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DP16317 Tracking Weekly State-Level Economic Conditions 智库出版物
2021
作者:  Christiane Baumeister;  Danilo Leiva-León;  Eric Sims
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Local economic conditions  Government policies  Weekly indicators  State economies  Cross-state heterogeneity  Mixed-frequency dynamic factor model  Economic weakness index  Markov-switching  Recession probabilities  
DP13600 Global Inflation Synchronization 智库出版物
2019
作者:  Jongrim Ha;  M. Ayhan Kose;  Franziska Ohnsorge
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Global inflation  Synchronization  Dynamic factor model  Advanced economies  Emerging markets  Developing economies  
DP13171 Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach 智库出版物
2018
作者:  Cem Çakmaklı;  Sumru G. Altug
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Financial conditions index  Coincident economic index  Dynamic factor model  Markov switching  Business cycle  Bayesian inference  
DP10936 World Asset Markets and the Global Financial Cycle 智库出版物
2015
作者:  Helene Rey;  Silvia Miranda-Agrippino
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian var  Dynamic factor model  International financial flows  monetary policy  
DP9931 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections 智库出版物
2014
作者:  Domenico Giannone;  Marta Banbura;  Michele Lenza
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian shrinkage  Conditional forecast  Dynamic factor model  Large cross-sections  Vector autoregression  
DP9112 Now-casting and the real-time data flow 智库出版物
2012
作者:  Lucrezia Reichlin;  Domenico Giannone;  Michele Modugno;  Marta Banbura
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dynamic factor model  High-dimensional data  Macroeconomic forecasting  Macroeconomic news  Mixed-frequency  Real-time data  State-space models  
DP7567 Endogenous Market Structure and Foreign Market Entry 智库出版物
2009
作者:  James Markusen;  Frank Stähler
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian favar  Dynamic factor model  Friedman schwartz hypothesis  Great depression  monetary policy  
DP7368 Doux Commerces: Does Market Competition Cause Trust? 智库出版物
2009
作者:  Tanguy van Ypersele;  Patrick Francois
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian dynamic factor model  Calvo model  Menu cost  Rational inattention  Sticky information  
DP7190 Commodity Price Volatility and World Market Integration since 1700 智库出版物
2009
作者:  Jeffrey G. Williamson;  Kevin O'Rourke;  David Jacks
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bayesian analysis  Dynamic stochastic general equilibrium model  Factor-augmented vector autoregression  Model evaluation  
DP4598 Cities, Matching and the Productivity Gains of Agglomeration 智库出版物
2004
作者:  Simon Burgess;  Julia Lane;  Fredrik Andersson
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Saving-correlation  Capital mobility  International co-movement  Dynamic factor model