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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19623| Title: | Dynamic factor models |
| Keywords: | C13 C33 C51 ddc:330 Principal components dynamic factors forecasting Dynamisches Modell Faktorenanalyse Zeitreihenanalyse Prognoseverfahren Theorie Schätzung EU-Staaten |
| Issue Date: | 16-Oct-2013 |
| Description: | Factor models can cope with many variables without running into scarce degrees of freedom problems often faced in a regression-based analysis. In this article we review recent work on dynamic factor models that have become popular in macroeconomic policy analysis and forecasting. By means of an empirical application we demonstrate that these models turn out to be useful in investigating macroeconomic problems. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/10419/19623 |
| Other Identifiers: | http://hdl.handle.net/10419/19623 ppn:504775022 RePEc:zbw:bubdp1:4232 |
| Appears in Collections: | EconStor |
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