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The Resource Dynamic factor models, edited by Eric Hillebrand, Siem Jan Koopman

Dynamic factor models, edited by Eric Hillebrand, Siem Jan Koopman

Label
Dynamic factor models
Title
Dynamic factor models
Statement of responsibility
edited by Eric Hillebrand, Siem Jan Koopman
Creator
Contributor
Editor
Subject
Language
eng
Member of
Cataloging source
YDXCP
http://library.link/vocab/creatorName
Hillebrand, Eric
Dewey number
330.0112
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Koopman, S. J.
Series statement
Advances in econometrics
Series volume
volume 35
http://library.link/vocab/subjectName
  • Macroeconomics
  • Macroeconomics
  • Business forecasting
Label
Dynamic factor models, edited by Eric Hillebrand, Siem Jan Koopman
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
FIEb17820881
Dimensions
24 cm.
Edition
First edition.
Extent
xx, 664 pages
Isbn
9781785603532
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)913135667
Label
Dynamic factor models, edited by Eric Hillebrand, Siem Jan Koopman
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
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
Control code
FIEb17820881
Dimensions
24 cm.
Edition
First edition.
Extent
xx, 664 pages
Isbn
9781785603532
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)913135667

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