Economics at your fingertips  

Dynamic Factor Models, vol 35

Edited by Eric Hillebrand () and Siem Jan Koopman ()

in Advances in Econometrics from Emerald Publishing Ltd, currently edited by Thomas B. Fomby, R. Carter Hill, Ivan Jeliazkov, Juan Carlos Escanciano and Eric Hillebrand

Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link) ... RePEc&WT.mc_id=RePEc (text/html)
Access to full text is restricted to subscribers

Chapters in this book:

An Overview of the Factor-augmented Error-Correction Model , pp 3-41 Downloads
Anindya Banerjee, Massimiliano Marcellino and Igor Masten
Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case , pp 43-73 Downloads
Lukas Koelbl, Alexander Braumann, Elisabeth Felsenstein and Manfred Deistler
Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution? , pp 75-125 Downloads
Jens H. E. Christensen and Glenn Rudebusch
Dynamic Factor Models for the Volatility Surface , pp 127-174 Downloads
Michel van der Wel, Sait Ozturk and Dick van Dijk
Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches , pp 177-214 Downloads
Jörg Breitung and Sandra Eickmeier
Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation , pp 215-282 Downloads
Gabriele Fiorentini, Alessandro Galesi and Enrique Sentana
Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach , pp 283-316 Downloads
Maximo Camacho, Danilo Leiva-Leon and Gabriel Perez-Quiros
Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach , pp 317-360 Downloads
Martin Belvisi, Riccardo Pianeti and Giovanni Urga
Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement , pp 361-400 Downloads
Laura Jackson Young, Ayhan Kose, Christopher Otrok and Michael Owyang
Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment , pp 401-434 Downloads
Pilar Poncela and Esther Ruiz
Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation , pp 437-479 Downloads
Laurent Callot and Johannes Tang Kristensen
Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach , pp 481-538 Downloads
Catherine Doz and Anna Petronevich
Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation , pp 539-565 Downloads
Davide Delle Monache, Ivan Petrella and Fabrizio Venditti
Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models , pp 569-594 Downloads
Antonello D’Agostino, Domenico Giannone, Michele Lenza and Michele Modugno
On the Selection of Common Factors for Macroeconomic Forecasting , pp 593-628 Downloads
Tommaso Proietti
On the Design of Data Sets for Forecasting with Dynamic Factor Models , pp 629-662 Downloads
Gerhard Rünstler

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This item can be ordered from
Emerald Group Publishing, Howard House, Wagon Lane, Bingley, BD16 1WA, UK
http://www.emeraldgr ... ies.htm?id=0731-9053

Access Statistics for this book

More books in Advances in Econometrics from Emerald Publishing Ltd
Bibliographic data for series maintained by Charlotte Maiorana ().

Page updated 2020-08-03
Handle: RePEc:eme:aecopp:aeco.2016.35