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~institution:"Department of Economics, European University Institute"
~person:"Barrell, Ray"
~person:"Chang, Roberto"
~person:"Devereux, Michael B."
~person:"Marcellino, Massimiliano"
~person:"Semmler, Willi"
~subject:"MIDAS"
~subject:"Theorie"
~subject:"United States"
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Search: "Finanzmarktkrise" OR "EU-Schuldenkrise" OR "Euro" OR "Europäische Wirtschafts- und Währungsunion"
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MIDAS
Theorie
United States
Output gap
2
data revisions
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euro area
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mixed-frequency data
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nowcasting
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real-time data
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Aggregation
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Dynamic factor Models
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European monetary union
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Inflation Targets
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Kalman filter and smoother
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Temporal Disaggregation. Multivariate State Space Models. Dynamic factor Models. Kalman filter and smoother. Chain-linking
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causality
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constructing EMU data
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entropy
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exchange rates
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factor models
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forecasting
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model selection
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Barrell, Ray
Chang, Roberto
Devereux, Michael B.
Marcellino, Massimiliano
Semmler, Willi
Kuzin, Vladimir
2
Schumacher, Christian
2
FORONI, Claudia
1
MARCELLINO, Massimiliano
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Department of Economics, European University Institute
National Bureau of Economic Research
8
National Institute of Economic and Social Research
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C.E.P.R. Discussion Papers
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Deutsche Bundesbank
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European University Institute / Department of Law
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Conference on "Monetary Policy and Unemployment in the US, Euro-area and Japan" <2002, New York, NY>
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Rutgers University / Department of Economics
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MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the
Euro
Area
Kuzin, Vladimir
;
Marcellino, Massimiliano
;
Schumacher, …
-
Department of Economics, European University Institute
-
2009
growth in the
euro
area, on a monthly basis and using a set of 20 monthly indicators. It turns out that the two approaches …
Persistent link: https://www.econbiz.de/10005049565
Saved in:
2
Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP
Kuzin, Vladimir
;
Marcellino, Massimiliano
;
Schumacher, …
-
Department of Economics, European University Institute
-
2009
forecasting quarterly German GDP, a key macroeconomic indicator for the largest country in the
euro
area, with a large set of …
Persistent link: https://www.econbiz.de/10005744253
Saved in:
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