|
|
Dynamic Factor Models
Catherine Doz
,
Peter Fuleky
2019
Preprints, Working Papers, ...
halshs-02262202v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Forecasting French GDP with Dynamic Factor Models : a pseudo-real time experiment using Factor-augmented Error Correction Models
Stéphanie Combes
,
Catherine Doz
2018
Preprints, Working Papers, ...
halshs-01819516v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A Quasi Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
Catherine Doz
,
Domenico Giannone
,
Lucrezia Reichlin
Journal articles
hal-00638440v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model
Catherine Doz
,
Laurent Ferrara
,
Pierre-Alain Pionnier
2020
Preprints, Working Papers, ...
halshs-02443364v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach
Catherine Doz
,
Anna Petronevitch
Journal articles
hal-01300932v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
On the consistency of the two-step estimates of the MS-DFM: a Monte Carlo study
Catherine Doz
,
Anna Petronevich
2017
Preprints, Working Papers, ...
halshs-01592863v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Dynamic Factor Models
Catherine Doz
,
Peter Fuleky
Book sections
halshs-02491811v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Prévision de court terme de la croissance du PIB français à l’aide de modèles à facteurs dynamiques
Marie Bessec
,
Catherine Doz
Economie & prévision, 2012, 1 (199), pp.1-30
Journal articles
hal-01515627v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Identifying and interpreting the factors in factor models via sparsity : Different approaches
Thomas Despois
,
Catherine Doz
2022
Preprints, Working Papers, ...
halshs-03626503v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Identifying and interpreting the factors in factor models via sparsity: Different approaches
Thomas Despois
,
Catherine Doz
2021
Preprints, Working Papers, ...
halshs-02235543v3
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A two-step estimator for large approximate dynamic factor models based on Kalman filtering
Catherine Doz
,
Domenico Giannone
,
Lucrezia Reichlin
Econometrics, 2011, 164 (1), pp.188-205
Journal articles
hal-00638009v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Identifying and interpreting the factors in factor models via sparsity: Different approaches
Thomas Despois
,
Catherine Doz
Journal articles
halshs-03956392v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|