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1
House Price Synchronization and Financial Openness : A Dynamic Factor Model Approach
by
Katagiri, Mitsuru
Published 2018
International Monetary Fund
Subjects:
“
...
Factor
Models
...
”
Read Now
2
A World Trade Leading Index (WTLI)
by
Barhoumi, Karim
Published 2015
International Monetary Fund
Subjects:
“
...
Factor
Models
...
”
Read Now
3
Estimating the Impact of External Shocks on the ECCU : Application to the COVID Shock
by
Parlak, Vivian
Published 2021
International Monetary Fund
Subjects:
“
...
Factor
Models
...
”
Read Now
4
Global Footprints of U.S. Energy Innovations : Energy Efficiency and the Shale Revolution
by
Zahid, Hamza
Published 2023
The World Bank
Subjects:
“
...Dynamic
Factor
Models
...
”
Read Now
5
Commodity Price Cycles : Commonalities, Heterogeneities, and Drivers
by
Kabundi, Alain
Published 2023
The World Bank
Subjects:
“
...Dynamic
Factor
Model
...
”
Read Now
6
The Great Debate: General Ability and Specific Abilities in the Prediction of Important Outcomes
by
Lang, Jonas
Published 2019
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...nested-
factors
model
...
”
Read Now
7
Nowcasting GDP : A Scalable Approach Using DFM, Machine Learning and Novel Data, Applied to European Economies
by
Dauphin, Jean-Francois
Published 2022
International Monetary Fund
Subjects:
“
...Nowcasting,
Factor
Model
, Machine Learning and Large Data Sets...
”
Read Now
8
Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
by
Swanson, Norman R.
Published 2021
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...supervised
factor
models
...
”
Read Now
9
Mathematical Finance with Applications
by
Wong, Wing-Keung
Published 2020
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...
factor
models
...
”
Read Now
10
Applied Econometrics
by
Chang, Chia-Lin
Published 2019
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...Fama-French
factor
model
...
”
Read Now
11
Celebrated Econometricians: Katarina Juselius and Søren Johansen
by
Mosconi, Rocco
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...
factor
modelling
...
”
Read Now
12
Applications of Stochastic Optimal Control to Economics and Finance
by
Federico, Salvatore
Published 2020
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...stochastic
factor
model
...
”
Read Now
13
Sustainable Mobility and Transport
by
Inkinen, Tommi
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...nonlinear time-varying
factor
model
...
”
Read Now
14
Efficiency and Anomalies in Stock Markets
by
Wong, Wing-Keung
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...three-
factor
model
...
”
Read Now
15
Risk Measures with Applications in Finance and Economics
by
Wong, Wing-Keung
Published 2019
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...
factor
models
...
”
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