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  • Search: subject:"mixed-frequency vector autoregression"
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Year of publication
Subject
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VAR model 8 VAR-Modell 8 mixed-frequency Vector Autoregression 5 Bruttoinlandsprodukt 3 Business cycle 3 China 3 Deutschland 3 Estimation 3 Forecasting model 3 Germany 3 Gross domestic product 3 Konjunktur 3 National income 3 Nationaleinkommen 3 Prognoseverfahren 3 Schätzung 3 Time series analysis 3 Zeitreihenanalyse 3 Bayes-Statistik 2 Bayesian inference 2 Bayesian methods 2 Frühindikator 2 Impact assessment 2 Leading indicator 2 Mixed data sampling 2 Mixed frequency vector autoregression 2 National accounts 2 Public enterprise 2 Regional statistics 2 Regionalstatistik 2 Risiko 2 Risk 2 USA 2 United States 2 Volkswirtschaftliche Gesamtrechnung 2 Wirkungsanalyse 2 concordance 2 mixed-frequency vector autoregression 2 real-time regional accounts 2 regional business cycles 2
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Online availability
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Undetermined 6 Free 5 CC license 1
Type of publication
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Article 7 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Conference paper 1 Konferenzbeitrag 1
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Language
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English 11
Author
All
Lehmann, Robert 5 Wikman, Ida 2 Yan, Meng 2 Alves, Renan Santos 1 An, Zhen 1 Koop, Gary 1 McIntyre, Stuart 1 Mitchell, James 1 Motegi, Kaiji 1 Palma, Andreza A. 1 Poon, Aubrey 1 Sadahiro, Akira 1 Shi, Kai 1 Su, Chi-Wei 1 Wang, Kai-Hua 1
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Published in...
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CESifo Working Paper 2 CESifo working papers 2 Applied economics letters 1 Economic research 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Energy strategy reviews 1 Journal of policy modeling : JPMOD ; a social science forum of world issues 1 National Institute economic review : journal of the National Institute of Economic and Social Research 1 The North American journal of economics and finance : a journal of financial economics studies 1
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Source
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ECONIS (ZBW) 9 EconStor 2
Showing 1 - 10 of 11
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Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics
Lehmann, Robert; Wikman, Ida - 2023
To date, only annual information on economic activity is published for the 16 German states. In this paper, we calculate quarterly regional GDP estimates for the period between 1995 to 2021, thereby improving the regional database for Germany. The new data set will regularly be updated when...
Persistent link: https://www.econbiz.de/10014290190
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Cover Image
READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting
Lehmann, Robert - 2023
based on a mixed-frequency Vector Autoregression are very accurate, beat several benchmark models and are as precise or …
Persistent link: https://www.econbiz.de/10014290225
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Cover Image
Quarterly GDP estimates for the German States : new data for business cycle analyses and long-run dynamics
Lehmann, Robert; Wikman, Ida - 2023
To date, only annual information on economic activity is published for the 16 German states. In this paper, we calculate quarterly regional GDP estimates for the period between 1995 to 2021, thereby improving the regional database for Germany. The new data set will regularly be updated when...
Persistent link: https://www.econbiz.de/10013549105
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Cover Image
READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting
Lehmann, Robert - 2023 - This version: March 7, 2023
based on a mixed-frequency Vector Autoregression are very accurate, beat several benchmark models and are as precise or …
Persistent link: https://www.econbiz.de/10014232863
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Cover Image
A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting
Lehmann, Robert - In: Empirical economics : a quarterly journal of the … 67 (2024) 2, pp. 817-838
Persistent link: https://www.econbiz.de/10015048846
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The effectiveness of fiscal policy in Brazil through the MIDAS Lens
Alves, Renan Santos; Palma, Andreza A. - In: Journal of policy modeling : JPMOD ; a social science … 46 (2024) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10015051455
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Does high crude oil dependence influence Chinese military expenditure decision-making?
Wang, Kai-Hua; Su, Chi-Wei - In: Energy strategy reviews 35 (2021), pp. 1-10
This paper employs the mixed frequency vector autoregression (MF-VAR) to discuss the causal link between crude oil …
Persistent link: https://www.econbiz.de/10012703320
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The impact of high-frequency economic policy uncertainty on China's macroeconomy : evidence from mixed-frequency VAR
Yan, Meng; Shi, Kai - In: Economic research 34 (2021) 1,3, pp. 3201-3224
Persistent link: https://www.econbiz.de/10014233041
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The impacts of high-frequency US uncertainty shocks on China's investment and bank loans : evidence from mixed-frequency VAR
Yan, Meng; An, Zhen - In: Applied economics letters 28 (2021) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10012415039
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Nowcasting "true" monthly U.S. GDP during the pandemic
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: National Institute economic review : journal of the … 256 (2021), pp. 44-70
Persistent link: https://www.econbiz.de/10012593671
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