Publications Search Results

October 01, 2014

The search found 17 of 12840 documents sorted by Date with the following criteria:
Subject / Keyword: factor model

Results: [New Search] [Sort by Author] [Sort by Title]


1.

Title: Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing
Author/Editor: De Nicoló, Gianni ; Lucchetta, Marcella
Series: Working Paper No. 12/58
Published: February 1, 2012
Subject(s): Economic indicators | Financial risk | Forecasting models | Group of seven | Time series
Author's keyword(s): Systemic Risks | Dynamic Factor Model | Quantile Auto-regressions | Density Forecasts

 

2.

Title: Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model
Author/Editor: Kryshko, Maxym
Series: Working Paper No. 11/219
Published: September 1, 2011
Subject(s): Business cycles | Economic models | Monetary policy
Author's keyword(s): Regular and data-rich DSGE models; dynamic factor models; Bayesian estimation

 

3.

Title: Data-Rich DSGE and Dynamic Factor Models
Author/Editor: Kryshko, Maxym
Series: Working Paper No. 11/216
Published: September 1, 2011
Subject(s): Economic models | Monetary policy
Author's keyword(s): Data-rich DSGE models; dynamic factor models; Bayesian estimation

 

4.

Title: Globalization, the Business Cycle, and Macroeconomic Monitoring
Author/Editor: Aruoba, S. Boragan ; Diebold, Francis X. ; Kose, M. Ayhan ; Terrones, Marco
Series: Working Paper No. 11/25
Published: February 1, 2011
Subject(s): Business cycles | Cross country analysis | Globalization | Group of seven
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: Working Paper No. 10/29
Published: February 1, 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: Are Financial Crises Alike?
Author/Editor: Tang, Chrismin ; Dungey, Mardi ; Martin, Vance ; González-Hermosillo, Brenda ; Fry, Renee
Series: Working Paper No. 10/14
Published: January 1, 2010
Subject(s): Banking crisis | Developed countries | Economic models | Emerging markets | External shocks | Spillovers
Author's keyword(s): Financial crises | Contagion | Factor models

 

7.

Title: A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle
Author/Editor: Al-Hassan, Abdullah
Series: Working Paper No. 09/73
Published: April 1, 2009
Subject(s): Business cycles | Cooperation Council for the Arab States of the Gulf | Monetary unions | Monetary policy | Gross domestic product | Economic growth | Economic models | Cross country analysis
Author's keyword(s): GCC monetary union | factor models | GDFM | and business cycle indicators.

 

8.

Title: Forces Driving Inflation in the New EU10 Members
Author/Editor: Stavrev, Emil
Series: Working Paper No. 09/51
Published: March 1, 2009
Subject(s): Inflation | European Union | Economic integration | Economic models | Cross country analysis
Author's keyword(s): Inflation | generalized dynamic factor model | price convergence

 

9.

Title: Recent French Export Performance: Is There a Competitiveness Problem?
Author/Editor: Kabundi, Alain N. ; Nadal-De Simone, Francisco
Series: Working Paper No. 09/2
Published: January 1, 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

 

10.

Title: The ECB’s Monetary Analysis Revisited
Author/Editor: Berger, Helge ; Harjes, Thomas ; Stavrev, Emil
Series: Working Paper No. 08/171
Published: July 1, 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

 

11.

Title: The Information Content of Money in Forecasting Euro Area Inflation
Author/Editor: Berger, Helge ; Stavrev, Emil
Series: Working Paper No. 08/166
Published: July 1, 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

 

12.

Title: Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System
Author/Editor: Gray, Dale F. ; Walsh, James P
Series: Working Paper No. 08/89
Published: April 1, 2008
Subject(s): Banking systems | Chile | Pricing policy | Capital markets | Credit risk | Economic models
Author's keyword(s): contingent claims analysis | credit risk | factor model | VAR

 

13.

Title: France in the Global Economy: A Structural Approximate Dynamic Factor Model Analysis
Author/Editor: Kabundi, Alain N. ; Nadal-De Simone, Francisco
Series: Working Paper No. 07/129
Published: June 1, 2007
Subject(s): Economic models | Business cycles | France
Author's keyword(s): Dynamic factor models | international business cycles | sign restrictions

 

14.

Title: Common Factors in Latin America's Business Cycles
Author/Editor: Aiolfi, Marco ; Catão, Luis ; Timmermann, Allan
Series: Working Paper No. 06/49
Published: February 1, 2006
Subject(s): Business cycles | Latin America | Argentina | Brazil | Chile | Mexico | Economic models
Author's keyword(s): Business cycles | factor models | Latin America

 

15.

Title: Estimation of Economic Growth in France Using Business Survey Data
Author/Editor: Kabundi, Alain N.
Series: Working Paper No. 04/69
Published: April 1, 2004
Subject(s): Economic growth | France | Forecasting models | Data collection | Data analysis
Author's keyword(s): Dynamic factor models | survey data | economic forecasting

 

16.

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
Series: Working Paper No. 03/46
Published: March 1, 2003
Subject(s): International trade | Business cycles | Economic growth | Economic models
Author's keyword(s): Business Cycles | International Business Cycles | Dynamic Factor Models

 

17.

Title: The Impact of the EMU on the Structure of European Equity Returns - An Empirical Analysis of the First 21 Months
Author/Editor: Kraus, Thomas
Series: Working Paper No. 01/84
Published: June 1, 2001
Subject(s): European Economic and Monetary Union | Euro | Capital markets | Industry | Economic models
Author's keyword(s): Euro | EMU | equity markets | correlations | industry sectors | factor models

 

Results: [New Search] [Sort by Author] [Sort by Title]


How to Order