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Diffusion Indexes
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Book Synopsis Diffusion Indexes by : James H. Stock
Download or read book Diffusion Indexes written by James H. Stock and published by . This book was released on 1998 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper considers forecasting a single time series using more predictors than there are time series observations. The approach is to construct a relatively few indexes, akin to diffusion indexes, which are weighted averages of the predictors, using an approximate dynamic factor model. Estimation is discussed for balanced and unbalanced panels. The estimated dynamic factors are (uniformly) consistent, even in the presence of time varying parameters and/or data contamination, and forecasts based on the estimated factors are efficient. In an application to forecasting U.S. inflation and industrial production using 224 monthly time series, these forecasts outperform various state-of-the-art benchmark models.
Book Synopsis Introduction of Diffusion indexes by : John F. Early
Download or read book Introduction of Diffusion indexes written by John F. Early and published by . This book was released on 197? with total page 5 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Diffusion indexes as leading indicators in different branches by : Werner C. Hug
Download or read book Diffusion indexes as leading indicators in different branches written by Werner C. Hug and published by . This book was released on 19?? with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Diffusion Indexes by : Arthur L. Broida
Download or read book Diffusion Indexes written by Arthur L. Broida and published by . This book was released on 1955 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Diffusion Indexes with Sparse Loadings by : Johannes Kristensen
Download or read book Diffusion Indexes with Sparse Loadings written by Johannes Kristensen and published by . This book was released on 2013 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Empirical Relationships Between the Total Industrial Production Index and Its Diffusion Indexes by : James E. Kennedy
Download or read book Empirical Relationships Between the Total Industrial Production Index and Its Diffusion Indexes written by James E. Kennedy and published by . This book was released on 1991 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Use of Diffusion Indexes for Short Term Business Forecasting by : J. Cuda
Download or read book The Use of Diffusion Indexes for Short Term Business Forecasting written by J. Cuda and published by . This book was released on 1964 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Improved Construction of Diffusion Indexes for Macroeconomic Forecasting by : Christiaan Heij
Download or read book Improved Construction of Diffusion Indexes for Macroeconomic Forecasting written by Christiaan Heij and published by . This book was released on 2006 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Unstable Diffusion Indexes by : Daniele Massacci
Download or read book Unstable Diffusion Indexes written by Daniele Massacci and published by . This book was released on 2019 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies the empirically relevant problem of estimation and inference in diffusion index forecasting models with structural instability. Factor model and factor augmented regression both experience a structural change with different unknown break dates. In the factor model, we estimate factors and loadings by principal components. We consider least squares estimation of the factor augmented regression and propose a break test. The empirical application uncovers instabilities in the linkages between bond risk premia and macroeconomic factors.
Book Synopsis Diffusion Index Forecasting by : Daniel F. Miller
Download or read book Diffusion Index Forecasting written by Daniel F. Miller and published by . This book was released on 1976 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Diffusion Indexes as Indicators of Changes in Textile Economic Activity by : Nevil Gott
Download or read book Diffusion Indexes as Indicators of Changes in Textile Economic Activity written by Nevil Gott and published by . This book was released on 1973 with total page 51 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets by : Kihwan Kim
Download or read book Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets written by Kihwan Kim and published by . This book was released on 2017 with total page 25 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this chapter, we discuss the use of mixed frequency models and diffusion index approximation methods in the context of prediction. In particular, select recent specification and estimation methods are outlined, and an empirical illustration is provided wherein U.S. unemployment forecasts are constructed using both classical principal components based diffusion indexes as well as using a combination of diffusion indexes and factors formed using small mixed frequency datasets. Preliminary evidence that mixed frequency based forecasting models yield improvements over standard fixed frequency models is presented.
Book Synopsis An investigation into the construction and reliability of diffusion indexes in business-cycle forecasting by : Louis Brent Benton
Download or read book An investigation into the construction and reliability of diffusion indexes in business-cycle forecasting written by Louis Brent Benton and published by . This book was released on 1968 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Diffusion MRI by : Heidi Johansen-Berg
Download or read book Diffusion MRI written by Heidi Johansen-Berg and published by Academic Press. This book was released on 2013-11-04 with total page 627 pages. Available in PDF, EPUB and Kindle. Book excerpt: Diffusion MRI remains the most comprehensive reference for understanding this rapidly evolving and powerful technology and is an essential handbook for designing, analyzing, and interpreting diffusion MR experiments. Diffusion imaging provides a unique window on human brain anatomy. This non-invasive technique continues to grow in popularity as a way to study brain pathways that could never before be investigated in vivo. This book covers the fundamental theory of diffusion imaging, discusses its most promising applications to basic and clinical neuroscience, and introduces cutting-edge methodological developments that will shape the field in coming years. Written by leading experts in the field, it places the exciting new results emerging from diffusion imaging in the context of classical anatomical techniques to show where diffusion studies might offer unique insights and where potential limitations lie. Fully revised and updated edition of the first comprehensive reference on a powerful technique in brain imaging Covers all aspects of a diffusion MRI study from acquisition through analysis to interpretation, and from fundamental theory to cutting-edge developments New chapters covering connectomics, advanced diffusion acquisition, artifact removal, and applications to the neonatal brain Provides practical advice on running an experiment Includes discussion of applications in psychiatry, neurology, neurosurgery, and basic neuroscience Full color throughout
Book Synopsis Robust Inference for Diffusion-index Forecasts with Cross-sectionally Dependent Data by : Min Seong Kim
Download or read book Robust Inference for Diffusion-index Forecasts with Cross-sectionally Dependent Data written by Min Seong Kim and published by . This book was released on 2021 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Chartbook on Prices, Wages, and Productivity by : United States. Bureau of Labor Statistics
Download or read book Chartbook on Prices, Wages, and Productivity written by United States. Bureau of Labor Statistics and published by . This book was released on 1979 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Application of the Diffusion Index Approach to Industry Analysis by : John Baker Howard
Download or read book Application of the Diffusion Index Approach to Industry Analysis written by John Baker Howard and published by . This book was released on 1958 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
