGE models for dynamic factor analysis
Bäurle, Gregor
-
2008
estimation
. We conclude that using prior information from a standard New Keynesian DSGE model improves the forecast performance …
Persistent link: https://www.econbiz.de/10003923369
Saved in:
214
Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu
;
Moreira, Ajax
;
Vicente, José …
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
Saved in:
215
A new index of financial conditions
Koop, Gary
;
Korobilis, Dimitris
- In:
European economic review : EER
71
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
Saved in:
216
Forecasting macroeconomic time series : LASSO-based approaches and their forecast combinations with dynamic factor models
Li, Jiahan
;
Chen, Weiye
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 996-1015
Persistent link: https://www.econbiz.de/10010517772
Saved in:
217
Likelihood-based analysis for dynamic factor models
Jungbacker, Borus
;
Koopman, Siem Jan
-
2008
procedures for the
estimation
of the factors and parameter
estimation
by maximum likelihood and Bayesian methods. An illustration …
Persistent link: https://www.econbiz.de/10011373811
Saved in:
218
A. N. Varma profile
Wadhwa, Soma
- In:
Review of market integration
4
(
2012
)
2
,
pp. 131-134
Persistent link: https://www.econbiz.de/10011305516
Saved in:
219
Forecasting economic activity with targeted predictors
Bulligan, Guido
;
Marcellino, Massimiliano
;
Venditti, …
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 188-206
Persistent link: https://www.econbiz.de/10011327372
Saved in:
220
A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
Mestekemper, Thomas
;
Kauermann, Göran
;
Smith, Michael S.
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009706183
Saved in:
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