Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Doz, Catherine"'
Autor:
Aviat, Antonin, Bec, Frédérique, Diebolt, Claude, Doz, Catherine, Ferrand, Denis, Ferrara, Laurent, Heyer, Éric, Mignon, Valérie, Pionnier, Pierre-Alain
Publikováno v:
Revue économique, 2023 Mar 01. 74(2), 5-52.
Externí odkaz:
https://www.jstor.org/stable/48740246
Akademický článek
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Publikováno v:
The Review of Economics and Statistics, 2012 Nov 01. 94(4), 1014-1024.
Externí odkaz:
http://dx.doi.org/10.1162/REST_a_00225
Autor:
Mignon, Valérie, Aviat, Antonin, Bec, Frédérique, Diebolt, Claude, Doz, Catherine, Ferrand, Denis, Ferrara, Laurent, Heyer, Eric, Pionnier, Pierre-Alain
Publikováno v:
Revue Economique
Revue Economique, 2022
Revue Economique, 2022
A venir
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f979f9dd2c550058f61b48066ab39524
https://hal.science/hal-03661598
https://hal.science/hal-03661598
Publikováno v:
In Journal of Econometrics 2011 164(1):188-205
Autor:
Doz, Catherine, Lenglart, Fabrice
Publikováno v:
Annales d'Économie et de Statistique, 1999 Apr 01(54), 91-127.
Externí odkaz:
https://www.jstor.org/stable/20076180
Autor:
Aviat, Antonin, Bec, Frédérique, Diebolt, Claude, Doz, Catherine, Ferrand, Denis, Ferrara, Laurent, Heyer, Eric, Mignon, Valérie, Pionnier, Pierre-Alain
This paper proposes a reference quarterly dating for periods of expansion and recession in France since 1970, carried out by the Dating Committee of the French Economic Association (AFSE). The methodology used is based on two pillars: (i) econometric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8e4caca7e88b2a9159b5a4e2019f5e22
https://hal-sciencespo.archives-ouvertes.fr/hal-03373425
https://hal-sciencespo.archives-ouvertes.fr/hal-03373425
Autor:
Despois, Thomas, Doz, Catherine
This paper considers two families of methods allowing to get interpretable factors without imposing their interpretation a priori: factor rotations and sparse PCA. Monte Carlo simulations show their performance in recovering the correct factor struct
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c7cd0a3bfd9affa61b5c1933c56812f5
https://halshs.archives-ouvertes.fr/halshs-02235543v2/document
https://halshs.archives-ouvertes.fr/halshs-02235543v2/document
Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model
The Great Recession and the subsequent period of subdued GDP growth in most advanced economies have highlighted the need for macroeconomic forecasters to account for sudden and deep recessions, periods of higher macroeconomic volatility, and fluctuat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9ae5c8f9787b268ef1df78e372b6d50d
https://halshs.archives-ouvertes.fr/halshs-02443364/document
https://halshs.archives-ouvertes.fr/halshs-02443364/document
Autor:
Doz, Catherine, Fuleky, Peter
Dynamic factor models are parsimonious representations of relationships among time series variables. With the surge in data availability, they have proven to be indispensable in macroeconomic forecasting. This chapter surveys the evolution of these m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e008460bdf5dce8abbddd7f474ee8774
https://halshs.archives-ouvertes.fr/halshs-02262202
https://halshs.archives-ouvertes.fr/halshs-02262202