Dynamic factors of macroeconomic data

MaRDI QIDQ3009211zbMATH OpenFDO

Authors Marianna Bolla, Anna Kurdyukova

Publication date 23 June 2011

zbMATH Keywords

double-cycle algorithm

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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(3)

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