Arbeitspapier
Dynamic factor models
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper Series 1 ; No. 2005,38
- Klassifikation
-
Wirtschaft
Estimation: General
Multiple or Simultaneous Equation Models: Panel Data Models; Spatio-temporal Models
Model Construction and Estimation
- Thema
-
Principal components
dynamic factors
forecasting
Dynamisches Modell
Faktorenanalyse
Zeitreihenanalyse
Prognoseverfahren
Theorie
Schätzung
EU-Staaten
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Breitung, Jörg
Eickmeier, Sandra
- Ereignis
-
Veröffentlichung
- (wer)
-
Deutsche Bundesbank
- (wo)
-
Frankfurt a. M.
- (wann)
-
2005
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Breitung, Jörg
- Eickmeier, Sandra
- Deutsche Bundesbank
Entstanden
- 2005
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