Add to ORKG*Prepared for the conference “Macroeconomics and Reality, 25 Years Later, ” Bank o
We consider new empirical applications of factor models, based on recent methodological advances in ...
This paper extends the current literature which questions the stability of the monetary transmission...
The evolution of monetary policy in the U.S. is examined based on structural dynamic factor models. ...
This paper considers VAR models incorporating many time series that interact through a few dynamic f...
Dynamic factor models are parsimonious representations of relationships among time series variables....
This paper, along with the companion paper Forni, Hallin, Lippi, and Reichlin (2000, Review of Econo...
Defence date: 6 March 2008Examining Board: Supervisor: Anindya Banerjee Second reader: Helmut Luet...
Dynamic Factor Models (DFMs), which assume the existence of a small number of unobserved underlying ...
Defence date: 7 June 2011Examining Board: Professor Richard Spady, Johns Hopkins University (Extern...
125 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2001.Dynamic factor models for for...
Dynamic factor models (DFMs), which assume the existence of a small number of unobserved underlying ...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
Abstract: Accurate modelling of volatility (or risk) is important in finance, particularly as it rel...
We consider new empirical applications of factor models, based on recent methodological advances in ...
This paper extends the current literature which questions the stability of the monetary transmission...
The evolution of monetary policy in the U.S. is examined based on structural dynamic factor models. ...
This paper considers VAR models incorporating many time series that interact through a few dynamic f...
Dynamic factor models are parsimonious representations of relationships among time series variables....
This paper, along with the companion paper Forni, Hallin, Lippi, and Reichlin (2000, Review of Econo...
Defence date: 6 March 2008Examining Board: Supervisor: Anindya Banerjee Second reader: Helmut Luet...
Dynamic Factor Models (DFMs), which assume the existence of a small number of unobserved underlying ...
Defence date: 7 June 2011Examining Board: Professor Richard Spady, Johns Hopkins University (Extern...
125 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2001.Dynamic factor models for for...
Dynamic factor models (DFMs), which assume the existence of a small number of unobserved underlying ...
This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...
Abstract: Accurate modelling of volatility (or risk) is important in finance, particularly as it rel...
We consider new empirical applications of factor models, based on recent methodological advances in ...
This paper extends the current literature which questions the stability of the monetary transmission...
The evolution of monetary policy in the U.S. is examined based on structural dynamic factor models. ...