Dynamic factor

Results: 566



#Item
531Statistics / Dow Jones & Company / Economic indicator / Macroeconomics / Recessions / Price indices / Dynamic factor / Consumer Confidence Index / Dow Jones Industrial Average / Economics / Index numbers / Econometrics

A New Look at Economic Indexes for the States in the Third District Theodore M. Crone A New Look at Economic Indexes For the States in the Third District

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Source URL: www.philadelphiafed.org

Language: English - Date: 2002-10-28 13:13:23
532Dynamic factor / Econometrics

Microsoft Word - SJ1q2014FINAL.docx

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Source URL: www.philadelphiafed.org

Language: English - Date: 2014-04-24 09:14:23
533Unemployment / Coincident / Payroll / Economic indicator / Economics / Dynamic factor / Econometrics

MAY 2014 The Federal Reserve Bank of Philadelphia has released the coincident indexes for the 50 states for May[removed]In the past month, the indexes increased in 38 states, decreased in five, and remained stable in seven

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Source URL: www.philadelphiafed.org

Language: English - Date: 2014-06-23 16:33:01
534Gross domestic product / Economic indicators / Welfare economics / Dynamic factor / Economic growth / Eurozone / Economics / National accounts / Macroeconomics

No[removed]New Eurocoin: Tracking economic growth in real time

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Source URL: www.bancaditalia.it

Language: English - Date: 2007-10-04 08:53:57
535Time series analysis / Autoregressive conditional heteroskedasticity / Stochastic volatility / Principal component analysis / Economic model / Time series / Quantitative analyst / Maximum likelihood / Dynamic factor / Statistics / Econometrics / Economics

Wo r k i n g Pa p e r S e r i e s N o[removed]n ov e m b e r[removed]ESTIMATION AND FORECASTING IN LARGE DATASETS

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Source URL: www.ecb.europa.eu

Language: English - Date: 2009-11-16 03:24:45
536Finance / Economic systems / Financial markets / Financial crises / Debt / Credit risk / Systemic risk / Systematic risk / Default / Financial economics / Financial risk / Economics

WORKING PAPER SERIES NO[removed]AUGUST 2012 DYNAMIC FACTOR MODELS WITH MACRO, FRAILTY, AND INDUSTRY EFFECTS

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Source URL: www.ecb.europa.eu

Language: English - Date: 2012-08-15 10:29:59
537Dynamic stochastic general equilibrium / Dynamic factor / Daron Acemoğlu / Econometrics / Monetary economics / Journal of Monetary Economics / Economics / Macroeconomics / Fellows of the Econometric Society

Microsoft Word - CV 2010_sept_EEA_.doc

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Source URL: www.london.edu

Language: English - Date: 2010-10-13 05:27:29
538Multivariate statistics / Data analysis / Dynamic factor / Maximum likelihood / Loss given default / Principal component analysis / Mathematical model / Likelihood function / Credit risk / Statistics / Estimation theory / Econometrics

Wo r k i n g Pa p e r S e r i e S NO[removed]D e c e m b e r 2013 Observation Driven Mixed-Measurement Dynamic Factor Models with an

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-12-19 03:01:37
539Econometrics / Data analysis / Forecasting / Prediction / Economics / Gross domestic product / Forecast error / Dynamic factor / Macroeconomic model / Statistics / Statistical forecasting / Time series analysis

A look into the factor model black box: publication lags and the role of hard and soft data in forecasting GDP

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-05-23 06:43:53
540Statistical forecasting / National accounts / Data analysis / Time series analysis / Gross domestic product / Nowcasting / Forecasting / Macroeconomic model / Economic model / Statistics / Econometrics / Economics

Estimating and forecasting the euro area monthly national accounts from a dynamic factor model

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-11-07 05:47:03
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