Dynamic Factor Models: A Review of the Literature (notice n° 157293)
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|---|---|
| fixed length control field | 01484cam a2200229 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112031852.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Barhoumi, Karim |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Dynamic Factor Models: A Review of the Literature |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2013.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 15 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | In the last few years, the growth in the amount of economic and financial data available has prompted econometricians to develop or adapt new methods enabling them to summarise efficiently the information contained in large databases. Of these methods, dynamic factor models have seen rapid growth and become very popular among macroeconomists. In this paper, we carry out a survey of recent literature on dynamic factor models. We start by presenting the models used before looking at parameter estimation methods and statistical tests available for choosing the number of factors. We then focus on recent empirical applications dealing with the construction of economic outlook indicators, macroeconomic forecasts, and macroeconomic and monetary policy analyses. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | tests for the number of factors |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | estimation |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | macroeconomic applications |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | dynamic factor models |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Darné, Olivier |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ferrara, Laurent |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Économie & prévision | o 199 | 1 | 2013-09-01 | p. 51-77 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-economie-et-prevision-2012-1-page-51?lang=en">https://shs.cairn.info/journal-economie-et-prevision-2012-1-page-51?lang=en</a> |
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