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Risk factors for the Swiss stock market

Ammann, Manuel (contributor); Steiner, Michael (contributor) - 2008

Persistent link: https://www.econbiz.de/10003674158

Information, data dimension and factor structure

Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2007

Persistent link: https://www.econbiz.de/10003596368

Real-time forecasting of GDP based on a large factor model with monthly and quarterly data

Schumacher, Christian (contributor); … - 2006

This paper discusses a factor model for estimating monthly GDP using a large number of monthly and quarterly time series in real-time. To take into account the different periodicities of the data and missing observations at the end of the sample, the factors are estimated by applying an EM...

Persistent link: https://www.econbiz.de/10003383602

Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model

Hautsch, Nikolaus (contributor) - 2007

Persistent link: https://www.econbiz.de/10003562219

Informing state economic development policy in the new economy : a theoretical foundation and empirical examination of state innovation in the United States

Hall, Jeremy Lucas - In: Public administration review : PAR 67 (2007) 4, pp. 630-645

Persistent link: https://www.econbiz.de/10003566833

Bayesian multivariate time series methods for emprirical macroeconomics

Koop, Gary (contributor); Korobilis, Dimitris (contributor) - 2010

Persistent link: https://www.econbiz.de/10008656404

Power plays : a longitudinal examination of CEO-BOD power circulation and its impact on organizational performance

Adams, Garry L. - 2004

Persistent link: https://www.econbiz.de/10003946396

Priors from DSGE models for dynamic factor analysis

Bäurle, Gregor - 2008

We propose a method to incorporate information from Dynamic Stochastic General Equilibrium (DSGE) models into Dynamic Factor Analysis. The method combines a procedure previously applied for Bayesian Vector Autoregressions and a Gibbs Sampling approach for Dynamic Factor Models. The factors in...

Persistent link: https://www.econbiz.de/10003923369

Forecasting in dynamic factor models subject to structural instability

Stock, James H.; Watson, Mark W. - In: The methodology and practice of econometrics : a …, (pp. 173-205). 2009

Persistent link: https://www.econbiz.de/10003857840

Information, data dimension and factor structure

Jacobs, Jan; Otter, Pieter W.; Reijer, Ard H. J. den - 2011 - Rev.

Persistent link: https://www.econbiz.de/10009153453