The Stacked Leading Indicators Dynamic Factor Model
| Title | The Stacked Leading Indicators Dynamic Factor Model PDF eBook |
| Author | Daniel Grenouilleau |
| Publisher | |
| Pages | 84 |
| Release | 2006 |
| Genre | European Union countries |
| ISBN |
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A Sorted Leading Indicators Dynamic (SLID) Factor Model for Short-run Euro-area GDP Forecasting
| Title | A Sorted Leading Indicators Dynamic (SLID) Factor Model for Short-run Euro-area GDP Forecasting PDF eBook |
| Author | Daniel Grenouilleau |
| Publisher | |
| Pages | 74 |
| Release | 2004 |
| Genre | Economic forecasting |
| ISBN |
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Recoge: 1.The model - 2.Data selection and processing - 3.Forecast performances - 4.A few remarks about model robustness - 5.Conclusion - 6.References - 7.Annex.
Dynamic Factor Models
| Title | Dynamic Factor Models PDF eBook |
| Author | Jörg Breitung |
| Publisher | |
| Pages | 29 |
| Release | 2005 |
| Genre | |
| ISBN | 9783865580979 |
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Dynamic Factor Models
| Title | Dynamic Factor Models PDF eBook |
| Author | Siem Jan Koopman |
| Publisher | Emerald Group Publishing |
| Pages | 685 |
| Release | 2016-01-08 |
| Genre | Business & Economics |
| ISBN | 1785603523 |
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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
A Fresh Look at Business Cycle Synchronisation in the Euro Area
| Title | A Fresh Look at Business Cycle Synchronisation in the Euro Area PDF eBook |
| Author | Christian Gayer |
| Publisher | |
| Pages | 52 |
| Release | 2007 |
| Genre | Business |
| ISBN |
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Fiscal Policy in an Estimated Open-economy Model for the Euro Area
| Title | Fiscal Policy in an Estimated Open-economy Model for the Euro Area PDF eBook |
| Author | Marco Ratto |
| Publisher | |
| Pages | 76 |
| Release | 2006 |
| Genre | Fiscal policy |
| ISBN |
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Recoge: Introduction - 1. The Model - 2. Estimation - 3. Assessing the Role of Fiscal Policy - 4. Conclusion.
Assessing the Factors of Resilience of Private Consumption in the Euro Area
| Title | Assessing the Factors of Resilience of Private Consumption in the Euro Area PDF eBook |
| Author | Servaas Deroose |
| Publisher | |
| Pages | 188 |
| Release | 2006 |
| Genre | Consumers |
| ISBN |
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