Analyzing business cycle asymmetries in a multi-level factor model

DOI10.1016/J.ECONLET.2014.12.001zbMath1321.62141OpenAlexW2054993064MaRDI QIDQ498822

Sandra Eickmeier, Jörg Breitung

Publication date: 29 September 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.12.001

zbMATH Keywords

business cycleasymmetriesfactor models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (2)

Circularly Projected Common Factors for Grouped Data ⋮ Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components

Cites Work

• Eigenvalue Ratio Test for the Number of Factors
• Forecasting Using Principal Components From a Large Number of Predictors
• Chapter 1 Dating Business Cycle Turning Points

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