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MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10003887161
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MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10003897086
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Regional inflation dynamics within and across euro area countries and a comparison with the US
Beck, Günter W. (contributor); Hubrich, Kirsten (contributor) - 2006
Persistent link: https://www.econbiz.de/10003448300
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The exporter productivity premium along the productivity distribution : first evidence from a quantile regression approach for fixed effects panel data models
Powell, David; Wagner, Joachim - 2010
manufacturing enterprises in Germany, one of the leading actors in the world market for goods. We show that the premium decreases …
Persistent link: https://www.econbiz.de/10008696795
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The exporter productivity premium along the productivity distribution : first evidence from a quantile regression approach for fixed effects data models
Powell, David; Wagner, Joachim - 2010
manufacturing enterprises in Germany, one of the leading actors in the world market for goods. We show that the premium decreases …
Persistent link: https://www.econbiz.de/10008796733
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MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - In: International journal of forecasting 27 (2011) 2, pp. 529-542
Persistent link: https://www.econbiz.de/10009247409
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A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia; Marcellino, Massimiliano - In: International journal of forecasting 30 (2014) 3, pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
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The exporter productivity premium along the productivity distribution : evidence from quantile regression with nonadditive firm fixed effects
Powell, David; Wagner, Joachim - In: Review of world economics 150 (2014) 4, pp. 763-785
Persistent link: https://www.econbiz.de/10010490362
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Regional inflation dynamics within and across euro area countries and a comparison with the United States
Beck, Günter W.; Hubrich, Kirstin; Marcellino, Massimiliano - In: Economic policy : a European forum 57 (2009), pp. 141-184
Persistent link: https://www.econbiz.de/10003801336
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MIDAS versus mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci.cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on exponential lag polynomials for the coeØ cients, whereas...
Persistent link: https://www.econbiz.de/10003815492