Indian Economic Review, New Series, Vol. 36, No. 1, Analysis of Business Cycles (January-June 2001), pp. 215-229 (15 pages) The synthesis of the dynamic factor model of Stock and Watson (1989) and the ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in ...

It is relatively clear how to assess whether a particular stock investment did well. There is a purchase price and a sale price. This gives an exact return by which to measure performance. Looking at ...

Thanks to its very simple recursive computing scheme, exponential smoothing has become a popular technique to forecast time series. In this work, we show the advantages of its multivariate version and ...

This study identifies the main shocks that cause fluctuations in French output and their channels of transmission. It uses a large-dimensional structural approximate dynamic factor model. There are ...

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