Narrow search
Showing 1 - 10 of 645
Cover Image
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?
Dreger, Christian; Schumacher, Christian - 2002
This paper discusses a large-scale factor model for the German economy. Following the recent literature, a data set of 121 time series is used via principal component analysis to determine the factors, which enter a dynamic model for German GDP. The model is compared with alternative univariate...
Persistent link: https://www.econbiz.de/10010295521
Cover Image
Estimating Large-Scale Factor Models for Economic Activity in Germany: Do They Outperform Simpler Models?
Dreger, Christian; Schumacher, Christian - 2002
This paper discusses a large-scale factor model for the German economy. Following the recent literature, a data set of 121 time series is used via principal component analysis to determine the factors, which enter a dynamic model for German GDP. The model is compared with alternative univariate...
Persistent link: https://www.econbiz.de/10009442339
Cover Image
Out-of-sample performance of leading indicators for the German business cycle : single vs. combined forecasts
Dreger, Christian; Schumacher, Christian - In: Journal of business cycle measurement and analysis : a … 2 (2005) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10002908057
Cover Image
Estimating large-scale factor models for economic activity in Germany : do they outperform simpleer models? : übertreffen sie einfachere Modelle?
Schumacher, Christian; Dreger, Christian - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 6, pp. 731-750
Persistent link: https://www.econbiz.de/10002419372
Cover Image
Estimating large-scale factor models for economic activity in Germany : do they outperform simpler models?
Dreger, Christian (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001712654
Cover Image
Are real interest rates cointegrated? : Further evidence based on paneleconometric methods
Dreger, Christian; Schumacher, Christian - In: Swiss journal of economics and statistics 139 (2003) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10001741674
Cover Image
Money demand in Europe : evidence from panel cointegration tests
Schumacher, Christian; Dreger, Christian - In: Macroeconometric models and European monetary union, (pp. 207-222). 2004
Persistent link: https://www.econbiz.de/10001931847
Cover Image
Estimating large scale factor models for economic activity in Germany : Do they outperform simpler models?
Dreger, Christian; Schumacher, Christian - 2002
Persistent link: https://www.econbiz.de/10004731937
Cover Image
Estimating Large-Scale Factor Models for Economic Activity In Germany : Do They Outperform Simpler Models?
Schumacher, Christian; Dreger, Christian - 2003
This paper discusses a large-scale factor model for the German economy. Following the recent literature, a data set of 121 time series is used via principal component analysis to determine the factors, which enter a dynamic model for German GDP. The model is compared with alternative univariate...
Persistent link: https://www.econbiz.de/10014107530
Cover Image
Estimating large-scale factor models for economic activity in Germany: Do they outperform simpler models?
Dreger, Christian - 2002
Persistent link: https://www.econbiz.de/10013430497