Keywords: مدل فاکتور پویا; C32; E32; E44; Financial volatility; Real-time data; Predictive ability tests; Dynamic factor model; Markov switching;
مقالات ISI ترجمه شده مدل فاکتور پویا
مقالات ISI مدل فاکتور پویا (ترجمه نشده)
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Keywords: مدل فاکتور پویا; Nowcasting; Dynamic factor model; Macroeconomic forecasting;
Keywords: مدل فاکتور پویا; Nowcasting; Unemployment; Dynamic factor model; Forecast combination; Density nowcasts; Bridge equations;
Keywords: مدل فاکتور پویا; CO2 emissions; Dynamic factor model; Recursive; Cyclical environmental performance; C38; E32; Q51;
Keywords: مدل فاکتور پویا; C53; E17; GDP growth forecast; Dynamic factor model; MIDAS regression;
Keywords: مدل فاکتور پویا; Forecasting; Dynamic factor model; Now-casting;
Keywords: مدل فاکتور پویا; Dynamic factor model; Forecasting; Stochastic volatility; Term structure of interest rates; Dynamic Nelson-Siegel model;
Keywords: مدل فاکتور پویا; Dynamic factor model; Time series modeling; Multivariate analysis; Groundwater head; Gap filling; Outlier detection;
Keywords: مدل فاکتور پویا; E01; E32; Income; Output; Expenditure; Business cycle; Expansion; Contraction; Recession; Turning point; State-space model; Dynamic factor model; Forecast combination;
Keywords: مدل فاکتور پویا; E52; C53; C82; Dynamic factor model; GDP; Nowcasting; Real-time data;
Keywords: مدل فاکتور پویا; Dynamic factor model; Nowcasting; Gross domestic product;
Keywords: مدل فاکتور پویا; Business cycle; Dynamic factor model; State space model; Forecasting weights;
Keywords: مدل فاکتور پویا; G11; G15; G24; O16; Islamic equity investments; Screenings standards; Dynamic factor model; Performance comparison;
Keywords: مدل فاکتور پویا; International portfolio flows; Dynamic factor model; Push and pull factors; F21; G15;
Keywords: مدل فاکتور پویا; Emerging market currencies; Dynamic factor model; Empirical exchange rate models; Nonlinear models; Factor-augmented vector autoregression;
Keywords: مدل فاکتور پویا; Vector autoregression; Bayesian shrinkage; Dynamic factor model; Conditional forecast; Large cross-sections;
Keywords: مدل فاکتور پویا; Identification; Spectrum; Subspace method; Periodogram; Welch estimator; Dynamic factor model;
Keywords: مدل فاکتور پویا; C11; C32; C52; C53; C66; Bayesian model averaging; Dynamic factor model; Dual Kalman filter; Forecasting;
Keywords: مدل فاکتور پویا; DFA; dynamic factor analysis; DFM; dynamic factor model; GWEC; groundwater electrical conductivity; SWEC; surface water electrical conductivity; WTE; water table elevation; SWE; surface water elevation; Rnet; net recharge; RK; river kilometer; Ceff; Nash
Keywords: مدل فاکتور پویا; J01; C11; C38; Employment fluctuations; Dynamic factor model; Disaggregated shocks; Domestic shocks; External shocks;
Keywords: مدل فاکتور پویا; Monetary policy transmission; Capital flows; Dynamic factor model; Structural VAR; E43; E52; F41;
Keywords: مدل فاکتور پویا; J21; C38; Labor market flows; Age groups; Unemployment; Transition probabilities; Business cycles; Dynamic factor model; Impulse responses;
Keywords: مدل فاکتور پویا; Economic activity index; Metropolitan statistical area; Recession; Dynamic factor model; Latent variable; EM algorithm; Housing supply elasticity; Dynamic spilloversC38; E32; R11; R31
The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach
Keywords: مدل فاکتور پویا; C32; C38; C58; E17; G21; Dynamic factor model; Financial conditions index; Credit supply shocks; Time-varying parameter VAR;
Modelling the implied volatility surface based on Shanghai 50ETF options
Keywords: مدل فاکتور پویا; G13; C13; Dynamic factor model; Implied volatility surface; Kalman filter; Ornstein-Uhlenbeck process;
A now-casting model for Canada: Do U.S. variables matter?
Keywords: مدل فاکتور پویا; Now-casting; Updating; Dynamic factor model;
Nowcasting BRIC+M in real time
Keywords: مدل فاکتور پویا; Dynamic factor model; Nowcasting; Real-time data; Emerging markets;
The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model
Keywords: مدل فاکتور پویا; Dynamic factor model; Bond yields convergence; European monetary union; International finance; C32; C11; E42; E44; E4; F3;
A semiparametric factor model for CDO surfaces dynamics
Keywords: مدل فاکتور پویا; C14; C51; G11; G17; 62Gxx; 62H12; 91G10; 62M20; CDO; Curve trade; Dynamic factor model; Semiparametric model; Surfaces dynamics;
Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models
Keywords: مدل فاکتور پویا; High-dimensional time series; Model selection; Dynamic factor model; Combining forecasts;
Monetary policy effectiveness in China: Evidence from a FAVAR model
Keywords: مدل فاکتور پویا; Measuring China's economy; Dynamic factor model; Factor-augmented VAR; Monetary policyC3; E4; E5
An empirical test of exogenous versus endogenous growth models for the G-7 countries
Keywords: مدل فاکتور پویا; C32; E22; O40; Exogenous growth; Endogenous growth; Dynamic factor model;
Martingale approximation of eigenvalues for common factor representation
Keywords: مدل فاکتور پویا; Martingale approximation; Dynamic factor model; Eigenvalue; Stability;
Government debt in the euro area-Evidence from dynamic factor analysis
Keywords: مدل فاکتور پویا; H63; C33; Government debt; Dynamic factor model; Old-age dependency ratio;
Bayesian inference in a Stochastic Volatility Nelson–Siegel model
Keywords: مدل فاکتور پویا; Term structure of interest rates; Stochastic volatility; Dynamic factor model; Markov chain Monte Carlo
Understanding liquidity and credit risks in the financial crisis
Keywords: مدل فاکتور پویا; Dynamic factor model; LIBOR-OIS spread; Credit default swap
Regional and sectoral dynamics of the Dutch staffing labor cycle
Keywords: مدل فاکتور پویا; C31; C53; J44; J63; Business cycle; Dynamic factor model; Disaggregate forecasting;
Dynamic factors in the presence of blocks
Keywords: مدل فاکتور پویا; C13; C33; C43; Panel data; High dimensional time series data; Dynamic factor model; Dynamic principal components;
When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market
Keywords: مدل فاکتور پویا; F31; F34; F36; G01; G15; Global financial crisis; US dollar shortage; Currency swap; Dynamic factor model; Regime-switching;
International comovements, business cycle and inflation: A historical perspective
Keywords: مدل فاکتور پویا; E30; F40; N10Output growth; Inflation; Geographic identification; Dynamic factor model
Intelligible factors for the yield curve
Keywords: مدل فاکتور پویا; E43; Term structure of interest rates; Dynamic factor model; Vector autoregression; Monetary policy shocks;
Measuring Chinese business cycles with dynamic factor models
Keywords: مدل فاکتور پویا; E32; Business cycles; Composite coincident index; State space model; Markov switching model; Dynamic factor model;
How much intraregional exchange rate variability could a currency union remove? The case of ASEAN+3
Keywords: مدل فاکتور پویا; F02; F40; O19; O53; Currency union; Latent variables; Dynamic factor model; Simulation;
Could we have predicted the recent downturn in the South African housing market?
Keywords: مدل فاکتور پویا; C11; C13; C33; C53; Dynamic factor model; BVAR; Forecast accuracy;
Business cycle synchronisation in East Asia
Keywords: مدل فاکتور پویا; E30; F00; Business cycles synchronisation; East Asia; Dynamic factor model;
Forecasting financial crises and contagion in Asia using dynamic factor analysis
Keywords: مدل فاکتور پویا; C32; C51; F34; Financial contagion; Dynamic Factor model;
Another look at global disinflation
Keywords: مدل فاکتور پویا; E31; F02; F41; Markup model; Open-economy New Keynesian Phillips curve; Dynamic factor model; Global disinflation;
Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach
Keywords: مدل فاکتور پویا; G1; E4; C5; Term structure; Interest rate; Dynamic factor model; Global yield; World yield; Bond market;
Macroeconomic forecasting with matched principal components
Keywords: مدل فاکتور پویا; Time series forecasting; Long term forecasting; Forecast evaluation; Simulation; Dynamic factor model; Factor construction
A dynamic factor approach to nonlinear stability analysis
Keywords: مدل فاکتور پویا; C14; C33; Chaos; Dynamic factor model; Lyapunov exponents; Nonparametric regression; Principal components;