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Displaying results 1 to 7 of 7.

  1. Market herding and market stress in the EMEAP economies
    Published: June 2021
    Publisher:  Bangko Sentral ng Pilipinas, [Malate Manila, Philippines]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: BSP working paper series ; no. 2021, 02
    Subjects: financial markets; macroeconomy; capital asset pricing model; principal components analysis; government policy and regulation
    Scope: 1 Online-Ressource (circa 36 Seiten), Illustrationen
  2. The changing landscape of financial markets in Europe, the United States and Japan
    Published: 2013
    Publisher:  CPB Netherlands Bureau for Economic Policy Analysis, Den Haag

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789058335920
    Series: CPB discussion paper ; 238
    Subjects: Finanzsektor; Vergleich; USA; Japan; EU-Staaten; principal components analysis
    Scope: Online-Ressource (63 S.), graph. Darst.
  3. Parametric estimation of long memory in factor models
    Published: [2022]
    Publisher:  Department of Economics and Business Economics, Aarhus University, Aarhus, Denmark

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    Verlag (kostenfrei)
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 564
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CREATES research paper ; 2022, 10
    Subjects: Factor models; long memory; conditional sum of squares; principal components analysis; realized volatility
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  4. Factor and factor loading augmented estimators for panel regression
    Published: May 2021
    Publisher:  Toulouse School of Economics, [Toulouse]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 330
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Toulouse School of Economics ; no 1219
    Subjects: panel data; interactive fixed effects; factor models; flexible unobserved heterogeneity; principal components analysis
    Scope: 1 Online-Ressource (circa 23 Seiten)
  5. Two-stage instrumental variable estimation of linear panel data models with interactive effects
    Published: 2021
    Publisher:  Lietuvos Bankas, Vilnius

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 550
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers series / Lietuvos Bankas ; No.2021,90
    Subjects: Large panel data; interactive effects; common factors; principal components analysis; instrumental variables
    Scope: 1 Online-Ressource (circa 78 Seiten)
  6. Nowcasting real GDP for Saudi Arabia
    Published: November 2020
    Publisher:  University of Kansas, Department of Economics, Lawrence, Kansas

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 526
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers series in theoretical and applied economics ; 2020, 18
    Subjects: Nowcast; non-oil GDP; generalized dynamic factor model; principal components analysis
    Scope: 1 Online-Ressource (circa 19 Seiten), Illustrationen
  7. The Economic Conditions Index for Romania (ECI-RO) and its signals during the recent crises
    Published: March 2024
    Publisher:  National Bank of Romania, [Bucureşti]

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Occasional papers / National Bank of Romania ; no. 37
    Subjects: economic growth; principal components analysis; factor models
    Scope: 1 Online-Ressource (circa 31 Seiten), Illustrationen