Large mixed-frequency VARs with a parsimonious time-varying parameter structure

von Götz, Thomas B.
Veröffentlicht 2018

Large mixed-frequency VARs with a parsimonious time-varying parameter structure

von Götz, Thomas B.
Veröffentlicht 2018

An unconventional weekly economic activity index for Germany

von Eraslan, Sercan
Veröffentlicht in Economics letters (2021)

Google data in bridge equation models for German GDP

von Götz, Thomas B.
Veröffentlicht 2017

Google data in bridge equation models for German GDP

von Götz, Thomas B.
Veröffentlicht 2017

Google data in bridge equation models for German GDP

von Götz, Thomas B.
Veröffentlicht in International journal of forecasting (2019)

Nowcasting causality in mixed frequency vector autoregressive models

von Götz, Thomas B.
Veröffentlicht in Economics letters (2014)

Testing for Granger causality in large mixed-frequency VARs

von Götz, Thomas B.
Veröffentlicht 2015

Testing for Granger causality in large mixed-frequency VARs

von Götz, Thomas B.
Veröffentlicht in Journal of econometrics (2016)

Testing for common cycles in non-stationary VARS with varied frequency data

von Götz, Thomas B.
Veröffentlicht in VAR models in macroeconomics - new developments and applications (2013)

Combining forecasts from successive data vintages : an application to U.S. growth

von Götz, Thomas B.
Veröffentlicht in International journal of forecasting (-2016)

Forecasting mixed-frequency time series with ECM-MIDAS models

von Götz, Thomas B.
Veröffentlicht in Journal of forecasting (2014)

Testing for Granger causality in large mixed-frequency VARs

von Götz, Thomas B.
Veröffentlicht 2015