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Forecasting quaterly German GDP at mothly intervals using monthly ifo business conditions data
Mittnik, Stefan; Zadrozny, Peter A. - In: Ifo survey data in business cycle and monetary policy …, (pp. 19-48). 2004
Persistent link: https://www.econbiz.de/10002391298
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Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data : presented at CESifo conference "Academic Use of ifo Survey Data", december 2003
Mittnik, Stefan; Zadrozny, Peter A. - 2004
The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which...
Persistent link: https://www.econbiz.de/10002104553
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Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data : presented at CESifo conference "Academic Use of ifo Survey Data", December 2003
Mittnik, Stefan; Zadrozny, Peter A. - 2004
The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which...
Persistent link: https://www.econbiz.de/10011449243
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Forecasting Quarterly German GDP at Monthly Intervals Using Monthly Ifo Business Conditions Data
Mittnik, Stefan; Zadrozny, Peter A. - 2021
The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which...
Persistent link: https://www.econbiz.de/10013319236
Cover Image
Forecasting quarterly German GDP at monthly intervals using monthly IFO business conditions data
Mittnik, Stefan; Zadrozny, Peter A. - 2004
The paper illustrates and evaluates a Kalman filtering method for forecasting German real GDP at monthly intervals. German real GDP is produced at quarterly intervals but analysts and decision makers often want monthly GDP forecasts. Quarterly GDP could be regressed on monthly indicators, which...
Persistent link: https://www.econbiz.de/10010277284