Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data : presented at CESifo conference "Academic Use of ifo Survey Data", December 2003
Year of publication: |
May 2004
|
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Authors: | Mittnik, Stefan ; Zadrozny, Peter A. |
Publisher: |
München : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | mixed-frequency data | VAR models | maximum-likelihood estimation | Kalman filter | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Schätzung | Estimation | Deutschland | Germany | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zustandsraummodell | State space model |
Extent: | 1 Online-Ressource (circa 33 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 1203 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/18842 [Handle] |
Classification: | C32 - Time-Series Models ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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