Suchergebnisse

Growth accounting for the euro area: a structural approach

In: Working paper series 804

Peaks, Gaps, and Time Reversibility of Economic Time Series

In: CEIS Working Paper No. 492

Discussion of the paper "Deciding between alternative approaches in macroeconomics"

In: International journal of forecasting, Band 34, Heft 1, S. 136-138

ISSN: 0169-2070

Discussion of the paper "Testing Time Series Data Compatibility for Benchmarking", by Benoit Quenneville and Christian Gagné

In: International journal of forecasting, Band 29, Heft 4, S. 767-771

ISSN: 0169-2070

Direct and iterated multistep AR methods for difference stationary processes

In: International journal of forecasting, Band 27, Heft 2, S. 266-280

ISSN: 0169-2070

Comparing seasonal components for structural time series models

In: International journal of forecasting, Band 16, Heft 2, S. 247-260

ISSN: 0169-2070

Spurious Periodic Autoregressions

In: The Econometrics Journal, Band 1, Heft 1, S. 1-22

A monthly indicator of the euro area GDP

In: Discussion paper series 7007

In: International macroeconomics

Forecasting volatility with time-varying leverage and volatility of volatility effects

In: International journal of forecasting, Band 36, Heft 4, S. 1301-1317

ISSN: 0169-2070

Nowcasting Monthly GDP with Big Data: A Model Averaging Approach

In: CEIS Working Paper No. 482

Outlier detection in structural time series models: The indicator saturation approach

In: International journal of forecasting, Band 32, Heft 1, S. 180-202

ISSN: 0169-2070

Patterns of industrial specialisation in post-Unification Italy

In: Scandinavian economic history review, Band 61, Heft 3, S. 259-286

ISSN: 1750-2837

Does the Box–Cox transformation help in forecasting macroeconomic time series?

In: International journal of forecasting, Band 29, Heft 1, S. 88-99

ISSN: 0169-2070

Growth Accounting for the Euro Area: A Structural Approach

In: ECB Working Paper No. 804

Readings in unobserved components models

In: Advanced texts in econometrics