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Deep Dynamic Factor Models

23 July 2020

Papers citing "Deep Dynamic Factor Models"

4 / 4 papers shown

Title
Time-varying Factor Augmented Vector Autoregression with Grouped Sparse Autoencoder Yiyong Luo Brooks Paige Jim Griffin CML 80 0 0 06 Mar 2025
Non-linear dimension reduction in factor-augmented vector autoregressions K. Klieber 63 2 0 09 Sep 2023
A Neural Phillips Curve and a Deep Output Gap Philippe Goulet Coulombe 50 11 0 08 Feb 2022
Predicting Inflation with Recurrent Neural Networks L. Paranhos AI4TS 71 5 0 08 Apr 2021