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Nowcasting US GDP using tree-based ensemble models and dynamic factors
Soybilgen, Barış; Yazgan, Mustafa Ege - In: Computational economics 57 (2021) 1, pp. 387-417
Persistent link: https://www.econbiz.de/10012486916
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Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne; Lucas, André; Barra, István; Dijk, … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
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Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Doz, Catherine; Ferrara, Laurent; Pionnier, Pierre-Alain - 2020
Persistent link: https://www.econbiz.de/10012244551
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Dynamic factor model with infinite dimensional factor space: forecasting
Forni, Mario; Giovannelli, Alessandro; Lippi, Marco; … - 2016
Persistent link: https://www.econbiz.de/10011672373
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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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Forecasting GDP with global components : this time is different
Bjørnland, Hilde Christiane; Ravazzolo, Francesco; … - 2015
Persistent link: https://www.econbiz.de/10010507819
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Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
Aumond, Romain; Royer, Julien - 2024
Persistent link: https://www.econbiz.de/10014486414
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Dynamic linear models with adaptive discounting
Yusupova, Alisa; Pavlidis, Nicos G.; Pavlidis, Efthymios G. - In: International journal of forecasting 39 (2023) 4, pp. 1925-1944
Persistent link: https://www.econbiz.de/10014465368
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Bayesian dynamic tensor regression
Billio, Monica; Casarin, Roberto; Iacopini, Matteo; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 429-439
Persistent link: https://www.econbiz.de/10014448234