A Generalised Dynamic Factor Model for the Belgian Economy - Useful Business Cycle Indicators and GDP Growth Forecasts

SSRN Electronic Journal ◽

10.2139/ssrn.1690444 ◽

2006 ◽

Cited By ~ 122

Author(s):

Christophe Van Nieuwenhuyze

Keyword(s):

Business Cycle ◽

Factor Model ◽

Dynamic Factor ◽

Gdp Growth ◽

Dynamic Factor Model ◽

Growth Forecasts

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Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model

Journal of Business Cycle Research ◽

10.1007/s41549-018-0030-4 ◽

2018 ◽

Vol 14 (2) ◽

pp. 179-218 ◽

Cited By ~ 4

Author(s):

Alain Galli

Keyword(s):

Business Cycle ◽

Large Scale ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Mixed Frequency

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Business Cycle Synchronization in Europe: Evidence from a Dynamic Factor Model

International Economic Journal ◽

10.1080/10168737.2012.659278 ◽

2013 ◽

Vol 27 (3) ◽

pp. 347-364 ◽

Cited By ~ 17

Author(s):

Jim Lee

Keyword(s):

Business Cycle ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Business Cycle Synchronization

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Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching

Review of Economics and Statistics ◽

10.1162/003465398557447 ◽

1998 ◽

Vol 80 (2) ◽

pp. 188-201 ◽

Cited By ~ 223

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

Business Cycle ◽

Regime Switching ◽

Factor Model ◽

Turning Points ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Duration Dependence ◽

Coincident Index

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Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle

SSRN Electronic Journal ◽

10.2139/ssrn.2978514 ◽

2017 ◽

Author(s):

Kai Carstensen ◽

Markus Heinrich ◽

Magnus Reif ◽

Maik H. Wolters

Keyword(s):

Business Cycle ◽

Factor Model ◽

Markov Switching ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Switching Dynamic

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The emergence of regional business cycle in Africa—a reality or myth? A Bayesian dynamic factor model analysis

World Economy ◽

10.1111/twec.12888 ◽

2019 ◽

Vol 43 (1) ◽

pp. 239-273

Author(s):

Oyeyinka S. Omoshoro‐Jones ◽

Lumengo Bonga‐Bonga

Keyword(s):

Business Cycle ◽

Factor Model ◽

Model Analysis ◽

Dynamic Factor ◽

Dynamic Factor Model

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Nowcasting Indonesia's GDP Growth Using Dynamic Factor Model: Are Fiscal Data Useful?

Proceedings of the Proceedings of the 1st International Conference on Statistics and Analytics, ICSA 2019, 2-3 August 2019, Bogor, Indonesia ◽

10.4108/eai.2-8-2019.2290478 ◽

2020 ◽

Author(s):

Ardiana Alifatussaadah ◽

Anindya Diva Primariesty ◽

Agus Mohamad Soleh ◽

Andriansyah Andriansyah

Keyword(s):

Factor Model ◽

Dynamic Factor ◽

Gdp Growth ◽

Dynamic Factor Model

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Is There Really a Global Business Cycle? A Dynamic Factor Model with Stochastic Factor Selection

SSRN Electronic Journal ◽

10.2139/ssrn.2858150 ◽

2016 ◽

Author(s):

Tino Berger ◽

Lorenzo Pozzi

Keyword(s):

Business Cycle ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Global Business ◽

Stochastic Factor

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Evidence of a common business cycle in Central American Economic Integration: Estimation and characterization using a Markov-switching dynamic factor model

Ciencia Económica ◽

10.22201/fe.24484962e.2016.v5n9.a3 ◽

2017 ◽

Vol 5 (9) ◽

pp. 43-74

Author(s):

Esdras Josiel Sánchez Barahona ◽

Keyword(s):

Business Cycle ◽

Economic Integration ◽

Factor Model ◽

Markov Switching ◽

Central American ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Switching Dynamic

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A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis

Journal of Forecasting ◽

10.1002/for.2667 ◽

2020 ◽

Vol 39 (6) ◽

pp. 911-926

Author(s):

Florian Huber ◽

Michael Pfarrhofer ◽

Philipp Piribauer

Keyword(s):

Business Cycle ◽

Stochastic Volatility ◽

Euro Area ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

Business Cycle Analysis

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Tracking down the business cycle: A dynamic factor model for Germany 1820–1913

Explorations in Economic History ◽

10.1016/j.eeh.2009.04.002 ◽

2009 ◽

Vol 46 (3) ◽

pp. 368-387 ◽

Cited By ~ 15

Author(s):

Samad Sarferaz ◽

Martin Uebele

Keyword(s):

Business Cycle ◽

Factor Model ◽

Dynamic Factor ◽

Dynamic Factor Model ◽

The Business Cycle

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