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|a HB139
|b .A33 v.35
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0 |
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|a Dynamic factor models /
|c edited by Eric Hillebrand, Siem Jan Koopman.
|
| 250 |
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|a First edition.
|
| 264 |
|
1 |
|a Bingley, UK :
|b Emerald,
|c 2016.
|
| 300 |
|
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|a xx, 664 pages :
|b illustrations ;
|c 24 cm.
|
| 336 |
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|a text
|b txt
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1 |
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|a Advances in econometrics ;
|v volume 35
|
| 504 |
|
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|a Includes bibliographical references.
|
| 505 |
0 |
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|a An overview of the factor-augmented error-correction model -- Estimation of VAR systems from mixed-frequency data: the stock and the flow case -- Modeling yields at the zero lower bound: are shadow rates the solution? -- Dynamic factor models for the volatility surface -- Analyzing international business and financial cycles using multi-level factor models: a comparison of alternative approaches -- Fast ML estimation of dynamic bifactor models: an application to European inflation -- Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach -- Modeling financial markets comovements during crises: a dynamic multi-factor approach -- Specification and estimation of Bayesian dynamic factor models: a Monte Carlo analysis with an application to global house price comovement -- Small-versus big-data factor extraction in dynamic factor models: an empirical assessment -- Regularized estimation of structural instability in factor models: the US macroeconomy and the great moderation -- Dating business cycle turning points for the French economy: an MS-DFM approach -- Common faith or parting ways? A time varying parameters factor analysis of Euro-area inflation -- Nowcasting business cycles: a Bayesian approach to dynamic heterogeneous factor models -- On the selection of common factors for macroeconomic forecasting -- On the design of data sets for forecasting with dynamic factor models.
|
| 650 |
|
0 |
|a Macroeconomics.
|
| 650 |
|
0 |
|a Macroeconomics
|x Econometric models.
|
| 650 |
|
0 |
|a Business forecasting.
|
| 700 |
1 |
|
|a Hillebrand, Eric,
|e editor.
|
| 700 |
1 |
|
|a Koopman, S. J.
|q (Siem Jan),
|e editor.
|
| 830 |
|
0 |
|a Advances in econometrics ;
|v v. 35.
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| 907 |
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|a .b22516256
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