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Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland
Breitung, Jörg; Jagodzinski, Doris - 2002
Persistent link: https://www.econbiz.de/10001684912
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Common cycles : a frequency domain approach
Breitung, Jörg; Candelon, Bertrand - 2000
Persistent link: https://www.econbiz.de/10001558560
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On model based seasonal adjustment procedures
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992216
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The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992526
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Nonlinear error correction and the efficient market hypothesis : the case of German dual-class shares
Breitung, Jörg; Wulff, Christian - 1999
Persistent link: https://www.econbiz.de/10001413057
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Testing for short and long run causality : the case of the yield spread and economic growth
Breitung, Jörg; Candelon, Bertrand - 2001
Persistent link: https://www.econbiz.de/10001652440
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Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data
Schumacher, Christian - 2007
This paper discusses a factor model for estimating monthly GDP using a large number of monthly and quarterly time series in real-time. To take into account the different periodicities of the data and missing observations at the end of the sample, the factors are estimated by applying an EM...
Persistent link: https://www.econbiz.de/10012730747