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~subject:"Aggregation"
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Non-linearity and instability...
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Aggregation
Prognoseverfahren
247
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Theorie
185
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177
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129
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127
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117
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Forecasting
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Schock
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Shock
47
Volatilität
41
forecasting
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37
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34
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Marcellino, Massimiliano
34
Brüggemann, Ralf
8
Lütkepohl, Helmut
8
Foroni, Claudia
5
Jordà, Òscar
4
Frale, Cecilia
2
Grassi, Stefano
2
Mazzi, Gian Luigi
2
Proietti, Tommaso
2
Stevanović, Dalibor
2
Stock, James H.
2
Watson, Mark W.
2
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1
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1
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1
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1
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1
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Macroeconomic dynamics
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Messy data : missing observations, outliers, and mixed-frequency data
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Norges Bank Working Paper 15
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Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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ECONIS (ZBW)
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Linear aggregation with common trends and cycles
Marcellino, Massimiliano
-
2000
Persistent link: https://www.econbiz.de/10001456848
Saved in:
2
Linear aggregation with common trends and cycles
Marcellino, Massimiliano
-
1999
Persistent link: https://www.econbiz.de/10001456865
Saved in:
3
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model based procedure
Marcellino, Massimiliano
-
1997
Persistent link: https://www.econbiz.de/10000984064
Saved in:
4
Temporal aggregation of a VARIMAX process
Marcellino, Massimiliano
-
1995
Persistent link: https://www.econbiz.de/10000929264
Saved in:
5
Some consequences of temporal aggregation of a VARIMA process
Marcellino, Massimiliano
-
1995
Persistent link: https://www.econbiz.de/10000929901
Saved in:
6
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano
-
1998
Persistent link: https://www.econbiz.de/10001362828
Saved in:
7
Some consequences of temporal aggregation in empirical analysis
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 129-136
Persistent link: https://www.econbiz.de/10001253380
Saved in:
8
Macroeconomic forecasting in the Euro area : country specific versus area-wide information
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
European economic review : EER
47
(
2003
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001758231
Saved in:
9
Modeling high-frequency foreign exchange data dynamics
Jordà, Òscar
;
Marcellino, Massimiliano
- In:
Macroeconomic dynamics
7
(
2003
)
4
,
pp. 618-635
Persistent link: https://www.econbiz.de/10001794617
Saved in:
10
Time-scale transformations of discrete time processes
Jordà, Òscar
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751321
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