A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis-Reference-Cited by-同舟云学术

A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis

Published:2020-02-25 Issue:6 Volume:39 Page:911-926
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Huber Florian¹,Pfarrhofer Michael¹,Piribauer Philipp²

Affiliation:

1. Salzburg Centre of European Union StudiesUniversity of Salzburg Salzburg Austria

2. Austrian Institute of Economic Research (WIFO) Vienna Austria

Funder

Oesterreichische Nationalbank

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2667

Reference39 articles.

1. Bayesian dynamic factor models and portfolio allocation;Aguilar O.;Journal of Business and Economic Statistics,2000

2. Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy?

3. New measures of the output gap based on the forward-looking new Keynesian Phillips curve

4. Hierarchical Shrinkage in Time-Varying Parameter Models

5. Achieving shrinkage in a time-varying parameter model framework

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