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January 16, 2018
 

The Search found 12 of 16380 documents sorted by Date with the following criteria:
Subject/Keyword: Dynamic Factor Model

 
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1. Title: Systemic Real and Financial Risks : Measurement, Forecasting, and Stress Testing
  Author/Editor: Marcella Lucchetta ; Gianni De Nicoló
  Series: IMF Working Papers
  Published: February 01, 2012
  Subject(s): Economic indicators | Financial risk | Forecasting models | Group of seven | Prices
  Author's Keyword(s): Systemic Risks | Dynamic Factor Model | Quantile Auto-regressions | Density Forecasts
 
2. Title: Data-Rich DSGE and Dynamic Factor Models
  Author/Editor: Maxym Kryshko
  Series: IMF Working Papers
  Published: September 01, 2011
  Subject(s): Economic models
  Author's Keyword(s): Data-rich DSGE models | dynamic factor models | Bayesian estimation
 
3. Title: Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model
  Author/Editor: Maxym Kryshko
  Series: IMF Working Papers
  Published: September 01, 2011
  Subject(s): Economic models
  Author's Keyword(s): Regular and data-rich DSGE models | dynamic factor models | Bayesian estimation
 
4. Title: Globalization, the Business Cycle, and Macroeconomic Monitoring
  Author/Editor: S. Boragan Aruoba ; Marco Terrones ; M. Ayhan Kose ; Francis X. Diebold
  Series: IMF Working Papers
  Published: February 01, 2011
  Subject(s): Group of seven | Prices
  Author's Keyword(s): Expansion | Contraction | Recession | Turning Point | Dynamic factor model | Nowcasting | Real-time analysis
 
5. Title: Systemic Risks and the Macroeconomy
  Author/Editor: Lucchetta, Marcella ; De Nicoló, Gianni
  Series: IMF Working Papers
  Published: February 01, 2010
  Subject(s): Banking sector | Economic forecasting | Economic indicators | Economic models | External shocks | Financial risk | Group of seven | Prices
  Author's Keyword(s): Systemic Risk | Dynamic Factor Model | Quantile Regressions
 
6. Title: Forces Driving Inflation in the New EU10 Members
  Author/Editor: Stavrev, Emil
  Published: March 01, 2009
  Subject(s): Inflation | European Union | Economic integration | Economic models | Cross country analysis
  Author's Keyword(s): Inflation | generalized dynamic factor model | price convergence
 
7. Title: Recent French Export Performance: Is There a Competitiveness Problem?
  Author/Editor: Kabundi, Alain N. ; Nadal-De Simone, Francisco
  Published: January 01, 2009
  Subject(s): Export competitiveness | Performance indicators | Terms of trade | International trade | Exports | Trade models | Productivity | Euro Area | France
  Author's Keyword(s): Competitiveness | Dynamic Factor Models | Productivity
 
8. Title: The ECB’s Monetary Analysis Revisited
  Author/Editor: Berger, Helge ; Harjes, Thomas ; Stavrev, Emil
  Published: July 01, 2008
  Subject(s): European Central Bank | Monetary policy | Central bank policy | Economic models | Asset prices | Consumer prices | Financial sector | Money
  Author's Keyword(s): ECB | monetary analysis | monetary pillar | New Keynesian model | DSGE model | P* model | Two-pillar Phillips curve | VAR model | generalized dynamic factor model
 
9. Title: The Information Content of Money in Forecasting Euro Area Inflation
  Author/Editor: Berger, Helge ; Stavrev, Emil
  Published: July 01, 2008
  Subject(s): Euro Area | Money | Inflation | Forecasting models | Monetary policy | Economic models
  Author's Keyword(s): Information content of money | inflation forecasting | New Keynesian model | DSGE model | P* model | Two-pillar Phillips curve | VAR model | general dynamic factor model | Bayesian estimation | euro area
 
10. Title: France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis
  Author/Editor: Kabundi, Alain N. ; Nadal-De Simone, Francisco
  Published: June 01, 2007
  Subject(s): Economic models | Business cycles | France
  Author's Keyword(s): Dynamic factor models | international business cycles | sign restrictions
 
11. Title: Estimation of Economic Growth in France Using Business Survey Data
  Author/Editor: Kabundi, Alain N.
  Published: April 01, 2004
  Subject(s): Economic growth | France | Forecasting models | Data collection | Data analysis
  Author's Keyword(s): Dynamic factor models | survey data | economic forecasting
 
12. Title: Are They All in the Same Boat? The 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages
  Author/Editor: Helbling, Thomas ; Bayoumi, Tamim
  Published: March 01, 2003
  Subject(s): International trade | Business cycles | Economic growth | Economic models
  Author's Keyword(s): Business Cycles | International Business Cycles | Dynamic Factor Models
 

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