المؤلفون: Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Pedro Jose Piqueras Martinez

المصدر: Econometrics, Vol 12, Iss 4, p 39 (2024)

مصطلحات موضوعية: fractional integration, dynamic factor models, persistence, business cycle, economic activity, Kalman filter, Economics as a science, HB71-74

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2225-1146/12/4/39; https://doaj.org/toc/2225-1146

URL الوصول: https://doaj.org/article/ba0b4395e0964274893fe17b201264d8

المؤلفون: Caporale, Guglielmo Maria, Gil-Alana, Luis Alberiko, Martínez, Pedro José Piqueras

مصطلحات موضوعية: ddc:330, C22, E32, fractional integration, dynamic factor models, persistence, business cycle, economic activity, Kalman filter, state-space models

Relation: Series: CESifo Working Paper; No. 11486; https://hdl.handle.net/10419/308382; RePec:ces:ceswps:_11486

الاتاحة: https://hdl.handle.net/10419/308382

المؤلفون: Mingoli, Gabriele

مصطلحات موضوعية: ddc:330, observation-driven filter, non-stationary time-series, mixed causal noncausal models, dynamic factor models

Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2024-072/III; https://hdl.handle.net/10419/307426

الاتاحة: https://hdl.handle.net/10419/307426

المؤلفون: Barigozzi, Matteo, Hallin, Marc

المصدر: ECARES Working Papers; 2024-14

مصطلحات موضوعية: Econométrie et méthodes statistiques :théorie et applications, Dynamic factor models, Weak factors, Cross-sectional exchangeability

وصف الملف: 25 p.; 1 full-text file(s): application/pdf

Relation: uri/info:repec/RePEc:eca:wpaper:2013/377116; https://dipot.ulb.ac.be/dspace/bitstream/2013/377116/3/2024-14-BARIGOZZI_HALLIN-the-dynamic.pdf; http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/377116

الاتاحة: http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/377116
https://dipot.ulb.ac.be/dspace/bitstream/2013/377116/3/2024-14-BARIGOZZI_HALLIN-the-dynamic.pdf

المؤلفون: Casarin R., Grassi S., Ravazzolo F., van Dijk H. K.

المساهمون: Casarin, R., Grassi, S., Ravazzolo, F., van Dijk, H. K.

مصطلحات موضوعية: Density combination, Large set of predictive densities, Dynamic factor models, Nonlinear state-space, Bayesian inference, Settore SECS-P/05 - Econometria, Settore SECS-S/03 - Statistica Economica, Settore ECON-05/A - Econometria, Settore STAT-02/A - Statistica economica

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001109754700001; volume:1; issue:2; firstpage:1; lastpage:27; numberofpages:27; journal:JOURNAL OF ECONOMETRICS; https://hdl.handle.net/10278/5023840

الاتاحة: https://hdl.handle.net/10278/5023840
https://doi.org/10.1016/j.jeconom.2022.11.004

المؤلفون: Spånberg, Erik, 1990

المساهمون: Stockhammar, Pär, Docent, 1976, Ghilagaber, Gebrenegus, Professor, 1958, Karlsson, Sune, Professor

مصطلحات موضوعية: dynamic factor models, variational inference, missing data, nowcasting, expectation maximization, statistik, Statistics

وصف الملف: electronic

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-210250
https://su.diva-portal.org/smash/get/diva2:1702411/FULLTEXT01.pdf
https://su.diva-portal.org/smash/get/diva2:1702411/PREVIEW01.jpg

المؤلفون: Opschoor, Daan, van Dijk, Dick

مصطلحات موضوعية: ddc:330, C32, C51, C53, E37, Dynamic factor models, EM algorithm, artificial noise, convergence speed, nowcasting

Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2023-018/III; gbv-ppn:1843780127; http://hdl.handle.net/10419/273829; RePEc:tin:wpaper:20230018

الاتاحة: http://hdl.handle.net/10419/273829

المؤلفون: Zahid, Hamza

مصطلحات موضوعية: ENERGY EFFICIENCY, SHALE OIL, ENERGY TRANSITION, GLOBAL BUSINESS CYCLES, DYNAMIC FACTOR MODELS, FAVAR, STRUCTURAL ANALYSIS, INDIRECT INFERENCE

وصف الملف: application/pdf; text/plain

Relation: Policy Research Working Papers; 10402; http://documents.worldbank.org/curated/en/099343004112324291/IDU006c0d7570ffbe047420bc500990811843794; https://openknowledge.worldbank.org/handle/10986/39699

الاتاحة: http://documents.worldbank.org/curated/en/099343004112324291/IDU006c0d7570ffbe047420bc500990811843794
https://openknowledge.worldbank.org/handle/10986/39699

المؤلفون: Juan, Aranzazu de, Poncela, Maria Pilar, Ruiz Ortega, Esther

المساهمون: Universidad Carlos III de Madrid. Departamento de Estadística

مصطلحات موضوعية: Co2 Emissions, Dynamic Factor Models, Macroeconomic Activity, Oriented Factors, Time Series, Variable Selection, Estadística

Relation: Working paper Statistics and Econometrics; 23-10; Gobierno de España. PID2019-108079GB-C21; http://hdl.handle.net/10016/37975; DT/0000002086

الاتاحة: http://hdl.handle.net/10016/37975

المؤلفون: González-Rivera, Gloria, Rodríguez Caballero, Carlos Vladimir, Ruiz Ortega, Esther

المساهمون: Universidad Carlos III de Madrid. Departamento de Estadística

مصطلحات موضوعية: Climate Change, Dynamic Factor Models, Interval Valued Time Series, State Space Models, C22, C32, C53, Q54, Estadística

Relation: Working paper Statistics and Econometrics; 23-08; Gobierno de España. PID2019-108079GB-C21; http://hdl.handle.net/10016/37968; DT/0000002084

الاتاحة: http://hdl.handle.net/10016/37968

المؤلفون: Malvicino, Facundo E.

المصدر: Revista Pilquen. Sección Ciencias Sociales; Vol. 25 Núm. 2 (2022): Revista Pilquen. Sección Ciencias Sociales; 98-133 ; 1851-3123 ; 1666-0579

مصطلحات موضوعية: Dynamic Factor Models, Economic Cycle, Regional Economies, Modelos de Factores Dinámicos, Ciclo Económico, Economías Regionales

وصف الملف: application/pdf

Relation: https://revele.uncoma.edu.ar/index.php/Sociales/article/view/4200/61168; https://revele.uncoma.edu.ar/index.php/Sociales/article/view/4200

الاتاحة: https://revele.uncoma.edu.ar/index.php/Sociales/article/view/4200

المؤلفون: Piero C. Kauffmann, Hellinton H. Takada, Ana T. Terada, Julio M. Stern

المصدر: Econometrics; Volume 10; Issue 2; Pages: 15

مصطلحات موضوعية: yield curve forecasting, neural networks, machine learning, bayesian modeling, yield curve decomposition, dynamic factor models, Kalman filter

وصف الملف: application/pdf

Relation: https://dx.doi.org/10.3390/econometrics10020015

الاتاحة: https://doi.org/10.3390/econometrics10020015

المؤلفون: Anderl, C., Caporale, G.

مصطلحات موضوعية: dynamic factor models, shadow rates, inflation targeting, monetary policy stance

Relation: https://doi.org/10.1111/sjpe.12343; Anderl, C. and Caporale, G. (2022). Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. Scottish Journal of Political Economy. 70 (5), pp. 399-422. https://doi.org/10.1111/sjpe.12343

الاتاحة: https://openresearch.lsbu.ac.uk/item/92xqq
https://doi.org/10.1111/sjpe.12343

المؤلفون: Jacopo De Stefani, Gianluca Bontempi

المصدر: Frontiers in Big Data, Vol 4 (2021)

مصطلحات موضوعية: multivariate forecasting, multi-step-ahead forecasting, large scale forecasting, dimensionality reduction, dynamic factor models, nonlinear forecasting, Information technology, T58.5-58.64

وصف الملف: electronic resource

Relation: https://www.frontiersin.org/articles/10.3389/fdata.2021.690267/full; https://doaj.org/toc/2624-909X

URL الوصول: https://doaj.org/article/840a1b56309a49dbadaad2113da8d726

المؤلفون: Marinho, João Diogo Mendes

المساهمون: Duarte, João, RUN

مصطلحات موضوعية: Tourism, Portugal, FAVAR, Dynamic factor models, Macroeconomics

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10362/48399

المؤلفون: Ellul, Reuben, Ruisi, Germano

مصطلحات موضوعية: ddc:330, C53, E37, dynamic factor models, missing data, nowcasting, forecasting, backdating, forecasting horse-race

Relation: Series: CBM Working Papers; No. WP/02/2022; gbv-ppn:179005138X; http://hdl.handle.net/10419/268294

الاتاحة: http://hdl.handle.net/10419/268294

المؤلفون: Cabello, Miguel, Nivin, Rafael

مصطلحات موضوعية: ddc:330, E44, C11, C13, C32, C55, Uncertainty, Stochastic volatility, Dynamic Factor models

Relation: Series: Graduate Institute of International and Development Studies Working Paper; No. HEIDWP25-2022; gbv-ppn:1835098991; http://hdl.handle.net/10419/278329

الاتاحة: http://hdl.handle.net/10419/278329

المؤلفون: Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, van Dijk, Herman

مصطلحات موضوعية: ddc:330, C11, C15, C53, E37, Density Combination, Large Set of Predictive Densities, Dynamic Factor Models, Nonlinear state-space, Bayesian Inference

Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2022-013/III; gbv-ppn:1789688477; http://hdl.handle.net/10419/263933; RePEc:tin:wpaper:20220013

الاتاحة: http://hdl.handle.net/10419/263933

المؤلفون: Casarin, Roberto, Grassi, Stefano, Ravazzolo, Francesco, van Dijk, Herman K.

مصطلحات موضوعية: ddc:330, C11, C15, C53, E37, Density Combination, Large Set of Predictive Densities, Dynamic Factor Models, Nonlinear state-space, Bayesian Inference

Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2022-053/III; gbv-ppn:1813966826; http://hdl.handle.net/10419/263973; RePEc:tin:wpaper:20220053

الاتاحة: http://hdl.handle.net/10419/263973

المؤلفون: Anderl, Christina, Caporale, Guglielmo Maria

مصطلحات موضوعية: ddc:330, C38, E43, E52, E58, dynamic factor models, shadow rates, inflation targeting, monetary policy stance

Relation: Series: CESifo Working Paper; No. 9839; gbv-ppn:1811653405; http://hdl.handle.net/10419/263769; RePec:ces:ceswps:_9839

الاتاحة: http://hdl.handle.net/10419/263769