Simon Beyeler
Biographic Data
| ID | 9678751 |
|---|---|
| NAME | Simon Beyeler |
| GIVEN NAMES | Simon |
| FAMILY NAME | Beyeler |
| SIGNATURE | BEYELER S |
| AFFILIATIONS | Swiss National Bank Zurich Switzerland |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors
Induced sparsity in the factor loading matrix identifies the factor basis, while rotational identification is obtained ex post by clustering methods closely related to machine learning. We extract meaningful economic concepts from a high‐dimensional data set, which together with observed variables follow an unrestricted, reduced‐form VAR process. Including a comprehensive set of economic concepts allows reliable, fundamental structural analysis, …
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Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors
Induced sparsity in the factor loading matrix identifies the factor basis, while rotational identification is obtained ex post by clustering methods closely related to machine learning. We extract meaningful economic concepts from a high‐dimensional data set, which together with observed variables follow an unrestricted, reduced‐form VAR process. Including a comprehensive set of economic concepts allows reliable, fundamental structural analysis, …
Artificial Intelligence (1 work) · Cluster analysis (1 work) · Computer Science (1 work) · Dynamic factor (1 work) · Econometrics (1 work) · Economics (1 work) · Estimation (1 work) · Factor analysis (1 work) · Great recession (1 work) · Italy: Economic History and Contemporary Issues (1 work)