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Money and inflation in Germany : a cointegration analysis
Hansen, Gerd - 1995
Persistent link: https://www.econbiz.de/10000903731
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Analyse kointegrierter Modelle
Kurz-Kim, Jeong-Ryeol - 1994
Persistent link: https://www.econbiz.de/10013381525
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Macroeconomic now- and forecasting based on the factor error correction model using targeted mixed frequency indicators
Kurz-Kim, Jeong-Ryeol - 2016
Since the influential paper of Stock and Watson (2002), the dynamic factor model (DFM) has been widely used for forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor model is modified by using the mixed data sampling...
Persistent link: https://www.econbiz.de/10011566828
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Nonlinear error correction modeling in German interest rates
Brannolte, Cord; Hansen, Gerd; Kurz-Kim, Jeong-Ryeol - In: Jahrbücher für Nationalökonomie und Statistik (1999) 3/4, pp. 271-283
Persistent link: https://www.econbiz.de/10001451366
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Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd; Kurz-Kim, Jeong-Ryeol; Mittnik, Stefan - 1996
Persistent link: https://www.econbiz.de/10000955842
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Nonlinear error correction modeling in German interest rates
Brannolte, Cord; Hansen, Gerd; Kurz-Kim, Jeong-Ryeol - 1999
Persistent link: https://www.econbiz.de/10001410606
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A single composite financial stress indicator and its real impact in the euro area
Islami, Mevlud; Kurz-Kim, Jeong-Ryeol - In: International journal of finance & economics : IJFE 19 (2014) 3, pp. 204-211
Persistent link: https://www.econbiz.de/10015180264
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Macroeconomic Now- and Forecasting Based on the Factor Error Correction Model Using Targeted Mixed Frequency Indicators
Kurz-Kim, Jeong-Ryeol - 2016
Since the influential paper of Stock and Watson (2002), the dynamic factor model (DFM) has been widely used for forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor model is modified by using the mixed data sampling...
Persistent link: https://www.econbiz.de/10012977505