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Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus

Mitze, Timo - 2010

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both within and between spatial units. In this paper, we...

Persistent link: https://www.econbiz.de/10010273589

Urban Economic Growth in Europe Between 2001 and 2008 – Gravitation or Dispersion?

Neumann, Uwe; Budde, Rüdiger; Ehlert, Christoph - 2012

This paper examines what regional characteristics drove urban economic growth in Europe during the past decade. Possible impacts on the new member states in Central Europe due to expansion of the European Union are accounted for by comparison between two periods, before and after 2004. With a...

Persistent link: https://www.econbiz.de/10010289819

Beyond the Average Elasticity – Applying Quantile Panel Regression to German Household Mobility Data

Ritter, Nolan - 2012

This paper employs quantile panel regression to the study of fuel price elasticities. Contrasting with standard panel approaches, this method reveals the impact of explanatory variables across all points in the conditional distribution of the response variable while controlling for unobserved...

Persistent link: https://www.econbiz.de/10010290714

Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus

Mitze, Timo - Rheinisch-Westfälisches Institut für … - 2010

Persistent link: https://www.econbiz.de/10008691995

Urban Economic Growth in Europe Between 2001 and 2008 – Gravitation or Dispersion?

Neumann, Uwe; Budde, Rüdiger; Ehlert, Christoph - Rheinisch-Westfälisches Institut für … - 2012

Persistent link: https://www.econbiz.de/10010598399

Beyond the Average Elasticity – Applying Quantile Panel Regression to German Household Mobility Data

Ritter, Nolan - Rheinisch-Westfälisches Institut für … - 2012

Persistent link: https://www.econbiz.de/10010617557

Forecasting Private Consumption: Survey-based Indicators vs. Google Trends

Schmidt, Torsten; Vosen, Simeon - 2009

application Insights for Search. The forecasting performance of the new indicator is assessed relative to the two most common … Index. The results show that in almost all conducted in-sample and out-of-sample forecasting experiments the Google …

Persistent link: https://www.econbiz.de/10010332967

Forecasting ECB policy rates with different monetary policy rules

Belke, Ansgar; Klose, Jens - 2019

their forecasting properties for the policy rates of the European Central Bank. In this respect the basic rules, results …

Persistent link: https://www.econbiz.de/10012036859

Improving inference and forecasting in VAR models using cross-sectional information

Prüser, Jan; Blagov, Boris - 2022

We propose a prior for VAR models that exploits the panel structure of macroeconomic time series while also providing shrinkage towards zero to address overfitting concerns. The prior is flexible as it detects shared dynamics of individual variables across endogenously determined groups of...

Persistent link: https://www.econbiz.de/10013366009

With or without you: Do financial data help to forecast industrial production?

Kitlinski, Tobias - 2015

This paper analyzes the forecasting performance of financial market data in comparison to other indicator groups to … evaluate the forecasting performance using a significance test. In addition, we investigate the stability of forecasting models …-term forecasting, especially for the US and longer forecast horizons. Nevertheless, the results indicate that the Great Recession was …

Persistent link: https://www.econbiz.de/10010527626

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