Browsing by Author "BYSTROV, Victor"

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Browsing by Author "BYSTROV, Victor"

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    Title: Dynamic factor models in estimation and forecasting  Author(s): BYSTROV, Victor Date: 2008 Type of Publication: Thesis Series/Report no.: EUI PhD theses Abstract: This thesis addresses the issue of the relative performance of dynamic factor models in finite samples in the presence of structural breaks. It extends an existing literature by considering new data sets and evaluating ...
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    Title: Forecasting Emerging Market Indicators: Brazil and Russia  Author(s): BYSTROV, Victor Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO