Extracting Philippine economic indicators using dynamic multi-factor models .
Abstract (Two approaches were utilized to extract the latent factors that capture the co-movement of Philippine economic variables. The first approach directly applies the Dynamic Factor Model with Kalman filtering and smoothing algorithm (DFM-KF) to the 34 variables representing the major economic...
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| Format: | Thesis |
| Language: | English |
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Quezon City
University of the Philippines
2016.
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