Keywords: مدل های فاکتور پویا; Global macroeconomic uncertainty; Dynamic factor models; Stochastic volatility; C32; F44;
مقالات ISI مدل های فاکتور پویا (ترجمه نشده)
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Keywords: مدل های فاکتور پویا; Business tendency surveys; Dynamic factor models; Mixed frequencies; Missing observations; Nowcasting; Forecasting;
Keywords: مدل های فاکتور پویا; C32; C38; C58; Volatility; Dynamic factor models; GARCH models; High-dimensional time series;
Keywords: مدل های فاکتور پویا; Spillovers; Monetary policy in China; Dynamic factor models; Financial sector shocks; E58; E52; C32;
Keywords: مدل های فاکتور پویا; Return predictability; Model uncertainty; Dynamic factor models; Variable selection;
Keywords: مدل های فاکتور پویا; C53; E01; E27; E32; E37; Business cycles; Output growth; Dynamic factor models; Argentina;
Keywords: مدل های فاکتور پویا; E32; D20; C30; Business cycles; Firm dynamics; Granular residual; Dynamic factor models;
Keywords: مدل های فاکتور پویا; C32; E44; Money market; Dynamic factor models; Markov-switching; Financial crisis;
Keywords: مدل های فاکتور پویا; Dynamic factor models; Penalized regressions; Local factors; Bayesian shrinkage; Forecasting;
Keywords: مدل های فاکتور پویا; Bayesian forecasting; Benchmark neutral portfolio; Dynamic factor models; Latent threshold dynamic models; Multivariate stochastic volatility; Portfolio optimization; Sparse time-varying loadings;
Keywords: مدل های فاکتور پویا; Forecasting; Dynamic factor models; Error correction models; Cointegration; Factor-augmented error correction models; FAVAR
Keywords: مدل های فاکتور پویا; C33; C53; C83; Dynamic factor models; Targeted predictors; Regional forecasts;
Keywords: مدل های فاکتور پویا; C11; C23; C25; Bond markets; Euro crisis; Dynamic factor models; Time-varying loadings; Bayesian estimation;
Keywords: مدل های فاکتور پویا; Yield curve; Arbitrage-free Nelson–Siegel model; Dynamic factor models; Kalman filterCurva de juros; Modelo Nelson–Siegel livre de arbitragem; Modelos de fatores dinâmicos; Filtro de Kalman
Keywords: مدل های فاکتور پویا; Forecasting; Business cycles; Nonlinear; Term spread; Dynamic factor models; Markov switching
The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries
Keywords: مدل های فاکتور پویا; C32; E32; F44; International business cycles; International transmission channels; Dynamic factor models; Sign restrictions; Non-stationarity;
Disentangling contagion among sovereign CDS spreads during the European debt crisis
Keywords: مدل های فاکتور پویا; Sovereign credit default swaps; Contagion; Dynamic factor models; Credit riskC32; G01; G15
EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries
Keywords: مدل های فاکتور پویا; Index of coincident indicators; Temporal disaggregation; Multivariate state space models; Dynamic factor models; Quarterly national accounts;
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Keywords: مدل های فاکتور پویا; C53; C58; G32; Risk management; Value-at-Risk; Dynamic factor models;
Approximating and forecasting macroeconomic signals in real-time
Keywords: مدل های فاکتور پویا; Dynamic factor models; Band-pass filter; Business cycle fluctuations; Coincident indicator; Leading indicator; Small economy
Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
Keywords: مدل های فاکتور پویا; G01; C32; C58Hedge fund; Contagion; Risk-adjusted return; Dynamic factor models; Funding liquidity; Flight to safety
A medium-N approach to macroeconomic forecasting
Keywords: مدل های فاکتور پویا; Partial least squares; Principal component regression; Dynamic factor models; Data-rich forecasting methods; Dimension-reduction techniques;
Information, data dimension and factor structure
Keywords: مدل های فاکتور پویا; C32; C52; C8262-07; 62H25; 62P20; 94A17Kullback–Leibler numbers; Information; Factor structure; Data set dimension; Dynamic factor models; Leading index
Recent French relative export performance: Is there a competitiveness problem?
Keywords: مدل های فاکتور پویا; C33; F42; Competitiveness; Dynamic factor models; Productivity;
The general dynamic factor model: One-sided representation results
Keywords: مدل های فاکتور پویا; E0; C1; Dynamic factor models; Frequency domain approach; Estimation by one-sided filters;
A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP
Keywords: مدل های فاکتور پویا; Dynamic factor models; Filter weights; GDP; Publication lags
Tracking down the business cycle: A dynamic factor model for Germany 1820-1913
Keywords: مدل های فاکتور پویا; Business cycle chronology; Imperial Germany; Dynamic factor models; Industrialization;
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Keywords: مدل های فاکتور پویا; C13; C32; E43; E44; E52; Yield curve; Factor-augmented VAR; Affine term structure models; Dynamic factor models; Forecasting;
Business cycle transmission from the US to Germany-A structural factor approach
Keywords: مدل های فاکتور پویا; F0; F41; C3; C32; International business cycles; International transmission channels; Dynamic factor models; Shock identification;
Economic indicators for the US transportation sector
Keywords: مدل های فاکتور پویا; Transportation; Business cycles; Leading indicators; Index of concordance; Dynamic factor models
VARs, common factors and the empirical validation of equilibrium business cycle models
Keywords: مدل های فاکتور پویا; E32; C33; C52; Dynamic factor models; Structural VARs; Identification; Real business cycle;
How synchronized are new EU member states with the euro area? Evidence from a structural factor model
Keywords: مدل های فاکتور پویا; F41; F42; E5; C3; Dynamic factor models; International business cycles; EMU enlargement; Sign restrictions;
Business survey data: Do they help in forecasting GDP growth?
Keywords: مدل های فاکتور پویا; Business survey data; Dynamic factor models; Macroeconomic forecasting;