Dissecting the financial cycle with dynamic factor models (Q4555202)
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scientific article; zbMATH DE number 6981300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dissecting the financial cycle with dynamic factor models |
scientific article; zbMATH DE number 6981300 |
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Dissecting the financial cycle with dynamic factor models (English)
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19 November 2018
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financial cycle
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dynamic factor model
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Granger causality
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recession forecasting
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dynamic probit models
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early warning systems
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