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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
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Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan; Rieken, Sascha - In: The journal of futures markets 20 (2000) 5, pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
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Modelling price inflation : a response to the comment of Stefan Mittnik regarding the article: "Die Determinanten d. Preisentwicklung in d. Bundesrepublik Deutschland"
Vomfelde, Werner - In: Jahrbücher für Nationalökonomie und Statistik 203 (1987) 3, pp. 306-310
Persistent link: https://www.econbiz.de/10001024812
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Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan; Rieken, Sascha - In: International review of financial analysis 9 (2000) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
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Dynamic effects of public investment : vector autoregressive evidence form six industrialized countries
Mittnik, Stefan; Neumann, Thorsten - In: Empirical economics : a journal of the Institute for … 26 (2001) 2, pp. 429-446
Persistent link: https://www.econbiz.de/10001579918
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Time series evidence on the non-linearity hypothesis for public spending
Mittnik, Stefan; Neumann, Thorsten - 1999
Persistent link: https://www.econbiz.de/10001557002
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Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan; Rieken, Sascha - 1999
Persistent link: https://www.econbiz.de/10001410538
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The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan; Paolella, Marc S.; Račev, Svetlozar T. - 1998
Persistent link: https://www.econbiz.de/10001410540