Dynamic factor models

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19623

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DC Field	Value	Language
dc.creator	Breitung, Jörg	-
dc.creator	Eickmeier, Sandra	-
dc.date	2005	-
dc.date.accessioned	2013-10-16T07:05:58Z	-
dc.date.available	2013-10-16T07:05:58Z	-
dc.date.issued	2013-10-16	-
dc.identifier	http://hdl.handle.net/10419/19623	-
dc.identifier	ppn:504775022	-
dc.identifier	RePEc:zbw:bubdp1:4232	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/10419/19623	-
dc.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.	-
dc.language	eng	-
dc.relation	Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2005,38	-
dc.rights	http://www.econstor.eu/dspace/Nutzungsbedingungen	-
dc.subject	C13	-
dc.subject	C33	-
dc.subject	C51	-
dc.subject	ddc:330	-
dc.subject	Principal components	-
dc.subject	dynamic factors	-
dc.subject	forecasting	-
dc.subject	Dynamisches Modell	-
dc.subject	Faktorenanalyse	-
dc.subject	Zeitreihenanalyse	-
dc.subject	Prognoseverfahren	-
dc.subject	Theorie	-
dc.subject	Schätzung	-
dc.subject	EU-Staaten	-
dc.title	Dynamic factor models	-
dc.type	doc-type:workingPaper	-
Appears in Collections:	EconStor

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