Resource title

Dynamic factor models

Resource image

image for OpenScout resource :: Dynamic factor models

Resource description

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.

Resource author

Jörg Breitung, Sandra Eickmeier

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/19623

Resource license

Adapt according to the presented license agreement and reference the original author.