[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"doc-detail-32383":3,"doc-seo-32383":27},{"code":4,"msg":5,"data":6},0,"success",{"doc_id":7,"user_id":8,"nickname":9,"user_avatar":10,"doc_module":4,"category_id":11,"category_name":12,"doc_title":13,"doc_description":14,"file_id":15,"file_url":16,"file_type":17,"file_size":18,"view_count":4,"is_deleted":4,"is_public":19,"is_downloadable":19,"audit_status":19,"page_count":20,"language":21,"language_code":22,"table_of_contents":23,"faqs":24,"seo_title":13,"seo_description":14,"update_tm":25,"read_time":26},32383,13056703020460,"Valentina","https://ap-avatar.wpscdn.com/avatar/be000253dac470eee5d?_k=1778207105932848923",8,"Research & Report","The Oxford Handbook of Economic Forecasting: Dynamic Factor Models","Survey of dynamic factor models (DFMs) focusing on models that jointly and consistently represent high-dimensional time-series datasets where the number of series exceeds the number of observations. Presents key theoretical results, applications, and empirical findings. Covers factor estimation and determining factor number, then uses of factors beyond forecasting, including instrumental-variable use, factor-augmented vector autoregressions, and dynamic stochastic general equilibrium modeling, followed by selected extensions.","cbCairemw0ehIZvH","https://ap.wps.com/l/cbCairemw0ehIZvH","pdf",328371,1,42,"English","en","# Abstract and Keywords\n# 1. Introduction\n# Dynamic Factor Models\n## Estimating factors and determining the number of factors\n## Applications beyond forecasting\n## Extensions","[{\"question\":\"What problem do dynamic factor models address in economic forecasting data?\",\"answer\":\"DFMs handle datasets with many series but relatively short time-series observation lengths, enabling simultaneous and consistent modeling of high-dimensional economic data.\"},{\"question\":\"How does the chapter structure the DFM workflow?\",\"answer\":\"It first covers estimating factors and determining how many factors exist, then discusses what can be done with reliable factor estimates beyond forecasting.\"},{\"question\":\"What applications of DFM factors are discussed besides forecasting?\",\"answer\":\"The chapter covers using factors as instrumental variables, estimating factor-augmented vector autoregressions, and estimating dynamic stochastic general equilibrium models.\"}]",1781130432,106,{"code":4,"msg":28,"data":29},"ok",{"site_id":30,"language":22,"slug":31,"title":13,"keywords":32,"description":14,"schema_data":33,"social_meta":84,"head_meta":86,"extra_data":88,"updated_unix":25},105,"the-oxford-handbook-of-economic-forecasting-dynamic-factor-models","",{"@graph":34,"@context":83},[35,52,66],{"@type":36,"itemListElement":37},"BreadcrumbList",[38,42,46,49],{"item":39,"name":40,"@type":41,"position":19},"https://docshare.wps.com","Home","ListItem",{"item":43,"name":44,"@type":41,"position":45},"https://docshare.wps.com/document/","Document",2,{"item":47,"name":12,"@type":41,"position":48},"https://docshare.wps.com/document/research-report/",3,{"item":50,"name":13,"@type":41,"position":51},"https://docshare.wps.com/document/the-oxford-handbook-of-economic-forecasting-dynamic-factor-models/32383/",4,{"url":50,"name":13,"@type":53,"author":54,"headline":13,"publisher":56,"fileFormat":59,"description":14,"dateModified":60,"datePublished":60,"encodingFormat":59,"isAccessibleForFree":61,"interactionStatistic":62},"DigitalDocument",{"name":9,"@type":55},"Person",{"url":39,"name":57,"@type":58},"DocShare","Organization","application/pdf","2026-06-10",true,{"@type":63,"interactionType":64,"userInteractionCount":4},"InteractionCounter",{"@type":65},"ViewAction",{"@type":67,"mainEntity":68},"FAQPage",[69,75,79],{"name":70,"@type":71,"acceptedAnswer":72},"What problem do dynamic factor models address in economic forecasting data?","Question",{"text":73,"@type":74},"DFMs handle datasets with many series but relatively short time-series observation lengths, enabling simultaneous and consistent modeling of high-dimensional economic data.","Answer",{"name":76,"@type":71,"acceptedAnswer":77},"How does the chapter structure the DFM workflow?",{"text":78,"@type":74},"It first covers estimating factors and determining how many factors exist, then discusses what can be done with reliable factor estimates beyond forecasting.",{"name":80,"@type":71,"acceptedAnswer":81},"What applications of DFM factors are discussed besides forecasting?",{"text":82,"@type":74},"The chapter covers using factors as instrumental variables, estimating factor-augmented vector autoregressions, and estimating dynamic stochastic general equilibrium models.","https://schema.org",{"og:url":50,"og:type":85,"og:title":13,"og:site_name":57,"og:description":14},"article",{"robots":87,"canonical":50},"index,follow",{"doc_id":7,"site_id":30}]