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Real-time forecasting in a data-rich environment

Liebermann, Joe͏̈lle - 2012

Persistent link: https://www.econbiz.de/10010219898

Model comparison tests of linear factor models in U.K. stock returns

Fletcher, Jonathan - In: Finance research letters 28 (2019), pp. 281-291

Persistent link: https://www.econbiz.de/10012388326

Modeling of economic and financial conditions for nowcasting and forecasting recessions : a unified approach

Çakmaklı, Cem; Demircan, Hamza; Altuğ, Sumru - 2019

In this paper, we propose a method for jointly estimating indexes of economic and financial conditions by exploiting the intertemporal link between their cyclical behavior. This method combines a dynamic factor model for the joint modeling of economic and financial variables with mixed...

Persistent link: https://www.econbiz.de/10011999163

Essays in empirical macroeconomics with application to monetary policy in a data-rich environment

Amir Ahmadi, Pooyan - 2009

Persistent link: https://www.econbiz.de/10008811068

Essays on business cycle analysis and demography

Sarferaz, Samad - 2009

Persistent link: https://www.econbiz.de/10008811071

Bayesian dynamic factor analysis of a simple monetary DSGE model

Kryshko, Maxym - 2011

Persistent link: https://www.econbiz.de/10009422563

An automated prior robustness analysis in Bayesian model comparison

Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019

Persistent link: https://www.econbiz.de/10012223998

Decomposing global yield curve co-movement

Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - In: Journal of banking & finance 106 (2019), pp. 500-513

Persistent link: https://www.econbiz.de/10012224340

Investigating the drivers of international comovement in real financial asset returns

McKinnon, Kate - 2019

Persistent link: https://www.econbiz.de/10012224630

Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification

Kaufmann, Sylvia; Schumacher, Christian - In: Journal of econometrics 210 (2019) 1, pp. 116-134

Persistent link: https://www.econbiz.de/10012303383

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