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Feeding large econometric models by a mixed approach of classical decomposition of series and dynamic factor analysis : application to Wharton-UAM model
Moral Carcedo, Julián; Pérez Garcia, Julian - In: Estudios de economía aplicada : revista promovida por … 33 (2015) 2, pp. 487-512
Persistent link: https://www.econbiz.de/10011595390
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A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
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An application of dynamic factor models to nowcast regional economic activity in Spain
Gil, María; Leiva-Leon, Danilo; Pérez, Javier J.; … - 2019
Persistent link: https://www.econbiz.de/10012024686
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Forecast accuracy of small and large scale dynamic factor models in developing economies
López-Buenache, Germán - In: Review of development economics : an essential resource … 22 (2018) 3, pp. e63-e78
Persistent link: https://www.econbiz.de/10011971942
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Forecasting the term structure of Philippine interest rates using the dynamic Nelson-Siegel model
Lara-Tuprio, Elvira P. de; Bataller, Ramil T.; Torres, … - In: DLSU business & economics review 27 (2017/2018) 1, pp. 190-200
Persistent link: https://www.econbiz.de/10011948540
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A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared; Ma, Jun - In: Economic modelling 67 (2017), pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
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Predicting real-time adaptive performance in a dynamic decision-making context
Good, Darren - In: Journal of management & organization : JMO 20 (2014) 6, pp. 715-732
Persistent link: https://www.econbiz.de/10011905827
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Does realized volatility help bond yield density prediction?
Shin, Minchul; Zhong, Molin - In: International journal of forecasting 33 (2017) 2, pp. 373-389
Persistent link: https://www.econbiz.de/10011922068
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Projection methods and the curse of dimensionality
Heer, Burkhard; Maußner, Alfred - In: Journal of mathematical finance 8 (2018) 2, pp. 317-334
Persistent link: https://www.econbiz.de/10011874753
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Forecasting Czech GDP using Bayesian dynamic model averaging
Karel, Tomáš; Hebák, Petr - In: International journal of economic sciences : IJoES 7 (2018) 1, pp. 65-81
Persistent link: https://www.econbiz.de/10011877916