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Factor structural time series models for official statistics with an application to hours worked in Germany
Weigand, Roland; Wanger, Susanne; Zapf, Ines - 2015
We introduce a high-dimensional structural time series model, where co-movement between the components is due to common factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step and state space methods in a second step. The...
Persistent link: https://www.econbiz.de/10011309972
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Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru - 1993
Persistent link: https://www.econbiz.de/10000856442
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Comparison of Box-Jenkins and Bonn monetary model prediction performance
Bhattacharyya, Manmatha N. - 1980
Persistent link: https://www.econbiz.de/10000048511
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Financial factors in macroeconometric models
Giesen, Sebastian - 2013
Persistent link: https://www.econbiz.de/10009733040
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Stock markets and real-time macroeconomic data
Hartmann, Daniel - 2007
Persistent link: https://www.econbiz.de/10003516924
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From national accounting to the design, compilation, and use of Bayesian policy analysis frameworks
Tongeren, Jan W. van - 2011
Persistent link: https://www.econbiz.de/10009390451
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The private sector deficit meets the GSFCI : a financial balances model of the US economy
Hatzius, Jan - 2003
Persistent link: https://www.econbiz.de/10001852725
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Balancing the national accounts
In: National Institute economic review (1991), pp. 65-90
Persistent link: https://www.econbiz.de/10001100587
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Datenqualität
Rinne, Horst - In: Gesamtwirtschaftliche Modelle in der Bundesrepublik …, (pp. 215-227). 1998
Persistent link: https://www.econbiz.de/10001323997
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Reconciled estimates of monthly GDP in the US
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10012822269