Dynamic factor

Results: 566



#Item
271Macroeconomics / Inflation / Dynamic factor / Business cycle / Unemployment / Economics / Recessions / Socioeconomics

C:rsxw01Dataalp065dcb2_f8d9_4b9b_a383_beff33221d6e.eps

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Source URL: www.chicagofed.org

Language: English - Date: 2014-07-18 11:20:40
272Macroeconomics / Inflation / Dynamic factor / Business cycle / Unemployment / Economics / Recessions / Socioeconomics

C:rsxw01Dataalp065dcb2_f8d9_4b9b_a383_beff33221d6e.eps

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Source URL: chicagofed.org

Language: English - Date: 2014-07-18 11:20:40
273Economics / Cointegration / Mathematical finance / Economic model / Autoregressive integrated moving average / Unit root / Time series analysis / Econometrics / Statistics

Discussion of: Barigozzi-Lippi-Luciani - Dynamic Factor Models, Cointegration, and Error Correction Mechanisms R. Mosconi Politecnico di Milano 4th Carlo Giannini Conference

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-10 12:58:32
274Statistical forecasting / Econometrics / Forecasting / Dynamic factor / Factor analysis / Time series / Economic model / Macroeconomic model / Statistics / Time series analysis / Data analysis

The cyclical component factor model

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Source URL: www.dors.dk

Language: English - Date: 2011-01-10 09:46:58
275Multivariate statistics / Singular value decomposition / Mathematical physics / Matrix theory / Factor analysis / Market research / Dynamic factor / Eigenvalues and eigenvectors / Spectral density / Algebra / Mathematics / Statistics

Luxembourg. September[removed]6th Eurostat Colloquium on modern tools for business cycle Marco Lippi (Universita di Roma La Sapienza and EIEF). The generalized dynamic factor model: causal representation and estimation. Ba

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Source URL: epp.eurostat.ec.europa.eu

Language: English
276Dynamic factor / Spectral density / Applied mathematics / Signal processing / Sapienza University of Rome / Universities of Rome

The generalized dynamic factor model: causal representation and estimation Mario Forni1, Marc Hallin2, Marco Lippi3 and Paolo Zaffaroni4 1 Dipartimento di Economia Politica, Università Modena e Reggio

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Source URL: epp.eurostat.ec.europa.eu

Language: English
277Econometrics

Advances in Econometrics Conference Dynamic Factor Models Volume Editors: S. J. Koopman and E. Hillebrand Call for Papers

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Source URL: personal.vu.nl

Language: English - Date: 2014-05-23 05:01:16
    278Dynamic factor / Econometrics

    Microsoft Word - edited draft SJ1q2013 Wednesday 1115am.docx

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    Source URL: www.philadelphiafed.org

    Language: English - Date: 2013-04-25 07:33:02
    279Control theory / Macroeconomics / Time series analysis / Forecasting / Gross domestic product / Nowcasting / Kalman filter / Macroeconomic model / Dynamic factor / Statistics / Econometrics / Statistical forecasting

    Microsoft Word - Program cover page portrait with logos _FINAL_.doc

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    Source URL: epp.eurostat.ec.europa.eu

    Language: English
    280Mathematical finance / Dynamic factor / Economic model / Macroeconomics / Econometrics / Time series analysis / Cointegration

    Dynamic Factor Models Cointegration and Error Correction Mechanisms Matteo Barigozzi

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    Source URL: www.bancaditalia.it

    Language: English - Date: 2014-04-10 13:24:32
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